Swinging Door

Implementation of the SwingingDoor algorithm in Python.

Example of usage

>>> from datetime import datetime
>>> from pandas import read_csv, DataFrame

>>> def get_data(data):
...     for date, value in data.values.tolist():
...         yield datetime.strptime(date, "%Y-%m-%d").timestamp(), value

>>> df = read_csv("https://datahub.io/core/oil-prices/r/wti-daily.csv")

>>> print(len(df))
8737

>>> df.plot(x="Date", y="Price")

>>> from swinging_door import swinging_door

>>> compress = DataFrame(
...     tuple(
...         {
...             "Date": datetime.fromtimestamp(date),
...             "Price": value
...         }
...         for date, value in swinging_door(
...             get_data(df), deviation=.5
...         )
...     )
... )

>>> print(len(compress))
2584

>>> compress.plot(x="Date", y="Price")

Source

swinging_door

Implementation of the SwingingDoor algorithm in Python.

class swinging_door.Point(abscissa: float, ordinate: float)

Bases: object

Point in rectangular coordinate system.

__call__() → Tuple[float, float]

A call that returns the coordinates of a point.

Return type

Tuple[float, float]

Returns

Point coordinates.

>>> Point(1.0, 2.0)()
(1.0, 2.0)

__init__(abscissa: float, ordinate: float) → None

Class constructor specifying the coordinates of the point.

Parameters

• abscissa (float) – point abscissa;

• ordinate (float) – point ordinate.

>>> Point(1.0, 2.0)
Point(1.0, 2.0)

__repr__() → str

Unambiguous textual representation of an object.

Return type

str

Returns

Unambiguous textual representation of an object.

>>> repr(Point(1.0, 2.0))
'Point(1.0, 2.0)'

__str__() → str

Natural textual representation of the object.

Return type

str

Returns

Natural textual representation of the object.

>>> str(Point(1.0, 2.0))
'(1.0, 2.0)'

swinging_door.swinging_door(data: Generator[Tuple[float, float], None, None], deviation: float = 0.1) → Generator[Tuple[float, float], None, None]

Implementation of the SwingingDoor algorithm.

Parameters

• data (Generator[Tuple[float,float],None,None]) – data;

• deviation (float) – compression deflection.

Return type

Generator[Tuple[float, float], None, None]

Returns

Compressed data.

>>> def data(values):
...     x = 0.0
...     for y in values:
...         yield x, y
...         x += 1.0
>>> tuple(swinging_door(data([
...     2.1, 3.1, 4.1, 4.6
... ]), deviation=0.1))
((0.0, 2.1), (2.444444444444445, 4.372222222222222))

>>> tuple(swinging_door(data([
...     4.1, 3.1, 2.1, 4.6
... ]), deviation=0.1))
((0.0, 4.1), (2.088235294117647, 2.270588235294118))

Indices and tables

• Index

• Module Index

• Search Page