TimeSeries

object TimeSeries

A time series is a stream of timestamped values or clock ticks.

Values are represented as Some values in a TimeStamped[Option[A]], whereas clock ticks are represented as Nones. This encoding allows for an indication of time passage with no observed values.

Generally, time series appear in increasing order, and many combinators that work with time series will rely on that. For streams that are globally ordered, but not locally ordered, i.e., near adjacent values might be out of order but values at great distance from each other are ordered, consider using TimeStamped.reorderLocally to adjust.

class Object
trait Matchable
class Any

Value members

Concrete methods

def apply[F[_] : Temporal, A](source: Stream[F, TimeStamped[A]], tickPeriod: FiniteDuration, reorderOver: FiniteDuration): Stream[F, TimeStamped[Option[A]]]

Stream of either time ticks (spaced by tickPeriod) or values from the source stream.

Stream of either time ticks (spaced by tickPeriod) or values from the source stream.

def choice[LS, L, RS, R, O](l: Scan[LS, TimeStamped[Option[L]], O], r: Scan[RS, TimeStamped[Option[R]], O]): Scan[(LS, RS), TimeStamped[Option[Either[L, R]]], O]

Combinator that combines a Scan[LS, TimeStamped[Option[L]], O] and a Scan[RS, TimeStamped[Option[R]], O] in to a Scan[(LS, RS), TimeSeriesVlaue[Either[L, R], O]].

Combinator that combines a Scan[LS, TimeStamped[Option[L]], O] and a Scan[RS, TimeStamped[Option[R]], O] in to a Scan[(LS, RS), TimeSeriesVlaue[Either[L, R], O]].

def drainLeft[F[_], L, R]: Stream[F, TimeStamped[Option[Either[L, R]]]] => Stream[F, TimeStamped[Option[R]]]

Time series pipe which discards left values.

Time series pipe which discards left values.

def drainRight[F[_], L, R]: Stream[F, TimeStamped[Option[Either[L, R]]]] => Stream[F, TimeStamped[Option[L]]]

Time series pipe which discards right values.

Time series pipe which discards right values.

def interpolateTicks[F[_], A](tickPeriod: FiniteDuration): Stream[F, TimeStamped[A]] => Stream[F, TimeStamped[Option[A]]]

Pipe that converts a stream of timestamped values with monotonically increasing timestamps in to a stream of timestamped ticks or values, where a tick is emitted every tickPeriod. Ticks are emitted between values from the source stream.

Pipe that converts a stream of timestamped values with monotonically increasing timestamps in to a stream of timestamped ticks or values, where a tick is emitted every tickPeriod. Ticks are emitted between values from the source stream.

def lift[F[_], A, B](f: A => B): Stream[F, TimeStamped[Option[A]]] => Stream[F, TimeStamped[Option[B]]]

Lifts a function from A => B to a time series pipe.

Lifts a function from A => B to a time series pipe.

def preserve[S, I, O](t: Scan[S, I, O]): Scan[S, TimeStamped[Option[I]], TimeStamped[Option[O]]]

Combinator that converts a Scan[S, I, O] in to a Scan[S, TimeStamped[Option[I]], TimeStamped[Option[O]]] such that timestamps are preserved on elements that flow through the stream.

Combinator that converts a Scan[S, I, O] in to a Scan[S, TimeStamped[Option[I]], TimeStamped[Option[O]]] such that timestamps are preserved on elements that flow through the stream.

def preserveTicks[S, I, O](t: Scan[S, TimeStamped[I], TimeStamped[O]]): Scan[S, TimeStamped[Option[I]], TimeStamped[Option[O]]]

Combinator that converts a Scan[S, TimeStamped[I], TimeStamped[O]] in to a Scan[S, TimeStamped[Option[I]], TimeStamped[Option[O]]] such that timestamps are preserved on elements that flow through the stream.

Combinator that converts a Scan[S, TimeStamped[I], TimeStamped[O]] in to a Scan[S, TimeStamped[Option[I]], TimeStamped[Option[O]]] such that timestamps are preserved on elements that flow through the stream.

def timePulled[F[_] : Temporal, A](source: Stream[F, A], tickPeriod: FiniteDuration, reorderOver: FiniteDuration): Stream[F, TimeStamped[Option[A]]]

Stream of either time ticks (spaced by tickPeriod) or values from the source stream.

Stream of either time ticks (spaced by tickPeriod) or values from the source stream.