add realtime option, slightly refactor data acquisition

[talweg.git] / pkg / R / Data.R

diff --git a/pkg/R/Data.R b/pkg/R/Data.R
index 35f8524..551cfaf 100644 (file)
--- a/pkg/R/Data.R
+++ b/pkg/R/Data.R
@@ -12,27 +12,32 @@
 #'   \item exo: exogenous variables
 #'   \item exo_hat: predicted exogenous variables}
 #'
-#' @section Methods: \describe{
-#' \item{\code{getSize()}}
-#'   {Return number of series in dataset.}
-#' \item{\code{getStdHorizon()}}
-#'   {Return number of time steps from serie[1] until midnight}
-#' \item{\code{append(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)}}
-#'   {Acquire a new vector of lists (time, centered_serie, level, exo, exo_hat).}
-#' \item{\code{getTime(index)}}
-#'   {Get times at specified index.}
-#' \item{\code{getCenteredSerie(index)}}
-#'   {Get centered serie at specified index.}
-#' \item{\code{getLevel(index)}}
-#'   {Get level at specified index.}
-#' \item{\code{getSerie(index)}}
-#'   {Get serie (centered+level) at specified index.}
-#' \item{\code{getExo(index)}}
-#'   {Get exogenous variables at specified index.}
-#' \item{\code{getExoHat(index)}}
-#'   {Get estimated exogenous variables at specified index.}
-#' \item{\code{getCoupleDays(first,last)}}
-#'   {Get indices of no-NA series followed by no-NA, within [first,last] range.}}
+#' @section Methods:
+#' \describe{
+#' \item{\code{getSize()}}{
+#'   Return number of series in dataset.}
+#' \item{\code{getStdHorizon()}}{
+#'   Return number of time steps from serie[1] until midnight}
+#' \item{\code{appendHat(time, hat_serie, hat_exo)}}{
+#'   New estimated data + time.}
+#' \item{\code{append(serie, exo)}}{
+#'   New measured data; call *after* \code{appendHat()}}
+#' \item{\code{getTime(index)}}{
+#'   Get times at specified index.}
+#' \item{\code{getCenteredSerie(index, hat=FALSE)}}{
+#'   Get (measured or predicted) centered serie at specified index.}
+#' \item{\code{getCenteredSeries(indices, hat=FALSE)}}{
+#'   Get centered series at specified indices (in columns).}
+#' \item{\code{getLevel(index, hat=FALSE)}}{
+#'   Get level at specified index.}
+#' \item{\code{getSerie(index, hat=FALSE)}}{
+#'   Get serie (centered+level) at specified index.}
+#' \item{\code{getSeries(indices, hat=FALSE)}}{
+#'   Get series at specified indices (in columns).}
+#' \item{\code{getExo(index, hat=FALSE)}}{
+#'   Get exogenous variables at specified index.}
+#' }
+#'
 Data = R6::R6Class("Data",
        private = list(
                .data = list()
@@ -44,55 +49,69 @@ Data = R6::R6Class("Data",
                getStdHorizon = function()
                        24 - as.POSIXlt( private$.data[[1]]$time[1] )$hour + 1
                ,
-               append = function(new_time, new_centered_serie, new_level, new_exo, new_exo_hat)
+               appendHat = function(time, hat_serie, hat_exo)
                {
+                       hat_level = mean(hat_serie, na.rm=TRUE)
+                       hat_centered_serie = hat_serie - hat_level
                        private$.data[[length(private$.data)+1]] <- list(
-                               "time"=new_time, "centered_serie"=new_centered_serie, "level"=new_level,
-                               "exo"=new_exo, "exo_hat"=new_exo_hat)
+                               "time"=time, "hat_centered_serie"=hat_centered_serie,
+                               "hat_level"=hat_level, "hat_exo"=hat_exo )
                },
-               getTime = function(index)
+               append = function(serie, exo)
                {
-                       index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$time
+                       level = mean(serie, na.rm=TRUE)
+                       centered_serie = serie - level
+                       private$.data[[length(private$.data)]]$centered_serie <- centered_serie,
+                       private$.data[[length(private$.data)]]$level <- level,
+                       private$.data[[length(private$.data)]]$exo <- exo,
                },
-               getCenteredSerie = function(index)
+               getTime = function(index)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$centered_serie
+                       private$.data[[index]]$time
                },
-               getLevel = function(index)
+               getCenteredSerie = function(index, hat=FALSE)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$level
+                       if (hat)
+                               private$.data[[index]]$hat_centered_serie
+                       else
+                               private$.data[[index]]$centered_serie
                },
-               getSerie = function(index)
+               getCenteredSeries = function(indices, hat=FALSE)
+                       sapply(indices, function(i) self$getCenteredSerie(i, hat))
+               ,
+               getLevel = function(index, hat=FALSE)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$centered_serie + private$.data[[index]]$level
+                       if (hat)
+                               private$.data[[index]]$hat_level
+                       else
+                               private$.data[[index]]$level
                },
-               getExo = function(index)
+               getSerie = function(index, hat=FALSE)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$exo
+                       if (hat)
+                               private$.data[[index]]$hat_centered_serie + private$.data[[index]]$hat_level
+                       else
+                               private$.data[[index]]$centered_serie + private$.data[[index]]$level
                },
-               getExoHat = function(index)
+               getSeries = function(indices, hat=FALSE)
+                               sapply(indices, function(i) self$getSerie(i, hat))
+               ,
+               getExo = function(index, hat=FALSE)
                {
                        index = dateIndexToInteger(index, self)
-                       private$.data[[index]]$exo_hat
+                       if (hat)
+                               private$.data[[index]]$hat_exo
+                       else
+                               private$.data[[index]]$exo
                },
                removeFirst = function()
                        private$.data <- private$.data[2:length(private$.data)]
                ,
                removeLast = function()
                        private$.data <- private$.data[1:(length(private$.data)-1)]
-               ,
-               getCoupleDays = function(first, last)
-               {
-                       (first:last)[ sapply(first:last, function(i) {
-                               !any(
-                                       is.na(private$.data$getCenteredSerie(i)) |
-                                       is.na(private$.data$getCenteredSerie(i+1)) )
-                       }) ]
-               }
        )
 )