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use std::collections::VecDeque;
use super::View;
#[derive(Clone)]
pub struct ROC<V> {
view: V,
window_len: usize,
oldest: f64,
q_vals: VecDeque<f64>,
out: f64,
}
impl<V> std::fmt::Debug for ROC<V>
where
V: View,
{
fn fmt(&self, fmt: &mut std::fmt::Formatter<'_>) -> Result<(), std::fmt::Error> {
write!(
fmt,
"ROC(window_len: {}, oldest: {}, q_vals: {:?}, out: {})",
self.window_len, self.oldest, self.q_vals, self.out
)
}
}
impl<V> ROC<V>
where
V: View,
{
#[inline]
pub fn new(view: V, window_len: usize) -> Self {
ROC {
view,
window_len,
oldest: 0.0,
q_vals: VecDeque::new(),
out: 0.0,
}
}
}
impl<V> View for ROC<V>
where
V: View,
{
fn update(&mut self, val: f64) {
self.view.update(val);
let val = self.view.last();
if self.q_vals.is_empty() {
self.oldest = val;
}
if self.q_vals.len() >= self.window_len {
let old = self.q_vals.front().unwrap();
self.oldest = *old;
self.q_vals.pop_front();
}
self.q_vals.push_back(val);
let roc = ((val - self.oldest) / self.oldest) * 100.0;
self.out = roc;
}
#[inline(always)]
fn last(&self) -> f64 {
self.out
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::plot::plot_values;
use crate::test_data::TEST_DATA;
use crate::Echo;
#[test]
fn roc_plot() {
let mut r = ROC::new(Echo::new(), 16);
let mut out: Vec<f64> = Vec::new();
for v in &TEST_DATA {
r.update(*v);
out.push(r.last());
}
let filename = "img/roc.png";
plot_values(out, filename).unwrap();
}
}