{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from scipy import stats\n",
    "import numpy as np\n",
    "from sklearn.feature_extraction.text import CountVectorizer\n",
    "from sklearn.feature_extraction.text import TfidfTransformer\n",
    "import glob\n",
    "from functools import partial\n",
    "from decimal import *\n",
    "\n",
    "\n",
    "#data='../3classdata/W/1.csv'\n",
    "data='./progetto/3classdata/Y/2.csv'\n",
    "window=3\n",
    "resolution=500\n",
    "shift=3\n"
   ]
  },
  {
   "cell_type": "raw",
   "metadata": {},
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "def round(n):\n",
    "    pst = '0.00001'\n",
    "    precision = Decimal(pst)\n",
    "    getcontext().prec = len(pst)\n",
    "    return Decimal(n).quantize(precision)\n",
    "assert round(5.00000000000000001)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([-1.        , -0.48715223, -0.40806948, -0.3564728 , -0.31673373,\n",
       "       -0.28370106, -0.25499594, -0.22931092, -0.20584419, -0.18406497,\n",
       "       -0.16360107, -0.14417942, -0.1255919 , -0.10767457, -0.09029443,\n",
       "       -0.07334053, -0.05671771, -0.04034218, -0.02413812, -0.00803494,\n",
       "        0.00803494,  0.02413812,  0.04034218,  0.05671771,  0.07334053,\n",
       "        0.09029443,  0.10767457,  0.1255919 ,  0.14417942,  0.16360107,\n",
       "        0.18406497,  0.20584419,  0.22931092,  0.25499594,  0.28370106,\n",
       "        0.31673373,  0.3564728 ,  0.40806948,  0.48715223,  1.        ])"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "def gaussian_interval(resolution):\n",
    "    # use a gaussian distribution, mean 0, std deviation 0.25\n",
    "    distribution = stats.norm(loc=0, scale=0.25)\n",
    "    # bounds of range for inverse comulative distribution function\n",
    "    bounds = distribution.cdf([-1, 1])\n",
    "    # generate linear space of 2*resolution points using bounds\n",
    "    linsp = np.linspace(*bounds, num=2*resolution)\n",
    "    # obtain the array of 2*resolution points\n",
    "    return distribution.ppf(linsp)\n",
    "gaussian_interval(20)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "ename": "FileNotFoundError",
     "evalue": "File b'./progetto/3classdata/Y/2.csv' does not exist",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mFileNotFoundError\u001b[0m                         Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-4-9ccfdbdcf90e>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0mdf\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mread_csv\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mdata\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mdtype\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mfloat\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mheader\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mNone\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m      2\u001b[0m \u001b[0;31m# rotate dataframe (each column is a temporal sequence)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m      3\u001b[0m \u001b[0mdf\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mdf\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mT\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mreset_index\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mreindex\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0maxis\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m1\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdrop\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'index'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m1\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0minfer_objects\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m~/.local/lib64/python3.5/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36mparser_f\u001b[0;34m(filepath_or_buffer, sep, delimiter, header, names, index_col, usecols, squeeze, prefix, mangle_dupe_cols, dtype, engine, converters, true_values, false_values, skipinitialspace, skiprows, nrows, na_values, keep_default_na, na_filter, verbose, skip_blank_lines, parse_dates, infer_datetime_format, keep_date_col, date_parser, dayfirst, iterator, chunksize, compression, thousands, decimal, lineterminator, quotechar, quoting, escapechar, comment, encoding, dialect, tupleize_cols, error_bad_lines, warn_bad_lines, skipfooter, skip_footer, doublequote, delim_whitespace, as_recarray, compact_ints, use_unsigned, low_memory, buffer_lines, memory_map, float_precision)\u001b[0m\n\u001b[1;32m    707\u001b[0m                     skip_blank_lines=skip_blank_lines)\n\u001b[1;32m    708\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 709\u001b[0;31m         \u001b[0;32mreturn\u001b[0m \u001b[0m_read\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfilepath_or_buffer\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    710\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    711\u001b[0m     \u001b[0mparser_f\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m__name__\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mname\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m~/.local/lib64/python3.5/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m_read\u001b[0;34m(filepath_or_buffer, kwds)\u001b[0m\n\u001b[1;32m    447\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    448\u001b[0m     \u001b[0;31m# Create the parser.\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 449\u001b[0;31m     \u001b[0mparser\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mTextFileReader\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfilepath_or_buffer\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    450\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    451\u001b[0m     \u001b[0;32mif\u001b[0m \u001b[0mchunksize\u001b[0m \u001b[0;32mor\u001b[0m \u001b[0miterator\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m~/.local/lib64/python3.5/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m__init__\u001b[0;34m(self, f, engine, **kwds)\u001b[0m\n\u001b[1;32m    816\u001b[0m             \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0moptions\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'has_index_names'\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mkwds\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'has_index_names'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    817\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 818\u001b[0;31m         \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_make_engine\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mengine\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    819\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    820\u001b[0m     \u001b[0;32mdef\u001b[0m \u001b[0mclose\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m~/.local/lib64/python3.5/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m_make_engine\u001b[0;34m(self, engine)\u001b[0m\n\u001b[1;32m   1047\u001b[0m     \u001b[0;32mdef\u001b[0m \u001b[0m_make_engine\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mengine\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m'c'\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   1048\u001b[0m         \u001b[0;32mif\u001b[0m \u001b[0mengine\u001b[0m \u001b[0;34m==\u001b[0m \u001b[0;34m'c'\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1049\u001b[0;31m             \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_engine\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mCParserWrapper\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mf\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0moptions\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   1050\u001b[0m         \u001b[0;32melse\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   1051\u001b[0m             \u001b[0;32mif\u001b[0m \u001b[0mengine\u001b[0m \u001b[0;34m==\u001b[0m \u001b[0;34m'python'\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m~/.local/lib64/python3.5/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m__init__\u001b[0;34m(self, src, **kwds)\u001b[0m\n\u001b[1;32m   1693\u001b[0m         \u001b[0mkwds\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'allow_leading_cols'\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mindex_col\u001b[0m \u001b[0;32mis\u001b[0m \u001b[0;32mnot\u001b[0m \u001b[0;32mFalse\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   1694\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1695\u001b[0;31m         \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_reader\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mparsers\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mTextReader\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0msrc\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m   1696\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m   1697\u001b[0m         \u001b[0;31m# XXX\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32mpandas/_libs/parsers.pyx\u001b[0m in \u001b[0;36mpandas._libs.parsers.TextReader.__cinit__\u001b[0;34m()\u001b[0m\n",
      "\u001b[0;32mpandas/_libs/parsers.pyx\u001b[0m in \u001b[0;36mpandas._libs.parsers.TextReader._setup_parser_source\u001b[0;34m()\u001b[0m\n",
      "\u001b[0;31mFileNotFoundError\u001b[0m: File b'./progetto/3classdata/Y/2.csv' does not exist"
     ]
    }
   ],
   "source": [
    "df = pd.read_csv(data, dtype=float, header=None)\n",
    "# rotate dataframe (each column is a temporal sequence)\n",
    "df = df.T.reset_index().reindex(axis=1).drop(['index'], axis=1).infer_objects()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = ((df - df.min()) / (df.max() - df.min()))*2 - 1\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "#df = df.apply(partial(\n",
    "   # discretize_series, gaussianInterval=gaussian_interval(resolution)))\n",
    "#df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "l = df.apply(lambda x : pd.cut(x, gaussian_interval(resolution), right=True).apply(lambda l : l.left))\n",
    "r = df.apply(lambda x : pd.cut(x, gaussian_interval(resolution), right=True).apply(lambda l : l.right))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = l"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    " #df = df.round(5).astype(Decimal)\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "def generate_words(col, w, s):\n",
    "    word = []\n",
    "    idx = 0\n",
    "    distance = abs(w-s)\n",
    "    while idx < len(col):\n",
    "        if len(word) == w:\n",
    "            yield tuple(word)\n",
    "            word = []\n",
    "            if w < s and idx == w:\n",
    "                idx += distance\n",
    "            if w > s:\n",
    "                idx -= distance \n",
    "        else:\n",
    "            word.append(round(col[idx]))\n",
    "            idx+=1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "def rolling_window(df, w, s):\n",
    "    ret = list()\n",
    "    for _,col in df.iteritems():\n",
    "        ret.append(tuple(generate_words(col, w, s)))\n",
    "    return pd.DataFrame(ret).T.reset_index().reindex(axis=1).drop(['index'], axis=1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "rol = rolling_window(df, 5, 3)\n",
    "print(rol)\n",
    "print(type(rol))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "def text_freq(iterable):\n",
    "    d = dict()\n",
    "    for df in iterable:\n",
    "        assert type(df) is pd.DataFrame, 'Wrong type:' + str(type(df))\n",
    "        for _,col in df.iteritems():\n",
    "            for word, cnt in col.value_counts().iteritems():\n",
    "                hashable = word # hashable to be used as index\n",
    "                if hashable in d:\n",
    "                    d[hashable] += cnt\n",
    "                else:\n",
    "                    d[hashable] = cnt\n",
    "        return d\n",
    "\n",
    "text_freq((rol,))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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