[Quantlib-dev] [ quantlib-Patches-3000492 ] Enhancements to TimeSeries class

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Patches item #3000492, was opened at 2010-05-12 11:02
Message generated for change (Comment added) made by shlagbaum
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
Assigned to: Nobody/Anonymous (nobody)
Summary: Enhancements to TimeSeries class

Initial Comment:
I propose the following changes to TimeSeries class:
-- to add an extra template parameter Time with default to Date - this will allow for use of alternative data/time types (e.g. time_t);
-- to add time and value projection iterators so that one would be able to iterate through time and values independently - this feature would allow for treatment of a TimeSeries object as a simple sequence of time and/or value elemnets;
-- to add time and value iterator generating members: begin_time(), end_time(), begin_values(), end_values()

The diff of proposed changes is attached

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>Comment By: Slava Mazur (shlagbaum)
Date: 2010-10-18 13:24

Message:
The following changes are made to ql/timeseries.hpp:
-- projection iterators are implemented via boost::transform_iterator;
-- reverse iterators are defined only for containers that support
bidirectional iteration, for those that does not an instance of TimeSeries
class can be created, but methods that require a reverse iterator will not
compile;
-- c++0x compliant method added, cbegin(), cend() etc.

In TimeSeriesTest class a new testIterators method added.

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Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-29 11:00

Message:
Slava,
    unfortunately, redefining TimeSeries as

template <class T, class Time = Date, class Container = std::map<Time, T>
>

is not backward-compatible with the existing declaration; existing client
code instantiating TimeSeries<T, MyContainer> would break. As Time needs to
come before Container in the template parameters, I don't think we'll be
able to apply this change until we start breaking things for a 2.0
release.

However, the iterators you defined would be a welcome addition.  May you
attach a new diff that adds them, but without the Time template parameter?

Thanks,
    Luigi



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