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Iteration 70: Cumulative operations (cumsum/cumprod/cummax/cummin)
- Added src/stats/cum_ops.ts — cumsum(), cumprod(), cummax(), cummin() for Series - Added dataFrameCumsum(), dataFrameCumprod(), dataFrameCummax(), dataFrameCummin() - skipna option (default true): NaN/null positions return NaN/null, accumulator skips them - skipna: false: any missing value poisons all subsequent results - axis=0 (default): column-wise; axis=1: row-wise across columns - Non-numeric values treated as missing in cumsum/cumprod - cummax/cummin work on any comparable scalar (numbers, strings, booleans) - 50+ unit tests + 6 property-based tests (fast-check) - Playground: playground/cum_ops.html (8 interactive sections) Run: https://github.com/githubnext/tsessebe/actions/runs/24009460051 Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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‎playground/cum_ops.html‎

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<!DOCTYPE html>
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<html lang="en">
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<head>
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<meta charset="UTF-8" />
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<meta name="viewport" content="width=device-width, initial-scale=1.0" />
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<title>tsb — cumulative operations</title>
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<script src="playground-runtime.js"></script>
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<style>
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body { font-family: system-ui, sans-serif; max-width: 860px; margin: 2rem auto; padding: 0 1rem; color: #1a1a1a; }
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h1 { font-size: 2rem; margin-bottom: .25rem; }
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.subtitle { color: #555; margin-bottom: 2rem; }
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section { margin-bottom: 2.5rem; }
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h2 { font-size: 1.25rem; border-bottom: 2px solid #e0e0e0; padding-bottom: .35rem; margin-bottom: 1rem; }
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pre { background: #f5f5f5; border-radius: 6px; padding: 1rem; overflow-x: auto; font-size: .875rem; }
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code { font-family: "JetBrains Mono", "Fira Code", monospace; }
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.output { background: #eaf7ea; border-left: 4px solid #4caf50; padding: .75rem 1rem; border-radius: 0 6px 6px 0; margin-top: .5rem; font-size: .875rem; white-space: pre; font-family: monospace; }
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.note { background: #fff8e1; border-left: 4px solid #ffc107; padding: .6rem 1rem; border-radius: 0 6px 6px 0; font-size: .9rem; margin: .75rem 0; }
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nav { margin-bottom: 1.5rem; font-size: .9rem; color: #555; }
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nav a { color: #0366d6; text-decoration: none; }
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nav a:hover { text-decoration: underline; }
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</style>
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</head>
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<body>
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<nav><a href="index.html">← tsb playground</a></nav>
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<h1>cumulative operations</h1>
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<p class="subtitle">
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Compute running totals, products, maxima, and minima —
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mirrors <code>pandas.Series.cumsum()</code> / <code>cumprod()</code> / <code>cummax()</code> / <code>cummin()</code>.
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</p>
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<section>
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<h2>1 — cumsum: running total</h2>
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<p>
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<code>cumsum(series)</code> returns a new Series where each value is the sum of all preceding
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values plus the current one. Mirrors <code>pandas.Series.cumsum()</code>.
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</p>
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<pre><code id="ex1-code">import { Series, cumsum } from "tsb";
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const s = new Series({ data: [1, 2, 3, 4, 5] });
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const cs = cumsum(s);
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console.log([...cs.values]); // [1, 3, 6, 10, 15]
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</code></pre>
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<div class="output" id="ex1-output">Loading…</div>
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</section>
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<section>
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<h2>2 — cumprod: running product</h2>
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<p>
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<code>cumprod(series)</code> returns a new Series where each value is the product of all values
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up to and including that position. Mirrors <code>pandas.Series.cumprod()</code>.
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</p>
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<pre><code id="ex2-code">import { Series, cumprod } from "tsb";
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const s = new Series({ data: [1, 2, 3, 4, 5] });
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const cp = cumprod(s);
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console.log([...cp.values]); // [1, 2, 6, 24, 120]
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</code></pre>
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<div class="output" id="ex2-output">Loading…</div>
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</section>
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<section>
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<h2>3 — cummax and cummin</h2>
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<p>
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<code>cummax(series)</code> tracks the running maximum; <code>cummin(series)</code> tracks the
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running minimum. Both work on numbers, strings, and booleans.
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</p>
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<pre><code id="ex3-code">import { Series, cummax, cummin } from "tsb";
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const s = new Series({ data: [3, 1, 4, 1, 5, 9, 2, 6] });
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console.log([...cummax(s).values]); // [3, 3, 4, 4, 5, 9, 9, 9]
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console.log([...cummin(s).values]); // [3, 1, 1, 1, 1, 1, 1, 1]
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</code></pre>
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<div class="output" id="ex3-output">Loading…</div>
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</section>
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<section>
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<h2>4 — Handling missing values (skipna)</h2>
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<p>
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By default <code>skipna: true</code>: missing values return <code>NaN</code>/<code>null</code>
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in the result but do <em>not</em> affect the running accumulator.
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With <code>skipna: false</code>, any missing value poisons all subsequent results.
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</p>
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<pre><code id="ex4-code">import { Series, cumsum } from "tsb";
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const s = new Series({ data: [1, null, 3, 4] });
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// skipna: true (default) — NaN at position 1, accumulator continues
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const skipTrue = cumsum(s);
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console.log([...skipTrue.values]); // [1, NaN, 4, 8]
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// skipna: false — NaN at position 1 poisons everything after
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const skipFalse = cumsum(s, { skipna: false });
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console.log([...skipFalse.values]); // [1, NaN, NaN, NaN]
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</code></pre>
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<div class="output" id="ex4-output">Loading…</div>
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</section>
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<section>
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<h2>5 — DataFrame: axis=0 (column-wise)</h2>
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<p>
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<code>dataFrameCumsum(df)</code> applies the operation independently to each column
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(axis=0 is the default, same as pandas).
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</p>
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<pre><code id="ex5-code">import { DataFrame, dataFrameCumsum, dataFrameCummax } from "tsb";
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const df = DataFrame.fromColumns({
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revenue: [100, 150, 200, 120],
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cost: [60, 80, 110, 70],
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});
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const csDf = dataFrameCumsum(df);
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console.log([...csDf.col("revenue").values]); // [100, 250, 450, 570]
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console.log([...csDf.col("cost").values]); // [60, 140, 250, 320]
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const cmDf = dataFrameCummax(df);
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console.log([...cmDf.col("revenue").values]); // [100, 150, 200, 200]
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</code></pre>
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<div class="output" id="ex5-output">Loading…</div>
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</section>
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<section>
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<h2>6 — DataFrame: axis=1 (row-wise)</h2>
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<p>
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With <code>axis: 1</code> (or <code>axis: "columns"</code>), the operation is applied
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across columns for each row — each cell becomes the cumulative value of all columns
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to its left plus itself.
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</p>
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<pre><code id="ex6-code">import { DataFrame, dataFrameCumsum } from "tsb";
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const df = DataFrame.fromColumns({
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q1: [10, 20, 30],
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q2: [15, 25, 35],
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q3: [12, 22, 32],
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});
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// axis=1: running total across quarters for each year-row
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const ytd = dataFrameCumsum(df, { axis: 1 });
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console.log([...ytd.col("q1").values]); // [10, 20, 30] (unchanged — first col)
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console.log([...ytd.col("q2").values]); // [25, 45, 65] (q1+q2)
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console.log([...ytd.col("q3").values]); // [37, 67, 97] (q1+q2+q3)
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</code></pre>
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<div class="output" id="ex6-output">Loading…</div>
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</section>
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<section>
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<h2>7 — Real-world example: portfolio tracking</h2>
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<p>
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Track the running portfolio value and the running drawdown (how far we are from the
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all-time high) using <code>cumsum</code> and <code>cummax</code>.
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</p>
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<pre><code id="ex7-code">import { Series, cumsum, cummax } from "tsb";
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// Daily P&L in dollars
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const pnl = new Series({ data: [200, -50, 300, -150, 400, -80, 600] });
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const equity = cumsum(pnl);
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const peak = cummax(equity);
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// Drawdown: how far below the all-time high we currently are
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const drawdown = new Series({
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data: equity.values.map((v, i) => {
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const p = peak.values[i];
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return (typeof v === "number" && typeof p === "number") ? v - p : null;
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}),
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});
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console.log("Equity curve: ", [...equity.values]);
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// [200, 150, 450, 300, 700, 620, 1220]
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console.log("All-time high:", [...peak.values]);
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// [200, 200, 450, 450, 700, 700, 1220]
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console.log("Drawdown: ", [...drawdown.values]);
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// [0, -50, 0, -150, 0, -80, 0]
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</code></pre>
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<div class="output" id="ex7-output">Loading…</div>
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</section>
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<section>
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<h2>8 — String series: lexicographic cummax / cummin</h2>
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<p>
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<code>cummax</code> and <code>cummin</code> work on any comparable type, including
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strings (lexicographic ordering).
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</p>
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<pre><code id="ex8-code">import { Series, cummax, cummin } from "tsb";
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const words = new Series({ data: ["banana", "apple", "cherry", "apricot", "date"] });
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console.log([...cummax(words).values]);
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// ["banana", "banana", "cherry", "cherry", "cherry"]
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console.log([...cummin(words).values]);
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// ["banana", "apple", "apple", "apple", "apple"]
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</code></pre>
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<div class="output" id="ex8-output">Loading…</div>
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</section>
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</body>
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</html>

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