R Client - UpdateBy

R/rdeephaven/DESCRIPTION

@@ -16,6 +16,6 @@ License: Apache License (== 2.0)
 Depends: R (>= 3.5.3), Rcpp (>= 1.0.10), arrow (>= 12.0.0), R6 (>= 2.5.0), dplyr (>= 1.1.0)
 Imports: Rcpp (>= 1.0.10), R6 (>= 2.5.0), dplyr (>= 1.1.0)
 LinkingTo: Rcpp
-Suggests: testthat (>= 3.0.0)
+Suggests: testthat (>= 3.0.0), lubridate (>= 1.9.0), zoo (>= 1.8-0)
 Config/testthat/edition: 3
 RoxygenNote: 7.2.3

R/rdeephaven/NAMESPACE

@@ -23,6 +23,41 @@ export(agg_w_avg)
 export(merge_tables)
 export(ncol.TableHandle)
 export(nrow.TableHandle)
+export(op_control)
+export(uby_cum_max)
+export(uby_cum_min)
+export(uby_cum_prod)
+export(uby_cum_sum)
+export(uby_delta)
+export(uby_ema_tick)
+export(uby_ema_time)
+export(uby_emmax_tick)
+export(uby_emmax_time)
+export(uby_emmin_tick)
+export(uby_emmin_time)
+export(uby_ems_tick)
+export(uby_ems_time)
+export(uby_emstd_tick)
+export(uby_emstd_time)
+export(uby_forward_fill)
+export(uby_rolling_avg_tick)
+export(uby_rolling_avg_time)
+export(uby_rolling_count_tick)
+export(uby_rolling_count_time)
+export(uby_rolling_group_tick)
+export(uby_rolling_group_time)
+export(uby_rolling_max_tick)
+export(uby_rolling_max_time)
+export(uby_rolling_min_tick)
+export(uby_rolling_min_time)
+export(uby_rolling_prod_tick)
+export(uby_rolling_prod_time)
+export(uby_rolling_std_tick)
+export(uby_rolling_std_time)
+export(uby_rolling_sum_tick)
+export(uby_rolling_sum_time)
+export(uby_rolling_wavg_tick)
+export(uby_rolling_wavg_time)
 import(Rcpp)
 importFrom(Rcpp,evalCpp)
 importFrom(arrow,arrow_table)

R/rdeephaven/R/aggregate_wrapper.R → R/rdeephaven/R/agg_ops_wrapper.R

@@ -1,7 +1,7 @@
 #' @description
-#' An Aggregation represents an aggregation operation that can be passed to `agg_by()` or `agg_all_by()`.
-#' Note that Aggregations should not be instantiated directly by user code, but rather by provided agg_* functions.
-Aggregation <- R6Class("Aggregation",
+#' An AggOp represents an aggregation operation that can be passed to `agg_by()` or `agg_all_by()`.
+#' Note that AggOps should not be instantiated directly by user code, but rather by provided agg_* functions.
+AggOp <- R6Class("AggOp",
  cloneable = FALSE,
  public = list(
  .internal_rcpp_object = NULL,
@@ -18,7 +18,7 @@ Aggregation <- R6Class("Aggregation",
  )
 )
 
-### All of the functions below return an instance of the above class
+### All of the functions below return an instance of an 'AggOp' object
 
 #' @description
 #' Creates a First aggregation that computes the first value of each column in `cols` for each aggregation group.
@@ -28,7 +28,7 @@ Aggregation <- R6Class("Aggregation",
 #' @export
 agg_first <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_first, "agg_first", cols=cols))
+ return(AggOp$new(INTERNAL_agg_first, "agg_first", cols=cols))
 }
 
 #' @description
@@ -39,7 +39,7 @@ agg_first <- function(cols = character()) {
 #' @export
 agg_last <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_last, "agg_last", cols=cols))
+ return(AggOp$new(INTERNAL_agg_last, "agg_last", cols=cols))
 }
 
 #' @description
@@ -50,7 +50,7 @@ agg_last <- function(cols = character()) {
 #' @export
 agg_min <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_min, "agg_min", cols=cols))
+ return(AggOp$new(INTERNAL_agg_min, "agg_min", cols=cols))
 }
 
 #' @description
@@ -61,7 +61,7 @@ agg_min <- function(cols = character()) {
 #' @export
 agg_max <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_max, "agg_max", cols=cols))
+ return(AggOp$new(INTERNAL_agg_max, "agg_max", cols=cols))
 }
 
 #' @description
@@ -72,7 +72,7 @@ agg_max <- function(cols = character()) {
 #' @export
 agg_sum <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_sum, "agg_sum", cols=cols))
+ return(AggOp$new(INTERNAL_agg_sum, "agg_sum", cols=cols))
 }
 
 #' @description
@@ -83,7 +83,7 @@ agg_sum <- function(cols = character()) {
 #' @export
 agg_abs_sum <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_abs_sum, "agg_abs_sum", cols=cols))
+ return(AggOp$new(INTERNAL_agg_abs_sum, "agg_abs_sum", cols=cols))
 }
 
 #' @description
@@ -94,7 +94,7 @@ agg_abs_sum <- function(cols = character()) {
 #' @export
 agg_avg <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_avg, "agg_avg", cols=cols))
+ return(AggOp$new(INTERNAL_agg_avg, "agg_avg", cols=cols))
 }
 
 #' @description
@@ -107,7 +107,7 @@ agg_avg <- function(cols = character()) {
 agg_w_avg <- function(wcol, cols = character()) {
  verify_string("wcol", wcol, TRUE)
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_w_avg, "agg_w_avg", wcol=wcol, cols=cols))
+ return(AggOp$new(INTERNAL_agg_w_avg, "agg_w_avg", wcol=wcol, cols=cols))
 }
 
 #' @description
@@ -118,7 +118,7 @@ agg_w_avg <- function(wcol, cols = character()) {
 #' @export
 agg_median <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_median, "agg_median", cols=cols))
+ return(AggOp$new(INTERNAL_agg_median, "agg_median", cols=cols))
 }
 
 #' @description
@@ -129,7 +129,7 @@ agg_median <- function(cols = character()) {
 #' @export
 agg_var <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_var, "agg_var", cols=cols))
+ return(AggOp$new(INTERNAL_agg_var, "agg_var", cols=cols))
 }
 
 #' @description
@@ -140,7 +140,7 @@ agg_var <- function(cols = character()) {
 #' @export
 agg_std <- function(cols = character()) {
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_std, "agg_std", cols=cols))
+ return(AggOp$new(INTERNAL_agg_std, "agg_std", cols=cols))
 }
 
 #' @description
@@ -153,7 +153,7 @@ agg_std <- function(cols = character()) {
 agg_percentile <- function(percentile, cols = character()) {
  verify_in_unit_interval("percentile", percentile, TRUE)
  verify_string("cols", cols, FALSE)
- return(Aggregation$new(INTERNAL_agg_percentile, "agg_percentile", percentile=percentile, cols=cols))
+ return(AggOp$new(INTERNAL_agg_percentile, "agg_percentile", percentile=percentile, cols=cols))
 }
 
 #' @description
@@ -164,5 +164,5 @@ agg_percentile <- function(percentile, cols = character()) {
 #' @export
 agg_count <- function(col) {
  verify_string("col", col, TRUE)
- return(Aggregation$new(INTERNAL_agg_count, "agg_count", col=col))
+ return(AggOp$new(INTERNAL_agg_count, "agg_count", col=col))
 }

R/rdeephaven/R/client_wrapper.R

@@ -38,7 +38,7 @@ Client <- R6Class("Client",
  #' Initializes a Client object using a pointer to an existing client connection.
  #' @param xptr External pointer to an existing client connection.
  initialize_for_xptr = function(xptr) {
- verify_type("xptr", xptr, "externalptr", "XPtr", TRUE)
+ verify_type("xptr", xptr, TRUE, "externalptr", "an XPtr")
  self$.internal_rcpp_object = new(INTERNAL_Client, xptr)
  },
 

R/rdeephaven/R/operation_control.R

@@ -0,0 +1,48 @@
+#' @description
+#' An OperationControl defines the control parameters of some UpdateByOps used in an update_by table operation.
+#' The UpdateByOps can use OperationControl to handle erroneous data are `ema_tick`, `ema_time`, `emmax_tick`,
+#' `emmax_time`, `emmin_tick`, `emmin_time`, and `ems_time`.
+#' Note that OperationControl should not be instantiated directly by user code, but rather `by op_control()`.
+OperationControl <- R6Class("OperationControl",
+ cloneable = FALSE,
+ public = list(
+ .internal_rcpp_object = NULL,
+ initialize = function(op_control) {
+ if (class(op_control) != "Rcpp_INTERNAL_OperationControl") {
+ stop("'op_control' should be an internal Deephaven OperationControl. If you're seeing this,\n you are trying to call the constructor of an OperationControl directly, which is not advised.\n Please use the op_control function instead.")
+ }
+ self$.internal_rcpp_object <- op_control
+ }
+ )
+)
+
+#' @description
+#' Creates an OperationControl that controls behavior on special values in `uby_em*` operations. The arguments `on_null`
+#' and `on_nan` can take the following values:
+#' 'poison': Allow bad data to poison the result. This is only valid for use with NaN.
+#' 'reset': Reset the state for the bucket to None when invalid data is encountered.
+#' 'skip': Skip and do not process the invalid data without changing state.
+#' 'throw': Throw an exception and abort processing when bad data is encountered.
+#' @param on_null Defines how an UpdateByOp handles null values it encounters. 'skip' is the default.
+#' @param on_nan Defines how an UpdateByOp handles NaN values it encounters. 'skip' is the default.
+#' @param big_value_context Defines how an UpdateByOp handles exceptionally large values it encounters.
+#' The default value is 'decimal128'. The following values are available:
+#' 'decimal128': IEEE 754R Decimal128 format. 34 digits and rounding is half-even.
+#' 'decimal32': IEEE 754R Decimal32 format. 7 digits and rounding is half-even.
+#' 'decimal64': IEEE 754R Decimal64 format. 16 digits and rounding is half-even.
+#' 'unlimited': Unlimited precision arithmetic. Rounding is half-up.
+#' @return OperationControl to be used in `uby_em*`.
+#' @export
+op_control <- function(on_null="skip", on_nan="skip", big_value_context="decimal128") {
+
+ if (!(on_null %in% c("poison", "reset", "skip", "throw"))) {
+ stop(paste0("'on_null' must be one of 'poison', 'reset', 'skip', or 'throw'. Got '", on_null, "'."))
+ }
+ if (!(on_nan %in% c("poison", "reset", "skip", "throw"))) {
+ stop(paste0("'on_nan' must be one of 'poison', 'reset', 'skip', or 'throw'. Got '", on_nan, "'."))
+ }
+ if (!(big_value_context %in% c("decimal32", "decimal64", "decimal128", "unlimited"))) {
+ stop(paste0("'big_value_context' must be one of 'decimal32', 'decimal64', 'decimal128', or 'unlimited'. Got '", big_value_context, "'."))
+ }
+ return(OperationControl$new(INTERNAL_op_control_generator(on_null, on_nan, big_value_context)))
+}