SDK/com.quantactions.sdk/TimeSeries/DoubleTimeSeries

DoubleTimeSeries

class DoubleTimeSeries(values: List<Double> = mutableListOf(), timestamps: List<ZonedDateTime> = mutableListOf(), confidenceIntervalLow: List<Double> = mutableListOf(), confidenceIntervalHigh: List<Double> = mutableListOf(), confidence: List<Double> = mutableListOf()) : TimeSeries<Double>

Constructors

DoubleTimeSeries

constructor(values: List<Double> = mutableListOf(), timestamps: List<ZonedDateTime> = mutableListOf(), confidenceIntervalLow: List<Double> = mutableListOf(), confidenceIntervalHigh: List<Double> = mutableListOf(), confidence: List<Double> = mutableListOf())

Functions

dropLast

open override fun dropLast(n: Int): TimeSeries.DoubleTimeSeries

Returns a list containing all elements except last n elements.

dropna

open override fun dropna(): TimeSeries<Double>

extractDoubleTimeSeries

open override fun extractDoubleTimeSeries(flag: Int): TimeSeries.DoubleTimeSeries

extractMonthlyAverages

open override fun extractMonthlyAverages(): TimeSeries.DoubleTimeSeries

extractWeeklyAverages

open override fun extractWeeklyAverages(): TimeSeries.DoubleTimeSeries

fillMissingDays

open override fun fillMissingDays(rewindDays: Int, inplace: Boolean): TimeSeries.DoubleTimeSeries

This is an in-place operation. Use this function to fill missing days (the function adds NaNs) both in the future and in the past (up to the specified number of days in the past). Since the SDK does not return a value for the score in a day where the confidence it too low, this function can be useful to fill in blanks for UI/UX purposes.

filterByTimestamps

fun filterByTimestamps(filter: (ZonedDateTime) -> Boolean): TimeSeries.DoubleTimeSeries

This function helps filtering the TimeSeries for elements that follow a certain rule in the timestamps. Provide a lambda that receives a ZonedDateTime and return a boolean.

filterByValues

fun filterByValues(filter: (Double) -> Boolean): TimeSeries.DoubleTimeSeries

This function helps filtering the TimeSeries for elements that follow a certain rule in the values. Provide a lambda that receives a Double and returns a boolean.

getPlaceholderTimeSeries

open override fun getPlaceholderTimeSeries(bias: Double, deviation: Double): TimeSeries.DoubleTimeSeries

getRandomSample

open override fun getRandomSample(n: Int): TimeSeries.DoubleTimeSeries

takeLast

open override fun takeLast(n: Int): TimeSeries.DoubleTimeSeries

Returns a time series containing the last n elements.