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hosseinmoein / DataFrame

C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
https://hosseinmoein.github.io/DataFrame/
BSD 3-Clause "New" or "Revised" License
2.54k stars 313 forks source link

visitor bug? #115

Closed drsramd closed 3 years ago

drsramd commented 3 years ago

DataFrame

INDEX:33::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32, timestamp:33:<N/A>:2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00, open:33::422.57,420.37,417.85,420.75,422.59,423.11,423.18,422.96,424.2,424.43,425.42,424.63,424.63,417.09,416.8,420.85,423.19,424.89,425.9,427.17,427.88,427.21,428.87,431.67,433.78,433.66,428.78,432.53,435.43,436.24,437.4,434.81,436.01, high:33::422.72,421.23,419.99,422.92,422.78,423.21,423.26,424.62,424.43,425.37,425.46,424.84,423,417.828,421.06,424,424.05,425.55,427.094,427.64,428.56,428.76,430.6,434.1,434,434.76,431.73,435.81,437.35,437.84,437.92,435.53,436.05, low:33::419.2,419.29,416.28,418.84,421.19,420.32,421.41,421.56,422.82,423.1,423.54,419.92,419.32,414.7,415.93,420.08,422.51,424.62,425.55,425.89,427.13,427.18,428.8,430.522,430.01,431.51,427.52,430.714,434.97,435.31,434.91,432.72,430.92, close:33::422.57,420.37,417.85,420.75,422.59,423.11,423.18,422.96,424.2,424.43,425.42,424.63,424.63,417.09,416.8,420.85,423.19,424.89,425.9,427.17,427.88,427.21,428.87,431.67,433.78,433.66,428.78,432.53,435.43,436.24,437.4,434.81,436.01, volume:33::54216600,49097100,58138800,55910700,51450000,47077600,47096348,50866337,45406077,42033990,51403156,79709612,86675738,114990989,72644868,57147732,49445400,45049400,55742186,49651109,34946598,64471992,53206239,57457221,68148765,63357716,96997650,74749998,44097385,52911300,64039100,54401485,75484551,

return visitor (log policy, roll = 1) INDEX:33::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32, timestamp:33:<N/A>:2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00, return:33::-0.00521987,-0.00601273,0.0069163,0.0043636,0.00122972,0.000165447,-0.000520013,0.00292748,0.000542005,0.00232987,-0.00185873,0,-0.0179162,-0.000695555,0.00967003,0.00554477,0.00400909,0.00237422,0.00297753,0.0016607,-0.00156712,0.00387816,0.00650761,0.00487605,-0.000276665,-0.0113169,0.00870772,0.00668235,0.0018585,0.00265557,-0.00593895,0.00275605,nan,

nan should be at index 0;

same issue with a couple of other visitors I have tried

hosseinmoein commented 3 years ago

Your post is all garbled up. I cannot decipher anything from it. What visitor are you using? What is your input data?

drsramd commented 3 years ago

Return visitor, input data below "DataFrame"; output (garbled?) as produced by dataframe.write function

hosseinmoein commented 3 years ago

What column of the input data are you passing to the return (open, high, low, close)? Can I see your source code snippet?

But in general the return visitor result is a vector of length one less than the input column. So the first item is not in the result vector.

drsramd commented 3 years ago

output data below "return visitor (log policy, roll = 1)";

drsramd commented 3 years ago

ReturnVisitor return_visitor(return_policy::log); ohlc_df.single_act_visit("close", return_visitor); std::vector rets = return_visitor.get_result(); ohlc_df.load_column("return", std::move(rets), nan_policy::pad_with_nans);

hosseinmoein commented 3 years ago

So, what is happening is -- as I said above -- the return result vector length is one less than the input. When you load the result into the data frame with nan_policy::pad_with_nans, it pads the input with nan to make it the same length as the index column. That's why you see a nan at the end.

I was going to change the return result to have a nan at the beginning so it would have the same length as input

hosseinmoein commented 3 years ago

I made the change in master

drsramd commented 3 years ago

ok great think that would be more similar to the behavior of pandas; what about other visitors with a roll?

thanks a lot for your help;

hosseinmoein commented 3 years ago

Can you tell me exactly what visitor? In general, all roll visitors should start with NaN as the first roll items.

drsramd commented 3 years ago

I have up to now tried garman klass and return; both resulted in nan in the last item not the first;

drsramd commented 3 years ago

return is now fixed

hosseinmoein commented 3 years ago

in case of Garman Klass, the result vector should be the same length as the input vectors. and the first roll-count items in the result should be NaN. That's what I get from my end. Can you double check?

drsramd commented 3 years ago

// GK with roll 1 (daily), annualization factor 252 trading days

    GarmanKlassVolVisitor<double, std::string> gk_visitor(1, 252);

    ohlc_df.single_act_visit<double, double, double, double>("low", "high", "open", "close", gk_visitor);
    std::vector<double> gk_vol = gk_visitor.get_result();
    ohlc_df.load_column("gkvol", std::move(gk_vol), nan_policy::pad_with_nans);

input

INDEX:53::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52, timestamp:53:<N/A>:2021-May-03 20:00:00,2021-May-04 20:00:00,2021-May-05 20:00:00,2021-May-06 20:00:00,2021-May-07 20:00:01,2021-May-10 20:00:02,2021-May-11 20:00:00,2021-May-12 20:00:03,2021-May-13 13:30:00,2021-May-14 20:00:00,2021-May-17 20:00:00,2021-May-18 20:00:00,2021-May-19 20:00:00,2021-May-20 20:00:00,2021-May-21 20:00:01,2021-May-24 20:00:00,2021-May-25 20:00:00,2021-May-26 20:00:02,2021-May-27 20:00:02,2021-May-28 20:00:00,2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00, open:53::419.43,416.07,417.38,415.83,419.89,422.5,413.1,411.23,407.07,411.23,415.39,415.8,406.92,411.8,416.87,417.34,420.33,420.33,420.17,420.97,422.57,420.37,417.85,420.75,422.59,423.11,423.18,422.96,424.2,424.43,425.42,424.63,424.63,417.09,416.8,420.85,423.19,424.89,425.9,427.17,427.88,427.21,428.87,431.67,433.78,433.66,428.78,432.53,435.43,436.24,437.4,434.81,436.01, high:53::419.84,416.6,417.63,419.21,422.815,422.695,415.27,412.58,412.35,412.58,416.39,416.06,411.05,416.62,418.2,420.32,420.705,420.705,420.72,421.25,422.72,421.23,419.99,422.92,422.78,423.21,423.26,424.62,424.43,425.37,425.46,424.84,423,417.828,421.06,424,424.05,425.55,427.094,427.64,428.56,428.76,430.6,434.1,434,434.76,431.73,435.81,437.35,437.84,437.92,435.53,436.05, low:53::417.665,411.67,414.945,413.68,419.16,418.74,410.08,404.65,407.02,404.65,413.36,411.77,405.33,411.67,414.45,417.08,417.62,417.62,418.985,419.79,419.2,419.29,416.28,418.84,421.19,420.32,421.41,421.56,422.82,423.1,423.54,419.92,419.32,414.7,415.93,420.08,422.51,424.62,425.55,425.89,427.13,427.18,428.8,430.522,430.01,431.51,427.52,430.714,434.97,435.31,434.91,432.72,430.92, close:53::419.43,416.07,417.38,415.83,419.89,422.5,413.1,411.23,407.07,411.23,415.39,415.8,406.92,411.8,416.87,417.34,420.33,420.33,420.17,420.97,422.57,420.37,417.85,420.75,422.59,423.11,423.18,422.96,424.2,424.43,425.42,424.63,424.63,417.09,416.8,420.85,423.19,424.89,425.9,427.17,427.88,427.21,428.87,431.67,433.78,433.66,428.78,432.53,435.43,436.24,437.4,434.81,436.01, volume:53::63554369,93122462,54449461,68155551,67620733,52941834,110376411,123356227,106220200,72968875,61392429,57884610,99953250,77360973,69527744,51195274,56914446,57451396,56473039,57564472,54216600,49097100,58138800,55910700,51450000,47077600,47096348,50866337,45406077,42033990,51403156,79709612,86675738,114990989,72644868,57147732,49445400,45049400,55742186,49651109,34946598,64471992,53206239,57457221,68148765,63357716,96997650,74749998,44097385,52911300,64039100,54401485,75484551,

Output

INDEX:53::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52, timestamp:53:<N/A>:2021-May-03 20:00:00,2021-May-04 20:00:00,2021-May-05 20:00:00,2021-May-06 20:00:00,2021-May-07 20:00:01,2021-May-10 20:00:02,2021-May-11 20:00:00,2021-May-12 20:00:03,2021-May-13 13:30:00,2021-May-14 20:00:00,2021-May-17 20:00:00,2021-May-18 20:00:00,2021-May-19 20:00:00,2021-May-20 20:00:00,2021-May-21 20:00:01,2021-May-24 20:00:00,2021-May-25 20:00:00,2021-May-26 20:00:02,2021-May-27 20:00:02,2021-May-28 20:00:00,2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00, gkvol:53::0.0583023,0.133627,0.0723998,0.149059,0.0974554,0.105523,0.141173,0.21785,0.146039,0.21785,0.0819817,0.116342,0.157299,0.134166,0.101108,0.0868625,0.082615,0.082615,0.0463833,0.0389717,0.0938617,0.0518167,0.0995966,0.108816,0.0422946,0.0769151,0.0491702,0.0811849,0.0426605,0.0600625,0.0507698,0.130753,0.0980817,0.0843522,0.1376,0.104261,0.0408388,0.0245578,0.0406614,0.0460294,0.0375174,0.0414414,0.0470216,0.0929091,0.103674,0.0842262,0.109998,0.132029,0.0612517,0.0650501,0.0774203,0.0726571,0.132841,

is correct, I misspoke

drsramd commented 3 years ago

YangZhangVolVisitor<double, std::string> yz_visitor(1, 252);

    ohlc_df.single_act_visit<double, double, double, double>("low", "high", "open", "close", yz_visitor);
    std::vector<double> yz_vol = yz_visitor.get_result();
    ohlc_df.load_column("yzvol", std::move(yz_vol), nan_policy::pad_with_nans);

with input

INDEX:54::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53, timestamp:54:<N/A>:2021-May-03 20:00:00,2021-May-04 20:00:00,2021-May-05 20:00:00,2021-May-06 20:00:00,2021-May-07 20:00:01,2021-May-10 20:00:02,2021-May-11 20:00:00,2021-May-12 20:00:03,2021-May-13 13:30:00,2021-May-14 20:00:00,2021-May-17 20:00:00,2021-May-18 20:00:00,2021-May-19 20:00:00,2021-May-20 20:00:00,2021-May-21 20:00:01,2021-May-24 20:00:00,2021-May-25 20:00:00,2021-May-26 20:00:02,2021-May-27 20:00:02,2021-May-28 20:00:00,2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00,2021-Jul-19 20:00:00, open:54::419.43,416.07,417.38,415.83,419.89,422.5,413.1,411.23,407.07,411.23,415.39,415.8,406.92,411.8,416.87,417.34,420.33,420.33,420.17,420.97,422.57,420.37,417.85,420.75,422.59,423.11,423.18,422.96,424.2,424.43,425.42,424.63,424.63,417.09,416.8,420.85,423.19,424.89,425.9,427.17,427.88,427.21,428.87,431.67,433.78,433.66,428.78,432.53,435.43,436.24,437.4,434.81,436.01,426.19, high:54::419.84,416.6,417.63,419.21,422.815,422.695,415.27,412.58,412.35,412.58,416.39,416.06,411.05,416.62,418.2,420.32,420.705,420.705,420.72,421.25,422.72,421.23,419.99,422.92,422.78,423.21,423.26,424.62,424.43,425.37,425.46,424.84,423,417.828,421.06,424,424.05,425.55,427.094,427.64,428.56,428.76,430.6,434.1,434,434.76,431.73,435.81,437.35,437.84,437.92,435.53,436.05,431.409, low:54::417.665,411.67,414.945,413.68,419.16,418.74,410.08,404.65,407.02,404.65,413.36,411.77,405.33,411.67,414.45,417.08,417.62,417.62,418.985,419.79,419.2,419.29,416.28,418.84,421.19,420.32,421.41,421.56,422.82,423.1,423.54,419.92,419.32,414.7,415.93,420.08,422.51,424.62,425.55,425.89,427.13,427.18,428.8,430.522,430.01,431.51,427.52,430.714,434.97,435.31,434.91,432.72,430.92,421.97, close:54::419.43,416.07,417.38,415.83,419.89,422.5,413.1,411.23,407.07,411.23,415.39,415.8,406.92,411.8,416.87,417.34,420.33,420.33,420.17,420.97,422.57,420.37,417.85,420.75,422.59,423.11,423.18,422.96,424.2,424.43,425.42,424.63,424.63,417.09,416.8,420.85,423.19,424.89,425.9,427.17,427.88,427.21,428.87,431.67,433.78,433.66,428.78,432.53,435.43,436.24,437.4,434.81,436.01,426.19, volume:54::63554369,93122462,54449461,68155551,67620733,52941834,110376411,123356227,106220200,72968875,61392429,57884610,99953250,77360973,69527744,51195274,56914446,57451396,56473039,57564472,54216600,49097100,58138800,55910700,51450000,47077600,47096348,50866337,45406077,42033990,51403156,79709612,86675738,114990989,72644868,57147732,49445400,45049400,55742186,49651109,34946598,64471992,53206239,57457221,68148765,63357716,96997650,74749998,44097385,52911300,64039100,54401485,75484551,147413120,

yzvol: 54 INDEX:54::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53, timestamp:54:<N/A>:2021-May-03 20:00:00,2021-May-04 20:00:00,2021-May-05 20:00:00,2021-May-06 20:00:00,2021-May-07 20:00:01,2021-May-10 20:00:02,2021-May-11 20:00:00,2021-May-12 20:00:03,2021-May-13 13:30:00,2021-May-14 20:00:00,2021-May-17 20:00:00,2021-May-18 20:00:00,2021-May-19 20:00:00,2021-May-20 20:00:00,2021-May-21 20:00:01,2021-May-24 20:00:00,2021-May-25 20:00:00,2021-May-26 20:00:02,2021-May-27 20:00:02,2021-May-28 20:00:00,2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00,2021-Jul-19 20:00:00,

has the somewhat surprising outcome of all nans

INDEX:54::0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53, timestamp:54:<N/A>:2021-May-03 20:00:00,2021-May-04 20:00:00,2021-May-05 20:00:00,2021-May-06 20:00:00,2021-May-07 20:00:01,2021-May-10 20:00:02,2021-May-11 20:00:00,2021-May-12 20:00:03,2021-May-13 13:30:00,2021-May-14 20:00:00,2021-May-17 20:00:00,2021-May-18 20:00:00,2021-May-19 20:00:00,2021-May-20 20:00:00,2021-May-21 20:00:01,2021-May-24 20:00:00,2021-May-25 20:00:00,2021-May-26 20:00:02,2021-May-27 20:00:02,2021-May-28 20:00:00,2021-Jun-01 13:30:00,2021-Jun-02 13:30:00,2021-Jun-03 13:30:00,2021-Jun-04 13:30:00,2021-Jun-07 13:30:00,2021-Jun-08 13:30:00,2021-Jun-09 20:00:03,2021-Jun-10 20:00:00,2021-Jun-11 20:00:00,2021-Jun-14 20:00:00,2021-Jun-15 20:00:00,2021-Jun-16 20:00:00,2021-Jun-17 20:00:01,2021-Jun-18 20:00:04,2021-Jun-21 20:00:00,2021-Jun-22 20:00:00,2021-Jun-23 13:30:00,2021-Jun-24 13:30:00,2021-Jun-25 20:00:04,2021-Jun-28 20:00:00,2021-Jun-29 20:00:01,2021-Jun-30 20:00:03,2021-Jul-01 20:00:00,2021-Jul-02 20:00:00,2021-Jul-06 20:00:01,2021-Jul-07 20:00:00,2021-Jul-08 20:00:00,2021-Jul-09 20:00:00,2021-Jul-12 20:00:00,2021-Jul-13 13:30:00,2021-Jul-14 13:30:00,2021-Jul-15 20:00:00,2021-Jul-16 20:00:00,2021-Jul-19 20:00:00, yzvol:54::nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,-nan,

hosseinmoein commented 3 years ago

YangZhangVolVisitor with roll_count == 1 won't work. There are calculations in that visitor that divides by (roll_count - 1). I will put an assert there for roll_count > 1

hosseinmoein commented 3 years ago

I added the following to YangZhangVolVisitor

assert(roll_count > 1);
drsramd commented 3 years ago

Thanks so much, that was a complete brain freeze on my behalf, sorry to have bothered you with that but thanks again for your patience and guidance;