functions: simple moving average
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@@ -9,6 +9,7 @@ let sumSeries = ts.sumSeries;
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let delta = ts.delta;
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let rate = ts.rate;
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let scale = (factor, datapoints) => ts.scale_perf(datapoints, factor);
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let simpleMovingAverage = (n, datapoints) => ts.simpleMovingAverage(datapoints, n);
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let SUM = ts.SUM;
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let COUNT = ts.COUNT;
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@@ -102,6 +103,7 @@ let metricFunctions = {
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scale: scale,
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delta: delta,
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rate: rate,
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simpleMovingAverage: simpleMovingAverage,
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aggregateBy: aggregateByWrapper,
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average: _.partial(aggregateWrapper, AVERAGE),
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min: _.partial(aggregateWrapper, MIN),
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@@ -57,6 +57,15 @@ addFuncDef({
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defaultParams: [],
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});
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addFuncDef({
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name: 'simpleMovingAverage',
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category: 'Transform',
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params: [
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{ name: 'factor', type: 'int', options: [6, 10, 60, 600] }
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],
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defaultParams: [10],
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});
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// Aggregate
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addFuncDef({
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@@ -226,6 +226,49 @@ function rate(datapoints) {
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return newSeries;
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}
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function simpleMovingAverage(datapoints, n) {
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let sma = [];
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let w_sum;
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let w_avg = null;
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let w_count = 0;
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// Initial window
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for (let j = n; j > 0; j--) {
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if (datapoints[n - j][POINT_VALUE] !== null) {
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w_avg += datapoints[n - j][POINT_VALUE];
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w_count++;
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}
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}
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if (w_count > 0) {
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w_avg = w_avg / w_count;
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} else {
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w_avg = null;
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}
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sma.push([w_avg, datapoints[n - 1][POINT_TIMESTAMP]]);
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for (let i = n; i < datapoints.length; i++) {
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// Insert next value
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if (datapoints[i][POINT_VALUE] !== null) {
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w_sum = w_avg * w_count;
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w_avg = (w_sum + datapoints[i][POINT_VALUE]) / (w_count + 1);
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w_count++;
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}
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// Remove left side point
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if (datapoints[i - n][POINT_VALUE] !== null) {
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w_sum = w_avg * w_count;
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if (w_count > 1) {
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w_avg = (w_sum - datapoints[i - n][POINT_VALUE]) / (w_count - 1);
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w_count--;
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} else {
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w_avg = null;
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w_count = 0;
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}
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}
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sma.push([w_avg, datapoints[i][POINT_TIMESTAMP]]);
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}
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return sma;
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}
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function COUNT(values) {
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return values.length;
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}
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@@ -359,6 +402,7 @@ const exportedFunctions = {
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scale_perf,
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delta,
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rate,
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simpleMovingAverage,
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SUM,
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COUNT,
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AVERAGE,
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