Re: [boost] [ANN] Boost.Time_series: feedback requested

From: Jeff Garland (jeff_at_[hidden])
Date: 2006-12-12 16:54:46

Eric Niebler wrote:
> Jeff Garland wrote:
>> Eric Niebler wrote:
>>> Jeff Garland wrote:
>>> Of
>>>> course, what I'm thinking is for the stock price rolling average example above 
>>>> you might want to use gregorian::date or posix_time::ptime to represent point 
>>>> of measurement of the stock price.  I wasn't finding the requirements for the 
>>>> offset_type...which is what I think would need to be replaced.
>>> Right, I should document the requirements on the offset_type. The code 
>>> has been tested with offset_types of int and double. I think the right 
>>> concept for offset_type is LessThanComparible.
>> Well, here's the thing.  In date-time the 'duration_type' and the 
>> 'point_in_time_type' are different.  For example, with dates you have 'date' 
>> as the 'point_in_time' which is conceptually dimensionless and the 
>> duration_type 'day'.  If you subtract 2 points in time you get a duration. So 
>> it's possible there would need to be a different type in the mix to make 
>> things work.  Anyway, this will be a good experiment at some point. I'd do it 
>> myself if I only had more time.... ;-)
> 
> 
> Ah. So the type of (offset - offset) is not the same as the type of 
> offset. 

Well, depends on what we mean by an offset. From a concept perspective in 
date-time it goes something like this:

   TimePoint - Timepoint --> Duration
   TimePoint - Duration  --> TimePoint
   Duration  - Duration  --> Duration

concretely realized this means:

    date - date --> days
    date - days --> date
    days - days --> days

Same for the time types only at a higher resolution.

> That's not a problem in theory, but certainly the code doesn't 
> handle that situation right now.

Yep, that's kinda what I was seeing.

Jeff