line_interp.py

'''
line interpolation class for doing a linear regression
'''
import numpy as np
import pandas
import attr


@attr.s
class Line(object):
    '''
    I can't hold all this math in my head
    '''
    m, b = attr.ib(), attr.ib()
    
    @classmethod
    def from_time_indexed_series(cls, s):
        'pandas.Series whose index are timestamps'
        x = s.index.to_series().astype('int64')
        m, b = np.polyfit(x, s, 1)  # degree 1 polynomial aka line
        return cls(m, b)
    
    def eval_at(self, x):
        return self.m * x + self.b
    
    def zero(self):
        'find x such that y=0'
        # x * m + b = 0
        # x * m = -b
        # x = -b/m
        return - self.b / self.m
    
    def plot(self, over, **kw):
        '''
        plot the line such that it overlaps with over series
        '''
        ns_ix = s.index.astype('int64')
        return pandas.Series({
            over.index[0]: self.eval_at(ns_ix[0]),
            over.index[-1]: self.eval_at(ns_ix[-1])
        }).plot(**kw)
    
    def intersect(self, other):
        'find intersection with other line'
        assert isinstance(other, Line)
        # for the mathematically challenged like me:
        # x * self.m + self.b = x * other.m + other.b
        # x * (self.m - other.m) = other.b - self.b
        # x = (other.b - self.b) / (self.m - other.m)
        return pandas.Timestamp((other.b - self.b) / (self.m - other.m))