Trouble Implementing a Sliding Window in Rx

Question

I created a SlidingWindow operator for reactive extensions because I want to easily monitor things like rolling averages, etc. As a simple example, I want to s

Answer 1

The sliding window implementations here was not adequate for my idea of a sliding window. The closest was using Buffer(N, 1) but is a problem since it waits for the first N items before it emits the first result then slides beyond the end of the sequence. I want up to N items emitted at a time.

I ended up with this implementation:

public static IObservable> SlidingWindow(this IObservable obs, int windowSize) =>
    Observable.Create>(observer =>
    {
        var buffer = new CircularBuffer(windowSize);
        return obs.Subscribe(
            value =>
            {
                buffer.Add(value);
                observer.OnNext(buffer.ToList());
            },
            ex => observer.OnError(ex),
            () => observer.OnCompleted()
        );
    });

I was initially using a queue for the buffer but wanted to use something a bit more lightweight.

public class CircularBuffer : IReadOnlyList
{
    private readonly T[] buffer;
    private int offset;
    private int count;
    public CircularBuffer(int bufferSize) => this.buffer = new T[bufferSize];
    public int Capacity => buffer.Length;
    public int Count => count;
    public T this[int index] => index < 0 || index >= count
        ? throw new ArgumentOutOfRangeException(nameof(index))
        : buffer[(offset + index) % buffer.Length];
    public void Add(T value)
    {
        buffer[(offset + count) % buffer.Length] = value;
        if (count < buffer.Length) count++;
        else offset = (offset + 1) % buffer.Length;
    }
    public IEnumerator GetEnumerator()
    {
        for (var i = 0; i < count; i++)
            yield return buffer[(offset + i) % buffer.Length];
    }
    IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
}

It would yield sequences for Observable.Range(0, 10).SlidingWindow(3):

 0,1,2,3,4,5,6,7,8,9
[0]
[0,1]
[0,1,2]
  [1,2,3]
    [2,3,4]
      [3,4,5]
        [4,5,6]
          [5,6,7]
            [6,7,8]
              [7,8,9]