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cointop/pkg/timedata/lttb.go

108 lines
2.9 KiB
Go

package timedata
import (
"math"
)
// Copied from https://github.com/haoel/downsampling-algorithm
// Largest triangle three buckets (LTTB) data downsampling algorithm implementation
// - Require: data . The original data
// - Require: threshold . Number of data points to be returned
func LTTB(data []Point, threshold int) []Point {
if threshold >= len(data) || threshold == 0 {
return data // Nothing to do
}
sampledData := make([]Point, 0, threshold)
// Bucket size. Leave room for start and end data points
bucketSize := float64(len(data)-2) / float64(threshold-2)
sampledData = append(sampledData, data[0]) // Always add the first point
// We have 3 pointers represent for
// > bucketLow - the current bucket's beginning location
// > bucketMiddle - the current bucket's ending location,
// also the beginning location of next bucket
// > bucketHight - the next bucket's ending location.
bucketLow := 1
bucketMiddle := int(math.Floor(bucketSize)) + 1
var prevMaxAreaPoint int
for i := 0; i < threshold-2; i++ {
bucketHigh := int(math.Floor(float64(i+2)*bucketSize)) + 1
// Calculate point average for next bucket (containing c)
avgPoint := calculateAverageDataPoint(data[bucketMiddle : bucketHigh+1])
// Get the range for current bucket
currBucketStart := bucketLow
currBucketEnd := bucketMiddle
// Point a
pointA := data[prevMaxAreaPoint]
maxArea := -1.0
var maxAreaPoint int
for ; currBucketStart < currBucketEnd; currBucketStart++ {
area := calculateTriangleArea(pointA, avgPoint, data[currBucketStart])
if area > maxArea {
maxArea = area
maxAreaPoint = currBucketStart
}
}
sampledData = append(sampledData, data[maxAreaPoint]) // Pick this point from the bucket
prevMaxAreaPoint = maxAreaPoint // This MaxArea point is the next's prevMAxAreaPoint
//move to the next window
bucketLow = bucketMiddle
bucketMiddle = bucketHigh
}
sampledData = append(sampledData, data[len(data)-1]) // Always add last
return sampledData
}
func LTTB2(data []Point, threshold int) []Point {
buckets := splitDataBucket(data, threshold)
samples := LTTBForBuckets(buckets)
return samples
}
func LTTBForBuckets(buckets [][]Point) []Point {
bucketCount := len(buckets)
sampledData := make([]Point, 0)
sampledData = append(sampledData, buckets[0][0])
lastSelectedDataPoint := buckets[0][0]
for i := 1; i < bucketCount-1; i++ {
bucket := buckets[i]
averagePoint := calculateAveragePoint(buckets[i+1])
maxArea := -1.0
maxAreaIndex := -1
for j := 0; j < len(bucket); j++ {
point := bucket[j]
area := calculateTriangleArea(lastSelectedDataPoint, point, averagePoint)
if area > maxArea {
maxArea = area
maxAreaIndex = j
}
}
lastSelectedDataPoint := bucket[maxAreaIndex]
sampledData = append(sampledData, lastSelectedDataPoint)
}
sampledData = append(sampledData, buckets[len(buckets)-1][0])
return sampledData
}