Rolling min max

doc/accumulators.qbk

@@ -2077,6 +2077,109 @@ The rolling count is the current number of elements in the rolling window.
 
 [endsect]
 
+[section:rolling_max rolling_max]
+
+The rolling max is the max of the last /N/ samples.
+
+[variablelist
+    [[Result Type] [``_sample_type_``]]
+    [[Depends On] [`lazy_rolling_max` depends on `rolling_window` \n
+                   `immediate_rolling_max` depends on `sorted_rolling_window`]]
+    [[Variants] [`lazy_rolling_max` (a.k.a. `rolling_max(lazy)`) \n
+                 `immediate_rolling_max` (a.k.a. `rolling_max(immediate)`)]]
+    [[Initialization Parameters] [`tag::rolling_window::window_size`]]
+    [[Accumulator Parameters] [['none]]]
+    [[Extractor Parameters] [['none]]]
+    [[Accumulator Complexity] [`lazy_rolling_max` is O(1) \n
+                               `immediate_rolling_max` is O(log N), where N is the window size]]
+    [[Extractor Complexity] [`lazy_rolling_max` is O(N), where N is the window size \n
+                             `immediate_rolling_max` is O(1)]]
+]
+
+[*Header]
+[def _ROLLING_MAX_HPP_ [headerref boost/accumulators/statistics/rolling_max.hpp]]
+
+    #include <_ROLLING_MAX_HPP_>
+
+[*Example]
+
+    accumulator_set<int, stats<tag::rolling_max> > acc(tag::rolling_window::window_size = 3);
+
+    acc(1);
+    BOOST_CHECK_EQUAL(1, rolling_max(acc));
+
+    acc(2);
+    BOOST_CHECK_EQUAL(2, rolling_max(acc));
+
+    acc(3);
+    BOOST_CHECK_EQUAL(3, rolling_max(acc));
+
+    acc(1);
+    BOOST_CHECK_EQUAL(3, rolling_max(acc));
+
+    acc(-1);
+    BOOST_CHECK_EQUAL(1, rolling_max(acc));
+
+    acc(0);
+    BOOST_CHECK_EQUAL(1, rolling_max(acc));
+
+[*See also]
+
+* [classref boost::accumulators::impl::lazy_rolling_max_impl [^lazy_rolling_max_impl]]
+* [classref boost::accumulators::impl::immediate_rolling_max_impl [^immediate_rolling_max_impl]]
+
+[endsect]
+
+[section:rolling_min rolling_min]
+
+The rolling min is the min of the last /N/ samples.
+
+[variablelist
+    [[Result Type] [``_sample_type_``]]
+    [[Depends On] [`lazy_rolling_min` depends on `rolling_window` \n
+                   `immediate_rolling_min` depends on `sorted_rolling_window`]]
+    [[Variants] [`lazy_rolling_min` (a.k.a. `rolling_min(lazy)`) \n
+                 `immediate_rolling_min` (a.k.a. `rolling_min(immediate)`)]]
+    [[Initialization Parameters] [`tag::rolling_window::window_size`]]
+    [[Accumulator Parameters] [['none]]]
+    [[Extractor Parameters] [['none]]]
+    [[Accumulator Complexity] [`lazy_rolling_min` is O(1) \n
+                               `immediate_rolling_min` is O(log N), where N is the window size]]
+    [[Extractor Complexity] [`lazy_rolling_min` is O(N), where N is the window size \n
+                             `immediate_rolling_min` is O(1)]]
+]
+
+[*Header]
+[def _ROLLING_MIN_HPP_ [headerref boost/accumulators/statistics/rolling_min.hpp]]
+
+    #include <_ROLLING_MIN_HPP_>
+
+[*Example]
+
+    accumulator_set<int, stats<tag::rolling_min> > acc(tag::rolling_window::window_size = 3);
+
+    acc(1);
+    BOOST_CHECK_EQUAL(1, rolling_min(acc));
+
+    acc(2);
+    BOOST_CHECK_EQUAL(1, rolling_min(acc));
+
+    acc(3);
+    BOOST_CHECK_EQUAL(1, rolling_min(acc));
+
+    acc(4);
+    BOOST_CHECK_EQUAL(2, rolling_min(acc));
+
+    acc(-1);
+    BOOST_CHECK_EQUAL(-1, rolling_min(acc));
+
+[*See also]
+
+* [classref boost::accumulators::impl::lazy_rolling_min_impl [^lazy_rolling_min_impl]]
+* [classref boost::accumulators::impl::immediate_rolling_min_impl [^immediate_rolling_min_impl]]
+
+[endsect]
+
 [section:rolling_sum rolling_sum]
 
 The rolling sum is the sum of the last /N/ samples. 

include/boost/accumulators/statistics/rolling_max.hpp

@@ -0,0 +1,163 @@
+///////////////////////////////////////////////////////////////////////////////
+// rolling_max.hpp
+//
+//  Copyright 2018 Quentin Chateau. Distributed under the Boost
+//  Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#ifndef BOOST_ACCUMULATORS_STATISTICS_ROLLING_MAX_HPP_QC_20_12_2018
+#define BOOST_ACCUMULATORS_STATISTICS_ROLLING_MAX_HPP_QC_20_12_2018
+
+#include <boost/accumulators/framework/accumulator_base.hpp>
+#include <boost/accumulators/framework/extractor.hpp>
+#include <boost/accumulators/framework/parameters/sample.hpp>
+#include <boost/accumulators/framework/depends_on.hpp>
+#include <boost/accumulators/statistics_fwd.hpp>
+#include <boost/accumulators/statistics/rolling_window.hpp>
+#include <boost/accumulators/statistics/sorted_rolling_window.hpp>
+
+namespace boost { namespace accumulators
+{
+
+namespace impl
+{
+    ///////////////////////////////////////////////////////////////////////////////
+    // immediate_rolling_max_impl
+    //      max is calculated on insersion using a sorted_rolling_window
+    template<typename Sample>
+    struct immediate_rolling_max_impl
+      : accumulator_base
+    {
+        // for boost::result_of
+        typedef Sample result_type;
+
+        immediate_rolling_max_impl(dont_care)
+        {
+        }
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            if (sorted_rolling_window(args).empty())
+            {
+                return numeric::as_min(Sample());
+            }
+            return sorted_rolling_window(args).back();
+        }
+    };
+
+    ///////////////////////////////////////////////////////////////////////////////
+    // lazy_rolling_max_impl
+    //      max is calculated on extraction by iterating the rolling window
+    template<typename Sample>
+    struct lazy_rolling_max_impl
+      : accumulator_base
+    {
+        // for boost::result_of
+        typedef Sample result_type;
+
+        lazy_rolling_max_impl(dont_care)
+        {
+        }
+
+        template<typename Args>
+        result_type result(Args const &args) const
+        {
+            if (rolling_window(args).empty())
+            {
+                return numeric::as_min(Sample());
+            }
+            return *max_element(rolling_window(args).begin(), rolling_window(args).end());
+        }
+    };
+
+} // namespace impl
+
+///////////////////////////////////////////////////////////////////////////////
+// tag::immediate_rolling_max
+// tag::lazy_rolling_max
+// tag::rolling_max
+//
+namespace tag
+{
+    struct immediate_rolling_max
+      : depends_on< sorted_rolling_window >
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::immediate_rolling_max_impl<mpl::_1> impl;
+
+#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
+         /// tag::rolling_window::window_size named parameter
+         static boost::parameter::keyword<tag::rolling_window_size> const window_size;
+#endif
+    };
+
+    struct lazy_rolling_max
+      : depends_on< rolling_window >
+    {
+        /// INTERNAL ONLY
+        ///
+        typedef accumulators::impl::lazy_rolling_max_impl<mpl::_1> impl;
+
+#ifdef BOOST_ACCUMULATORS_DOXYGEN_INVOKED
+         /// tag::rolling_window::window_size named parameter
+         static boost::parameter::keyword<tag::rolling_window_size> const window_size;
+#endif
+    };
+
+      // make lazy_rolling_max the default implementation
+      struct rolling_max : lazy_rolling_max {};
+}
+
+///////////////////////////////////////////////////////////////////////////////
+// extract::rolling_max
+//
+namespace extract
+{
+    extractor<tag::immediate_rolling_max> const immediate_rolling_max = {};
+    extractor<tag::lazy_rolling_max> const lazy_rolling_max = {};
+    extractor<tag::rolling_max> const rolling_max = {};
+
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(immediate_rolling_max)
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(lazy_rolling_max)
+    BOOST_ACCUMULATORS_IGNORE_GLOBAL(rolling_max)
+}
+
+using extract::immediate_rolling_max;
+using extract::lazy_rolling_max;
+using extract::rolling_max;
+
+// rolling_max(lazy) -> lazy_rolling_max
+template<>
+struct as_feature<tag::rolling_max(lazy)>
+{
+    typedef tag::lazy_rolling_max type;
+};
+
+// rolling_max(immediate) -> immediate_rolling_max
+template<>
+struct as_feature<tag::rolling_max(immediate)>
+{
+    typedef tag::immediate_rolling_max type;
+};
+
+// for the purposes of feature-based dependency resolution,
+// immediate_rolling_max provides the same feature as rolling_max
+template<>
+struct feature_of<tag::immediate_rolling_max>
+    : feature_of<tag::rolling_max>
+{
+};
+
+// for the purposes of feature-based dependency resolution,
+// lazy_rolling_max provides the same feature as rolling_max
+template<>
+struct feature_of<tag::lazy_rolling_max>
+    : feature_of<tag::rolling_max>
+{
+};
+
+}} // namespace boost::accumulators
+
+#endif