Swinging Door

Implementation of the Swinging Door algorithm in Python.

Example of usage

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

>>> df = DataFrame(
...     [
...         {
...             "Date": datetime.strptime(date, "%Y-%m-%d"),
...             "Price": value
...         }
...         for date, value in read_csv(
...             "https://datahub.io/core/oil-prices/r/wti-daily.csv"
...         ).values.tolist()
...     ]
... )

>>> print(len(df))
9895

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

>>> from swinging_door import swinging_door

>>> compress = DataFrame(
...      list(
...         {
...             "Date": datetime.fromtimestamp(date),
...             "Price": value
...         }
...         for date, value in swinging_door(
...             iter(
...                 (date.timestamp(), value)
...                 for date, value in df.values.tolist()
...             ), deviation=.5
...         )
...     )
... )

>>> print(len(compress))
3392

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

Source

swinging_door

Implementation of the SwingingDoor algorithm in Python.

swinging_door.swinging_door(data: List[Point], deviation: float = 0.1, mode: bool = False, step: int = 10) → Generator[Point, None, None]

Implementation of the SwingingDoor algorithm.

Parameters:

• data (List[Point]) – data;

• deviation (float) – compression deflection;

• mode (bool) – use a modified algorithm;

• step (int) – step for the modified algorithm.

Return type:

Generator[Point, None, None]

Returns:

Compressed data.

>>> list(swinging_door([
...     (0., 5.0), (1., 5.5), (2., 4.2),
...     (3., 5.8), (4., 5.2), (5., 6.8),
... ], deviation=1.))
[(0.0, 5.0), (4.5, 5.5), (5.0, 6.8)]

>>> list(swinging_door([
...     (0., 5.0), (1., 5.5), (2., 4.2),
...     (3., 5.8), (4., 5.2), (5., 2.8),
... ], deviation=1.))
[(0.0, 5.0), (4.5, 3.5), (5.0, 2.8)]

>>> list(swinging_door([
...     (0., 5.0), (1., 5.5), (2., 4.2),
...     (3., 5.8), (4., 5.2), (5., 6.8),
... ], deviation=1., mode=True))
[(0.0, 5.0), (4.0, 5.2), (5.0, 6.8)]

>>> list(swinging_door([
...     (0., 5.0), (1., 5.5), (2., 4.2),
...     (3., 5.8), (4., 5.2), (5., 6.8),
... ], deviation=1., mode=True, step=2))
[(0.0, 5.0), (2.0, 4.2), (5.0, 6.8)]

Indices and tables

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