/**************************************************************************************
* Copyright (C) 2008 EsperTech, Inc. All rights reserved. *
* http://esper.codehaus.org *
* http://www.espertech.com *
* ---------------------------------------------------------------------------------- *
* The software in this package is published under the terms of the GPL license *
* a copy of which has been included with this distribution in the license.txt file. *
**************************************************************************************/
package com.espertech.esper.view.stat;
import com.espertech.esper.client.EventBean;
import com.espertech.esper.client.EventType;
import com.espertech.esper.collection.SingleEventIterator;
import com.espertech.esper.core.context.util.AgentInstanceContext;
import com.espertech.esper.core.service.StatementContext;
import com.espertech.esper.epl.expression.ExprEvaluator;
import com.espertech.esper.epl.expression.ExprNode;
import com.espertech.esper.view.*;
import java.util.HashMap;
import java.util.Iterator;
import java.util.Map;
/**
* View for computing a weighted average. The view uses 2 fields within the parent view to compute the weighted average.
* The X field and weight field. In a price-volume example it calculates the volume-weighted average price
* as (sum(price * volume) / sum(volume)).
* Example: weighted_avg("price", "volume")
*/
public class WeightedAverageView extends ViewSupport implements CloneableView, DerivedValueView
{
private final EventType eventType;
private final AgentInstanceContext agentInstanceContext;
private final ExprNode fieldNameX;
private final ExprEvaluator fieldNameXEvaluator;
private final ExprNode fieldNameWeight;
private final ExprEvaluator fieldNameWeightEvaluator;
private final StatViewAdditionalProps additionalProps;
private EventBean[] eventsPerStream = new EventBean[1];
protected double sumXtimesW = Double.NaN;
protected double sumW = Double.NaN;
protected double currentValue = Double.NaN;
protected Object[] lastValuesEventNew;
private EventBean lastNewEvent;
/**
* Constructor requires the name of the field to use in the parent view to compute the weighted average on,
* as well as the name of the field in the parent view to get the weight from.
* @param fieldNameX is the name of the field within the parent view to use to get numeric data points for this view to
* compute the average for.
* @param fieldNameWeight is the field name for the weight to apply to each data point
* @param agentInstanceContext contains required view services
*/
public WeightedAverageView(AgentInstanceContext agentInstanceContext, ExprNode fieldNameX, ExprNode fieldNameWeight, EventType eventType, StatViewAdditionalProps additionalProps)
{
this.fieldNameX = fieldNameX;
this.fieldNameXEvaluator = fieldNameX.getExprEvaluator();
this.fieldNameWeight = fieldNameWeight;
this.fieldNameWeightEvaluator = fieldNameWeight.getExprEvaluator();
this.agentInstanceContext = agentInstanceContext;
this.eventType = eventType;
this.additionalProps = additionalProps;
}
public View cloneView()
{
return new WeightedAverageView(agentInstanceContext, fieldNameX, fieldNameWeight, eventType, additionalProps);
}
/**
* Returns the expression supplying the X values.
* @return expression supplying X data points
*/
public final ExprNode getFieldNameX()
{
return fieldNameX;
}
/**
* Returns the expression supplying the weight values.
* @return expression supplying weight
*/
public final ExprNode getFieldNameWeight()
{
return fieldNameWeight;
}
public void update(EventBean[] newData, EventBean[] oldData)
{
double oldValue = currentValue;
// If we have child views, keep a reference to the old values, so we can update them as old data event.
EventBean oldDataMap = null;
if (lastNewEvent == null)
{
if (this.hasViews())
{
Map<String, Object> oldDataValues = new HashMap<String, Object>();
oldDataValues.put(ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE.getName(), oldValue);
addProperties(oldDataValues);
oldDataMap = agentInstanceContext.getStatementContext().getEventAdapterService().adapterForTypedMap(oldDataValues, eventType);
}
}
// add data points to the bean
if (newData != null)
{
for (int i = 0; i < newData.length; i++)
{
eventsPerStream[0] = newData[i];
Number pointnum = (Number) fieldNameXEvaluator.evaluate(eventsPerStream, true, agentInstanceContext);
Number weightnum = (Number) fieldNameWeightEvaluator.evaluate(eventsPerStream, true, agentInstanceContext);
if (pointnum != null && weightnum != null) {
double point = pointnum.doubleValue();
double weight = weightnum.doubleValue();
if (Double.valueOf(sumXtimesW).isNaN())
{
sumXtimesW = point * weight;
sumW = weight;
}
else
{
sumXtimesW += point * weight;
sumW += weight;
}
}
}
if ((additionalProps != null) && (newData.length != 0)) {
if (lastValuesEventNew == null) {
lastValuesEventNew = new Object[additionalProps.getAdditionalExpr().length];
}
for (int val = 0; val < additionalProps.getAdditionalExpr().length; val++) {
lastValuesEventNew[val] = additionalProps.getAdditionalExpr()[val].evaluate(eventsPerStream, true, agentInstanceContext);
}
}
}
// remove data points from the bean
if (oldData != null)
{
for (int i = 0; i < oldData.length; i++)
{
eventsPerStream[0] = oldData[i];
Number pointnum = (Number) fieldNameXEvaluator.evaluate(eventsPerStream, true, agentInstanceContext);
Number weightnum = (Number) fieldNameWeightEvaluator.evaluate(eventsPerStream, true, agentInstanceContext);
if (pointnum != null && weightnum != null) {
double point = pointnum.doubleValue();
double weight = weightnum.doubleValue();
sumXtimesW -= point * weight;
sumW -= weight;
}
}
}
if (sumW != 0)
{
currentValue = sumXtimesW / sumW;
}
else
{
currentValue = Double.NaN;
}
// If there are child view, fireStatementStopped update method
if (this.hasViews())
{
Map<String, Object> newDataMap = new HashMap<String, Object>();
newDataMap.put(ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE.getName(), currentValue);
addProperties(newDataMap);
EventBean newDataEvent = agentInstanceContext.getStatementContext().getEventAdapterService().adapterForTypedMap(newDataMap, eventType);
if (lastNewEvent == null)
{
updateChildren(new EventBean[] {newDataEvent}, new EventBean[] {oldDataMap});
}
else
{
updateChildren(new EventBean[] {newDataEvent}, new EventBean[] {lastNewEvent});
}
lastNewEvent = newDataEvent;
}
}
private void addProperties(Map<String, Object> newDataMap)
{
if (additionalProps == null) {
return;
}
additionalProps.addProperties(newDataMap, lastValuesEventNew);
}
public final EventType getEventType()
{
return eventType;
}
public final Iterator<EventBean> iterator()
{
Map<String, Object> newDataMap = new HashMap<String, Object>();
newDataMap.put(ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE.getName(), currentValue);
addProperties(newDataMap);
return new SingleEventIterator(agentInstanceContext.getStatementContext().getEventAdapterService().adapterForTypedMap(newDataMap, eventType));
}
public final String toString()
{
return this.getClass().getName() +
" fieldName=" + fieldNameX +
" fieldNameWeight=" + fieldNameWeight;
}
/**
* Creates the event type for this view.
* @param statementContext is the event adapter service
* @return event type of view
*/
public static EventType createEventType(StatementContext statementContext, StatViewAdditionalProps additionalProps, int streamNum)
{
Map<String, Object> schemaMap = new HashMap<String, Object>();
schemaMap.put(ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE.getName(), Double.class);
StatViewAdditionalProps.addCheckDupProperties(schemaMap, additionalProps, ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE);
String outputEventTypeName = statementContext.getStatementId() + "_wavgview_" + streamNum;
return statementContext.getEventAdapterService().createAnonymousMapType(outputEventTypeName, schemaMap);
}
public double getSumXtimesW() {
return sumXtimesW;
}
public void setSumXtimesW(double sumXtimesW) {
this.sumXtimesW = sumXtimesW;
}
public double getSumW() {
return sumW;
}
public void setSumW(double sumW) {
this.sumW = sumW;
}
public double getCurrentValue() {
return currentValue;
}
public void setCurrentValue(double currentValue) {
this.currentValue = currentValue;
}
public Object[] getLastValuesEventNew() {
return lastValuesEventNew;
}
public void setLastValuesEventNew(Object[] lastValuesEventNew) {
this.lastValuesEventNew = lastValuesEventNew;
}
}