pseudo_moving_average.h

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/******************************************************************************
The MIT License(MIT)
 
Embedded Template Library.
https://github.com/ETLCPP/etl
https://www.etlcpp.com
 
Copyright(c) 2018 John Wellbelove
 
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#ifndef ETL_CUMULATIVE_MOVING_AVERAGE_INCLUDED
#define ETL_CUMULATIVE_MOVING_AVERAGE_INCLUDED
 
#include "platform.h"
#include "iterator.h"
#include "type_traits.h"
 
namespace etl
{
  namespace private_pseudo_moving_average
  {
    //***************************************************
    //***************************************************
    template <typename TPseudo_Moving_Average>
    class add_insert_iterator : public etl::iterator<ETL_OR_STD::output_iterator_tag, typename TPseudo_Moving_Average::value_type, void, void, void>
    {
    public:
 
      //***********************************
      explicit add_insert_iterator(TPseudo_Moving_Average& pma) ETL_NOEXCEPT
        : p_pma(&pma)
      {
      }
 
      //***********************************
      add_insert_iterator& operator*() ETL_NOEXCEPT
      {
        return *this;
      }
 
      //***********************************
      add_insert_iterator& operator++() ETL_NOEXCEPT
      {
        return *this;
      }
 
      //***********************************
      add_insert_iterator& operator++(int) ETL_NOEXCEPT
      {
        return *this;
      }
 
      //***********************************
      add_insert_iterator& operator=(typename TPseudo_Moving_Average::value_type value)
      {
        p_pma->add(value);
        return *this;
      }
 
    private:
 
      TPseudo_Moving_Average* p_pma;
    };
  } // namespace private_pseudo_moving_average
 
  //***************************************************************************
  //***************************************************************************
  template <typename T, const size_t SAMPLE_SIZE, const size_t SCALING = 1U, const bool IsIntegral = etl::is_integral<T>::value,
            const bool IsFloat = etl::is_floating_point<T>::value>
  class pseudo_moving_average;
 
  //***************************************************************************
  //***************************************************************************
  template <typename T, const size_t SAMPLE_SIZE_, const size_t SCALING_>
  class pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false>
  {
  private:
 
    typedef pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false> this_t;
 
    typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type scale_t;
    typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type sample_t;
 
    static ETL_CONSTANT sample_t SAMPLES = static_cast<sample_t>(SAMPLE_SIZE_);
    static ETL_CONSTANT scale_t  SCALE   = static_cast<scale_t>(SCALING_);
 
  public:
 
    typedef T                                                          value_type;
    typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
 
    static ETL_CONSTANT size_t SAMPLE_SIZE = SAMPLE_SIZE_; 
    static ETL_CONSTANT size_t SCALING     = SCALING_;     
 
    //*************************************************************************
    //*************************************************************************
    pseudo_moving_average(const T initial_value)
      : average(initial_value * SCALE)
    {
    }
 
    //*************************************************************************
    //*************************************************************************
    void clear(const T initial_value)
    {
      average = (initial_value * SCALE);
    }
 
    //*************************************************************************
    //*************************************************************************
    void add(T new_value)
    {
      average *= SAMPLES;
      average += SCALE * new_value;
      average /= SAMPLES + sample_t(1);
    }
 
    //*************************************************************************
    //*************************************************************************
    T value() const
    {
      return average;
    }
 
    //*************************************************************************
    //*************************************************************************
    add_insert_iterator input()
    {
      return add_insert_iterator(*this);
    }
 
  private:
 
    T average; 
  };
 
  template <typename T, const size_t SAMPLE_SIZE_, const size_t SCALING_>
  ETL_CONSTANT size_t pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false>::SAMPLE_SIZE;
 
  template <typename T, const size_t SAMPLE_SIZE_, const size_t SCALING_>
  ETL_CONSTANT size_t pseudo_moving_average<T, SAMPLE_SIZE_, SCALING_, true, false>::SCALING;
 
  //***************************************************************************
  //***************************************************************************
  template <typename T, const size_t SCALING_>
  class pseudo_moving_average<T, 0, SCALING_, true, false>
  {
    typedef pseudo_moving_average<T, 0, SCALING_, true, false> this_t;
 
    typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type scale_t;
    typedef typename etl::conditional<etl::is_signed<T>::value, int32_t, uint32_t>::type sample_t;
 
    static ETL_CONSTANT scale_t SCALE = static_cast<scale_t>(SCALING_);
 
  public:
 
    typedef T                                                          value_type;
    typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
 
    static ETL_CONSTANT size_t SCALING = SCALING_; 
 
    //*************************************************************************
    //*************************************************************************
    pseudo_moving_average(const T initial_value, const size_t sample_size)
      : average(initial_value * SCALE)
      , samples(sample_t(sample_size))
    {
    }
 
    //*************************************************************************
    //*************************************************************************
    void clear(const T initial_value)
    {
      average = (initial_value * SCALE);
    }
 
    //*************************************************************************
    //*************************************************************************
    void set_sample_size(const size_t sample_size)
    {
      samples = sample_t(sample_size);
    }
 
    //*************************************************************************
    //*************************************************************************
    void add(T new_value)
    {
      average *= samples;
      average += SCALE * new_value;
      average /= samples + sample_t(1);
    }
 
    //*************************************************************************
    //*************************************************************************
    T value() const
    {
      return average;
    }
 
    //*************************************************************************
    //*************************************************************************
    add_insert_iterator input()
    {
      return add_insert_iterator(*this);
    }
 
  private:
 
    T        average; 
    sample_t samples; 
  };
 
  template <typename T, const size_t SCALING_>
  ETL_CONSTANT size_t pseudo_moving_average<T, 0, SCALING_, true, false>::SCALING;
 
  //***************************************************************************
  //***************************************************************************
  template <typename T, const size_t SAMPLE_SIZE_>
  class pseudo_moving_average<T, SAMPLE_SIZE_, 1U, false, true>
  {
    typedef pseudo_moving_average<T, SAMPLE_SIZE_, 1U, false, true> this_t;
 
  public:
 
    typedef T                                                          value_type;
    typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
 
    static ETL_CONSTANT size_t SAMPLE_SIZE = SAMPLE_SIZE_;
 
    //*************************************************************************
    //*************************************************************************
    pseudo_moving_average(const T initial_value)
      : reciprocal_samples_plus_1(T(1.0) / T(SAMPLE_SIZE_ + 1U))
      , average(initial_value)
    {
    }
 
    //*************************************************************************
    //*************************************************************************
    void clear(const T initial_value)
    {
      average = initial_value;
    }
 
    //*************************************************************************
    //*************************************************************************
    void add(const T new_value)
    {
      average += (new_value - average) * reciprocal_samples_plus_1;
    }
 
    //*************************************************************************
    //*************************************************************************
    T value() const
    {
      return average;
    }
 
    //*************************************************************************
    //*************************************************************************
    add_insert_iterator input()
    {
      return add_insert_iterator(*this);
    }
 
  private:
 
    const T reciprocal_samples_plus_1; 
    T average;                         
  };
 
  template <typename T, const size_t SAMPLE_SIZE_>
  ETL_CONSTANT size_t pseudo_moving_average<T, SAMPLE_SIZE_, 1U, false, true>::SAMPLE_SIZE;
 
  //***************************************************************************
  //***************************************************************************
  template <typename T>
  class pseudo_moving_average<T, 0U, 1U, false, true>
  {
    typedef pseudo_moving_average<T, 0U, 1U, false, true> this_t;
 
  public:
 
    typedef T                                                          value_type;
    typedef private_pseudo_moving_average::add_insert_iterator<this_t> add_insert_iterator;
 
    //*************************************************************************
    //*************************************************************************
    pseudo_moving_average(const T initial_value, const size_t sample_size)
      : reciprocal_samples_plus_1(T(1.0) / T(sample_size + 1U))
      , average(initial_value)
    {
    }
 
    //*************************************************************************
    //*************************************************************************
    void clear(const T initial_value)
    {
      average = initial_value;
    }
 
    //*************************************************************************
    //*************************************************************************
    void set_sample_size(const size_t sample_size)
    {
      reciprocal_samples_plus_1 = T(1.0) / (T(sample_size) + T(1));
    }
 
    //*************************************************************************
    //*************************************************************************
    void add(const T new_value)
    {
      average += (new_value - average) * reciprocal_samples_plus_1;
    }
 
    //*************************************************************************
    //*************************************************************************
    T value() const
    {
      return average;
    }
 
    //*************************************************************************
    //*************************************************************************
    add_insert_iterator input()
    {
      return add_insert_iterator(*this);
    }
 
  private:
 
    T reciprocal_samples_plus_1; 
    T average;                   
  };
} // namespace etl
 
#endif