PushFixed function for static dataset size

README.md

@@ -40,7 +40,7 @@ To capture seasonality, the bootstrap ks test should consider an active window l
 
 ### Fence
 
-The fence test can be configured to use custom `UpperBound` and `LowerBound` values for the fences.  If no lower bound is desired, set the value of `LowerBound` to `anomalyzer.NA`.
+The fence test can be configured to use custom `UpperBound` and `LowerBound` values for the fences.  If no lower bound is desired, set the value of `LowerBound` to the const variable: `anomalyzer.NA`.
 
 ### Diff & Rank
 
@@ -77,6 +77,14 @@ func main() {
 	// by a call to the Eval method.
 	prob := anom.Push(8.0)
 	fmt.Println("Anomalous Probability:", prob)
+
+  // PushFixed method will keep the size of the Data vector constant.
+  // Oldest data points will be evicted as points are added.
+  // WARNING: Mixing Push() and PushFixed() will result in failure!
+  anom2, _ := anomalyzer.NewAnomalyzer(conf, data)
+  prob2, _ := anom2.PushFixed(8.0)
+  // returns an error as second value if the array size changed unexpectantly 
+	fmt.Println("Anomalous Probability:", prob2)
 }
 ```
 

anomalyze.go

@@ -139,6 +139,18 @@ func (a *Anomalyzer) Push(x float64) float64 {
 	return a.Eval()
 }
 
+// WARNING: Mixing Push() and PushFixed() will result in failure!
+func (a *Anomalyzer) PushFixed(x float64) (float64, error) {
+	// Add data to fixed size array which will not grow
+	err := a.Data.PushFixed(x)
+	if err != nil {
+		return NA, err
+	}
+
+	// evaluate the anomalous probability
+	return a.Eval(), nil
+}
+
 // Return the weighted average of all statistical tests
 // for anomaly detection, which yields the probability that
 // the currently observed behavior is anomalous.

anomalyze_test.go

@@ -45,6 +45,58 @@ func TestAnomalyzer(t *testing.T) {
 	assert.Tf(t, prob > 0.5, "Anomalyzer returned a probability that was too small")
 }
 
+func TestAnomalyzerPushFixed(t *testing.T) {
+	conf := &AnomalyzerConf{
+		Sensitivity: 0.1,
+		UpperBound:  5,
+		LowerBound:  0,
+		ActiveSize:  1,
+		NSeasons:    4,
+		Methods:     []string{"cdf", "fence", "highrank", "lowrank", "magnitude"},
+	}
+
+	// initialize with empty data or an actual slice of floats
+	data := []float64{0.1, 2.05, 1.5, 2.5, 2.6, 2.55}
+
+	anomalyzer, err := NewAnomalyzer(conf, data)
+	assert.Equal(t, nil, err, "Error initializing new anomalyzer")
+
+	prob, err := anomalyzer.PushFixed(8.0)
+	prob, err = anomalyzer.PushFixed(10.0)
+	prob, err = anomalyzer.PushFixed(8.0)
+	prob, err = anomalyzer.PushFixed(9.0)
+	assert.Equal(t, err, nil, "There was an error with array size")
+	assert.Tf(t, prob > 0.5, "Anomalyzer returned a probability that was too small")
+	assert.Equal(t, len(anomalyzer.Data), 6, "Array size did not stay at original size")
+}
+
+func TestAnomalyzerPushMixed(t *testing.T) {
+	conf := &AnomalyzerConf{
+		Sensitivity: 0.1,
+		UpperBound:  5,
+		LowerBound:  0,
+		ActiveSize:  1,
+		NSeasons:    4,
+		Methods:     []string{"cdf", "fence", "highrank", "lowrank", "magnitude"},
+	}
+
+	// initialize with empty data or an actual slice of floats
+	data := []float64{0.1, 2.05, 1.5, 2.5, 2.6, 2.55}
+
+	anomalyzer, err := NewAnomalyzer(conf, data)
+	assert.Equal(t, nil, err, "Error initializing new anomalyzer")
+
+	prob, err := anomalyzer.PushFixed(8.0)
+	prob = anomalyzer.Push(10.0)
+	prob, err = anomalyzer.PushFixed(8.0)
+	prob = anomalyzer.Push(9.0)
+	assert.Equal(t, err, nil, "There was an error with mixing array extension")
+	assert.Tf(t, prob > 0.5, "Anomalyzer returned a probability that was too small")
+	assert.Equal(t, len(anomalyzer.Data), 8, "Array size Push* functions failed to grow Data to expected size")
+	assert.Equal(t, anomalyzer.Data[7], 9.0)
+	assert.Equal(t, anomalyzer.Data[0], 1.5, "Two values were appended, two values were popped from the array. 3rd original element should be tail.")
+}
+
 func Example() {
 	conf := &AnomalyzerConf{
 		Sensitivity: 0.1,