func ExampleDistanceMatrix_Symmetric() {
d1 := cluster.DistanceMatrix{
{0, 3}, // true
{3, 0},
}
d2 := cluster.DistanceMatrix{
{0, 3}, // false
{7, 0},
}
d3 := cluster.DistanceMatrix{
{0, math.NaN()}, // false (NaNs do not compare equal)
{math.NaN(), 0},
}
d4 := cluster.DistanceMatrix{
{0, 3}, // true (diagonal is not checked)
{3, math.NaN()},
}
fmt.Println(d1.Symmetric())
fmt.Println(d2.Symmetric())
fmt.Println(d3.Symmetric())
fmt.Println(d4.Symmetric())
// Output:
// true
// false
// false
// true
}
func TestNewPointNaN(t *testing.T) {
test(t, `cpu value=NaN 1000000000`,
tsdb.NewPoint(
"cpu",
tsdb.Tags{},
tsdb.Fields{
"value": math.NaN(),
},
time.Unix(1, 0)),
)
test(t, `cpu value=nAn 1000000000`,
tsdb.NewPoint(
"cpu",
tsdb.Tags{},
tsdb.Fields{
"value": math.NaN(),
},
time.Unix(1, 0)),
)
test(t, `nan value=NaN`,
tsdb.NewPoint(
"nan",
tsdb.Tags{},
tsdb.Fields{
"value": math.NaN(),
},
time.Unix(0, 0)),
)
}
func TestDot(t *testing.T) {
for _, test := range []struct {
n int
x, y []float64
indices []int
want float64
}{
{
n: 5,
x: []float64{1, 2, 3},
indices: []int{0, 2, 4},
y: []float64{1, math.NaN(), 3, math.NaN(), 5},
want: 22,
},
} {
x := NewVector(test.n, test.x, test.indices)
y := mat64.NewVector(len(test.y), test.y)
got := Dot(x, y)
if got != test.want {
t.Errorf("want = %v, got %v\n", test.want, got)
}
}
}
func (d *DatasourceDerive) CalculatePdpPrep(newValue string, interval float64) (float64, error) {
if float64(d.Heartbeat) < interval {
d.LastValue = Undefined
}
rate := math.NaN()
newPdp := math.NaN()
if newValue != Undefined && float64(d.Heartbeat) >= interval {
newInt := new(big.Int)
_, err := fmt.Sscan(newValue, newInt)
if err != nil {
return math.NaN(), errors.Errorf("not a simple signed integer: %s", newValue)
}
if d.LastValue != "U" {
prevInt := new(big.Int)
_, err := fmt.Sscan(d.LastValue, prevInt)
if err != nil {
return math.NaN(), errors.Wrap(err, 0)
}
diff := new(big.Int)
diff.Sub(newInt, prevInt)
newPdp = float64(diff.Uint64())
rate = newPdp / interval
}
}
if !d.checkRateBounds(rate) {
newPdp = math.NaN()
}
d.LastValue = newValue
return newPdp, nil
}
/* Min比较一组数字、字符串式的数字中最小的一个
*/
func Min(arg ...interface{}) (res float64, err error) {
fmt.Println("")
//多个元素比较大小
if len(arg) > 1 {
res, err = GetFloat(arg[0])
for _, v := range arg {
v, _ := GetFloat(v)
if v < res {
res = v
}
}
} else { //对单个数组中元素进行比较
t := reflect.TypeOf(arg[0])
v := reflect.ValueOf(arg[0])
if t != arrayFloat {
return math.NaN(), errors.New("Max: 传入一个元素时，必须是[]flat64")
} else {
res = math.NaN()
for i := 1; i < v.Len(); i++ {
if math.IsNaN(res) {
res = v.Index(0).Float()
}
if v.Index(i).Float() < res {
res = v.Index(i).Float()
}
}
}
}
return res, err
}
/// <summary>
/// Upside Potential Ratio,compared to Sortino, was a further improvement, extending the
/// measurement of only upside on the numerator, and only downside of the
/// denominator of the ratio equation.
/// （分子只考虑超过MAR部分，分母只考虑DownsideDeviation的下跌风险）
/// </summary>
func UpsidePotentialRatio(Ra *utils.SlidingWindow, MAR float64) (float64, error) {
//var r = Ra.Where<float64>(singleData => singleData > MAR).ToList<float64>();
r, err := utils.AboveValue(Ra, MAR)
if err != nil {
return math.NaN(), err
}
var length int
method := "subset"
switch method {
case "full":
length = Ra.Count()
break
case "subset":
length = r.Count()
break
default:
return math.NaN(), errors.New("In UpsidePotentialRatio, method is default !!!")
}
add_Sliding, err := utils.Add(-MAR, r)
if err != nil {
return math.NaN(), err
}
dd2Data, err := DownsideDeviation2(Ra, MAR)
if err != nil {
return math.NaN(), err
}
var result = (add_Sliding.Sum() / float64(length)) / dd2Data
return result, nil
}
func TestTimeseries_MarshalJSON(t *testing.T) {
for _, suite := range []struct {
input Timeseries
expected string
}{
{
Timeseries{
TagSet: ParseTagSet("foo=bar"),
Values: []float64{0, 1, -1, math.NaN()},
},
`{"tagset":{"foo":"bar"},"values":[0,1,-1,null]}`,
},
{
Timeseries{
TagSet: NewTagSet(),
Values: []float64{0, 1, -1, math.NaN()},
},
`{"tagset":{},"values":[0,1,-1,null]}`,
},
} {
a := assert.New(t).Contextf("expected=%s", suite.expected)
encoded, err := json.Marshal(suite.input)
a.CheckError(err)
a.Eq(string(encoded), suite.expected)
}
}
// Covariance is a measure of how much two sets of data change
func Covariance(data1, data2 Float64Data) (float64, error) {
l1 := data1.Len()
l2 := data2.Len()
if l1 == 0 || l2 == 0 {
return math.NaN(), EmptyInput
}
if l1 != l2 {
return math.NaN(), SizeErr
}
m1, _ := Mean(data1)
m2, _ := Mean(data2)
// Calculate sum of squares
var ss float64
for i := 0; i < l1; i++ {
delta1 := (data1.Get(i) - m1)
delta2 := (data2.Get(i) - m2)
ss += (delta1*delta2 - ss) / float64(i+1)
}
return ss * float64(l1) / float64(l1-1), nil
}
// CovariancePopulation computes covariance for entire population between two variables.
func CovariancePopulation(data1, data2 Float64Data) (float64, error) {
l1 := data1.Len()
l2 := data2.Len()
if l1 == 0 || l2 == 0 {
return math.NaN(), EmptyInput
}
if l1 != l2 {
return math.NaN(), SizeErr
}
m1, _ := Mean(data1)
m2, _ := Mean(data2)
var s float64
for i := 0; i < l1; i++ {
delta1 := (data1.Get(i) - m1)
delta2 := (data2.Get(i) - m2)
s += delta1 * delta2
}
return s / float64(l1), nil
}
// XY returns the cartesian coordinates of n. If n is not a node
// in the grid, (NaN, NaN) is returned.
func (g *Grid) XY(n graph.Node) (x, y float64) {
if !g.Has(n) {
return math.NaN(), math.NaN()
}
r, c := g.RowCol(n.ID())
return float64(c), float64(r)
}
/** Returns the lowest positive root of the quadric equation given by a* x * x + b * x + c = 0. If no solution is given
* Float.Nan is returned.
* @param a the first coefficient of the quadric equation
* @param b the second coefficient of the quadric equation
* @param c the third coefficient of the quadric equation
* @return the lowest positive root or Float.Nan */
func LowestPositiveRoot(a, b, c float32) float32 {
det := b*b - 4*a*c
if det < 0 {
return float32(math.NaN())
}
sqrtD := float32(math.Sqrt(float64(det)))
invA := 1 / (2 * a)
r1 := (-b - sqrtD) * invA
r2 := (-b + sqrtD) * invA
if r1 > r2 {
tmp := r2
r2 = r1
r1 = tmp
}
if r1 > 0 {
return r1
}
if r2 > 0 {
return r2
}
return float32(math.NaN())
}
// PrioritizeWorkUnits changes the priorities of some number of work
// units. The actual work units are in options["work_unit_keys"]. A
// higher priority results in the work units being scheduled sooner.
func (jobs *JobServer) PrioritizeWorkUnits(workSpecName string, options map[string]interface{}) (bool, string, error) {
var (
err error
query coordinate.WorkUnitQuery
workSpec coordinate.WorkSpec
)
pwuOptions := PrioritizeWorkUnitsOptions{
Priority: math.NaN(),
Adjustment: math.NaN(),
}
workSpec, err = jobs.Namespace.WorkSpec(workSpecName)
if err == nil {
err = decode(&pwuOptions, options)
}
if err == nil && pwuOptions.WorkUnitKeys == nil {
return false, "missing work_unit_keys", err
}
if err == nil {
query.Names = pwuOptions.WorkUnitKeys
if !math.IsNaN(pwuOptions.Priority) {
err = workSpec.SetWorkUnitPriorities(query, pwuOptions.Priority)
} else if !math.IsNaN(pwuOptions.Adjustment) {
err = workSpec.AdjustWorkUnitPriorities(query, pwuOptions.Adjustment)
}
}
return err == nil, "", err
}
func (b *Bisection) Init(f, g float64, step float64) EvaluationType {
if step <= 0 {
panic("bisection: bad step size")
}
if g >= 0 {
panic("bisection: initial derivative is non-negative")
}
if b.GradConst == 0 {
b.GradConst = 0.9
}
if b.GradConst <= 0 || b.GradConst >= 1 {
panic("bisection: GradConst not between 0 and 1")
}
b.minStep = 0
b.maxStep = math.Inf(1)
b.currStep = step
b.initF = f
b.minF = f
b.maxF = math.NaN()
b.initGrad = g
b.minGrad = g
b.maxGrad = math.NaN()
return FuncEvaluation | GradEvaluation
}
// PercentileNearestRank finds the relative standing in a slice of floats using the Nearest Rank method
func PercentileNearestRank(input Float64Data, percent float64) (percentile float64, err error) {
// Find the length of items in the slice
il := input.Len()
// Return an error for empty slices
if il == 0 {
return math.NaN(), EmptyInput
}
// Return error for less than 0 or greater than 100 percentages
if percent < 0 || percent > 100 {
return math.NaN(), BoundsErr
}
// Start by sorting a copy of the slice
c := sortedCopy(input)
// Return the last item
if percent == 100.0 {
return c[il-1], nil
}
// Find ordinal ranking
or := int(math.Ceil(float64(il) * percent / 100))
// Return the item that is in the place of the ordinal rank
if or == 0 {
return c[0], nil
}
return c[or-1], nil
}
/// <summary>
/// Kappa is a generalized downside risk-adjusted performance measure.
/// To calculate it, we take the difference of the mean of the distribution
/// to the target and we divide it by the l-root of the lth lower partial
/// moment. To calculate the lth lower partial moment we take the subset of
/// returns below the target and we sum the differences of the target to
/// these returns. We then return return this sum divided by the length of
/// the whole distribution.
/// （非年化的超MAR平均收益率通过l阶根的低于MAR的收益率序列的l阶矩）
/// </summary>
func Kappa(Ra *utils.SlidingWindow, MAR float64, l float64) (float64, error) {
undervalues, err := utils.NewSlidingWindow(Ra.Count())
if err != nil {
return math.NaN(), err
}
for i := 0; i < Ra.Count(); i++ {
if Ra.Data()[i] < MAR {
undervalues.Add(Ra.Data()[i])
}
}
var n = float64(Ra.Count())
var m = float64(Ra.Average())
neg_Sliding, err := utils.Negative(undervalues)
if err != nil {
return math.NaN(), err
}
add_Sliding, err := utils.Add(MAR, neg_Sliding)
if err != nil {
return math.NaN(), err
}
pow_Sliding, err := utils.Power(add_Sliding, float64(l))
if err != nil {
return math.NaN(), err
}
var temp = pow_Sliding.Sum() / n
return (m - MAR) / math.Pow(temp, (1.0/float64(l))), nil
}
// Convert database.sql types to float64s for Prometheus consumption. Null types are mapped to NaN. string and []byte
// types are mapped as NaN and !ok
func dbToFloat64(t interface{}) (float64, bool) {
switch v := t.(type) {
case int64:
return float64(v), true
case float64:
return v, true
case time.Time:
return float64(v.Unix()), true
case []byte:
// Try and convert to string and then parse to a float64
strV := string(v)
result, err := strconv.ParseFloat(strV, 64)
if err != nil {
return math.NaN(), false
}
return result, true
case string:
result, err := strconv.ParseFloat(v, 64)
if err != nil {
log.Infoln("Could not parse string:", err)
return math.NaN(), false
}
return result, true
case nil:
return math.NaN(), true
default:
return math.NaN(), false
}
}
/// <summary>
/// To calculate Burke ratio we take the difference between the portfolio
/// return and the risk free rate and we divide it by the square root of the
/// sum of the square of the drawdowns. To calculate the modified Burke ratio
/// we just multiply the Burke ratio by the square root of the number of datas.
/// （一种调整收益率的计算方式，调整是通过drawdown的平方和进行的）
/// </summary>
func BurkeRatio(Ra *utils.SlidingWindow, Rf float64, scale float64) (float64, error) {
var len = Ra.Count()
var in_drawdown = false
var peak = 1
var temp = 0.0
drawdown, err := utils.NewSlidingWindow(len)
if err != nil {
return math.NaN(), err
}
for i := 1; i < len; i++ {
if Ra.Data()[i] < 0 {
if !in_drawdown {
peak = i - 1
in_drawdown = true
}
} else {
if in_drawdown {
temp = 1.0
for j := peak + 1; j < i; j++ {
temp = temp * (1.0 + Ra.Data()[j])
}
drawdown.Add(temp - 1.0) //Source
in_drawdown = false
}
}
}
if in_drawdown {
temp = 1.0
for j := peak + 1; j < len; j++ {
temp = temp * (1.0 + Ra.Data()[j])
}
drawdown.Add(temp - 1.0) //Source
//drawdown.Add((temp - 1.0) * 100.0)
in_drawdown = false
}
//var Rp = Annualized(Ra, scale, true) - 1.0--->Source
Rp, err := Annualized(Ra, scale, true)
if err != nil {
return math.NaN(), err
}
var result float64
if drawdown.Count() != 0 {
pow_Sliding, err := utils.Power(drawdown, 2)
if err != nil {
return math.NaN(), err
}
Rf = Rf * scale
result = (Rp - Rf) / math.Sqrt(pow_Sliding.Sum())
} else {
result = 0
}
modified := true
if modified {
result = result * math.Sqrt(float64(len))
}
return result, nil
}
func (d *DatasourceAbstract) ProcessPdp(pdpValue float64, elapsed ElapsedPdpSteps, step time.Duration) float64 {
var preUnknown float64
if math.IsNaN(pdpValue) {
preUnknown = elapsed.PreInt
} else {
if math.IsNaN(d.PdpValue) {
d.PdpValue = 0
}
d.PdpValue += pdpValue / elapsed.Interval * elapsed.PreInt
}
var pdpTemp float64
if elapsed.Interval > float64(d.Heartbeat) || uint64(step/time.Second/2) < d.UnknownSecCount {
pdpTemp = math.NaN()
} else {
diffPdpSteps := (elapsed.Steps * uint64(step)) / uint64(time.Second)
pdpTemp = d.PdpValue / (float64(diffPdpSteps-d.UnknownSecCount) - preUnknown)
}
if math.IsNaN(pdpValue) {
d.UnknownSecCount = uint64(elapsed.PostInt)
d.PdpValue = math.NaN()
} else {
d.UnknownSecCount = 0
d.PdpValue = pdpValue / elapsed.Interval * elapsed.PostInt
}
return pdpTemp
}
/// <summary>
/// calculate a traditional or modified Sharpe Ratio of Return over StdDev or
/// VaR or ES
///
/// The Sharpe ratio is simply the return per unit of risk (represented by
/// variability). In the classic case, the unit of risk is the standard
/// deviation of the returns.
/// </summary>
func SharpeRatio(Ra *utils.SlidingWindow, Rf_val float64, scale float64) (float64, error) {
Rf, err := utils.CreateList(Rf_val, Ra.Count())
if err != nil {
return math.NaN(), err
}
xR, err := Excess(Ra, Rf)
if err != nil {
return math.NaN(), err
}
numerator := 0.0
denominator := 0.0
annualize := 1
if annualize == 1 {
denominator, err = StdDev_Annualized(Ra, scale)
if err != nil {
return math.NaN(), err
}
numerator, err = Annualized(xR, scale, true)
if err != nil {
return math.NaN(), err
}
} else {
denominator, err = StdDev(Ra)
if err != nil {
return math.NaN(), err
}
numerator = xR.Average()
}
return numerator / denominator, nil
}
func (this *P1S1F1SWrapper) Process(AssetPriceReturns, AssetPriceBenchMark []float64, date []time.Time) (float64, error) {
if AssetPriceReturns == nil {
return math.NaN(), errors.New("The Input RA is Error !!!")
}
var err error
Period := getPeriod(date)
if Period == 2520 {
AssetPriceReturns, err = reorganizeInputPrice(date, AssetPriceReturns)
if err != nil {
return math.NaN(), errors.New("Reorganize Minutes Price Error !!!")
}
Period = 252
}
if this.param == 252 {
this.param = Period
}
Price, err := utils.NewSlidingWindow(len(AssetPriceReturns))
if err != nil {
return math.NaN(), err
}
for _, val := range AssetPriceReturns {
Price.Add(val)
}
Ra, err := Calculate(Price, "discrete")
if err != nil {
return math.NaN(), err
}
if this.param == 0.03 {
this.param = this.param / Period
}
return this.function(Ra, this.param, this.str)
}
func (s *StatsTimer) Percentile(percentile float64) (float64, error) {
// Nearest rank implementation
// http://en.wikipedia.org/wiki/Percentile
histLen := len(s.history)
if percentile > 100 {
return math.NaN(), errors.New("Invalid argument")
}
in := make([]int64, 0, histLen)
for i := range s.history {
if s.history[i] != NOT_INITIALIZED {
in = append(in, s.history[i])
}
}
filtLen := len(in)
if filtLen < 1 {
return math.NaN(), errors.New("No values")
}
// Since slices are zero-indexed, we are naturally rounded up
nearest_rank := int((percentile / 100) * float64(filtLen))
if nearest_rank == filtLen {
nearest_rank = filtLen - 1
}
sort.Sort(Int64Slice(in))
ret := float64(in[nearest_rank]) / float64(s.timeUnit.Nanoseconds())
return ret, nil
}
func Transform2(srcpj, dstpj *Proj, x, y float64) (float64, float64, error) {
xx, yy, _, err := transform(srcpj, dstpj, []float64{x}, []float64{y}, nil)
if err != nil {
return math.NaN(), math.NaN(), err
}
return xx[0], yy[0], err
}
func TestVfltu8(t *testing.T) {
input := []byte{4, 127, 250, 190}
output := make([]float32, 8)
for i := 0; i < len(output); i++ {
output[i] = float32(math.NaN())
}
Vfltu8(input, 1, output, 1)
for i, x := range input {
expected := float32(x)
if expected != output[i] {
t.Errorf("Vfltu8 strides == 1 : output %f != expected %f for index %d", output[i], expected, i)
}
}
for i := 0; i < len(output); i++ {
output[i] = float32(math.NaN())
}
Vfltu8(input, 2, output, 1)
for i := 0; i < len(input); i += 2 {
expected := float32(input[i])
if expected != output[i/2] {
t.Errorf("Vfltu8 in stride = 2 out stride = 1 : output %f != expected %f for index %d", output[i/2], expected, i)
}
}
for i := len(input) / 2; i < len(output); i++ {
if !math.IsNaN(float64(output[i])) {
t.Errorf("Vfltu8 wrote too far for input stride 2 (%d=%f)", i, output[i])
}
}
}
func Transform3(srcpj, dstpj *Proj, x, y, z float64) (float64, float64, float64, error) {
xx, yy, zz, err := transform(srcpj, dstpj, []float64{x}, []float64{y}, []float64{z})
if err != nil {
return math.NaN(), math.NaN(), math.NaN(), err
}
return xx[0], yy[0], zz[0], err
}
func TestInDelta(t *testing.T) {
mockT := new(testing.T)
True(t, InDelta(mockT, 1.001, 1, 0.01), "|1.001 - 1| <= 0.01")
True(t, InDelta(mockT, 1, 1.001, 0.01), "|1 - 1.001| <= 0.01")
True(t, InDelta(mockT, 1, 2, 1), "|1 - 2| <= 1")
False(t, InDelta(mockT, 1, 2, 0.5), "Expected |1 - 2| <= 0.5 to fail")
False(t, InDelta(mockT, 2, 1, 0.5), "Expected |2 - 1| <= 0.5 to fail")
False(t, InDelta(mockT, "", nil, 1), "Expected non numerals to fail")
False(t, InDelta(mockT, 42, math.NaN(), 0.01), "Expected NaN for actual to fail")
False(t, InDelta(mockT, math.NaN(), 42, 0.01), "Expected NaN for expected to fail")
cases := []struct {
a, b interface{}
delta float64
}{
{uint8(2), uint8(1), 1},
{uint16(2), uint16(1), 1},
{uint32(2), uint32(1), 1},
{uint64(2), uint64(1), 1},
{int(2), int(1), 1},
{int8(2), int8(1), 1},
{int16(2), int16(1), 1},
{int32(2), int32(1), 1},
{int64(2), int64(1), 1},
{float32(2), float32(1), 1},
{float64(2), float64(1), 1},
}
for _, tc := range cases {
True(t, InDelta(mockT, tc.a, tc.b, tc.delta), "Expected |%V - %V| <= %v", tc.a, tc.b, tc.delta)
}
}
/// <summary>
/// M squared excess is the quantity above the standard M.
/// There is a geometric excess return which is better for Bacon and an arithmetic excess return
/// （是与Rb的年化收益率进行的excess比较）
/// </summary>
func MSquaredExcess(Ra *utils.SlidingWindow, Rb *utils.SlidingWindow, scale float64, Rf float64, method string) (float64, error) {
//var n = Rb.Count() //Ra&Rb等长
Rbp, err := Annualized(Rb, scale, true)
if err != nil {
return math.NaN(), err
}
var result float64
switch method {
case "geometric":
msq_data, err := MSquared(Ra, Rb, scale, Rf)
if err != nil {
return math.NaN(), err
}
result = (1.0+msq_data)/(1.0+Rbp) - 1.0
break
case "arithmetic":
msq_data, err := MSquared(Ra, Rb, scale, Rf)
if err != nil {
return math.NaN(), err
}
result = msq_data - Rbp
break
default:
return math.NaN(), errors.New("In MSquaredExcess, method default !!!")
}
return result, nil
}
func (d *DatasourceDDerive) CalculatePdpPrep(newValue string, interval float64) (float64, error) {
if float64(d.Heartbeat) < interval {
d.LastValue = Undefined
}
rate := math.NaN()
newPdp := math.NaN()
if newValue != Undefined && float64(d.Heartbeat) >= interval {
newval, err := strconv.ParseFloat(newValue, 64)
if err != nil {
return math.NaN(), errors.Wrap(err, 0)
}
oldval, err := strconv.ParseFloat(d.LastValue, 64)
if err != nil {
return math.NaN(), errors.Wrap(err, 0)
}
newPdp = newval - oldval
rate = newPdp / interval
}
if !d.checkRateBounds(rate) {
newPdp = math.NaN()
}
d.LastValue = newValue
return newPdp, nil
}
// XY returns the cartesian coordinates of n. If n is not a node
// in the grid, (NaN, NaN) is returned.
func (l *LimitedVisionGrid) XY(n graph.Node) (x, y float64) {
if !l.Has(n) {
return math.NaN(), math.NaN()
}
r, c := l.RowCol(n.ID())
return float64(c), float64(r)
}
func stringToFloat(value string) float64 {
value = strings.TrimSpace(value)
if value == "" {
return 0
}
parseFloat := false
if strings.IndexRune(value, '.') != -1 {
parseFloat = true
} else if stringToNumberParseInteger.MatchString(value) {
parseFloat = false
} else {
parseFloat = true
}
if parseFloat {
number, err := strconv.ParseFloat(value, 64)
if err != nil && err.(*strconv.NumError).Err != strconv.ErrRange {
return math.NaN()
}
return number
}
number, err := strconv.ParseInt(value, 0, 64)
if err != nil {
return math.NaN()
}
return float64(number)
}
// redundancy returns the redundancy of the least redundant chunk. A file
// becomes available when this redundancy is >= 1. Assumes that every piece is
// unique within a file contract. -1 is returned if the file has size 0.
func (f *file) redundancy() float64 {
if f.size == 0 {
return math.NaN()
}
piecesPerChunk := make([]int, f.numChunks())
// If the file has non-0 size then the number of chunks should also be
// non-0. Therefore the f.size == 0 conditional block above must appear
// before this check.
if len(piecesPerChunk) == 0 {
build.Critical("cannot get redundancy of a file with 0 chunks")
return math.NaN()
}
for _, fc := range f.contracts {
for _, p := range fc.Pieces {
piecesPerChunk[p.Chunk]++
}
}
minPieces := piecesPerChunk[0]
for _, numPieces := range piecesPerChunk {
if numPieces < minPieces {
minPieces = numPieces
}
}
return float64(minPieces) / float64(f.erasureCode.MinPieces())
}