functions: simple moving average

This commit is contained in:
Alexander Zobnin
2017-07-03 21:50:42 +03:00
parent dc840845a2
commit 273e6df7e3
12 changed files with 170 additions and 4 deletions

View File

@@ -209,6 +209,49 @@ System.register(['lodash', './utils'], function (_export, _context) {
return newSeries;
}
function simpleMovingAverage(datapoints, n) {
var sma = [];
var w_sum = void 0;
var w_avg = null;
var w_count = 0;
// Initial window
for (var j = n; j > 0; j--) {
if (datapoints[n - j][POINT_VALUE] !== null) {
w_avg += datapoints[n - j][POINT_VALUE];
w_count++;
}
}
if (w_count > 0) {
w_avg = w_avg / w_count;
} else {
w_avg = null;
}
sma.push([w_avg, datapoints[n - 1][POINT_TIMESTAMP]]);
for (var i = n; i < datapoints.length; i++) {
// Insert next value
if (datapoints[i][POINT_VALUE] !== null) {
w_sum = w_avg * w_count;
w_avg = (w_sum + datapoints[i][POINT_VALUE]) / (w_count + 1);
w_count++;
}
// Remove left side point
if (datapoints[i - n][POINT_VALUE] !== null) {
w_sum = w_avg * w_count;
if (w_count > 1) {
w_avg = (w_sum - datapoints[i - n][POINT_VALUE]) / (w_count - 1);
w_count--;
} else {
w_avg = null;
w_count = 0;
}
}
sma.push([w_avg, datapoints[i][POINT_TIMESTAMP]]);
}
return sma;
}
function COUNT(values) {
return values.length;
}
@@ -351,6 +394,7 @@ System.register(['lodash', './utils'], function (_export, _context) {
scale_perf: scale_perf,
delta: delta,
rate: rate,
simpleMovingAverage: simpleMovingAverage,
SUM: SUM,
COUNT: COUNT,
AVERAGE: AVERAGE,