functions: simple moving average

dist/datasource-zabbix/dataProcessor.js

@@ -3,7 +3,7 @@
 System.register(['lodash', './utils', './timeseries'], function (_export, _context) {
   "use strict";
 
-  var _, utils, ts, downsampleSeries, groupBy, groupBy_exported, sumSeries, delta, rate, scale, SUM, COUNT, AVERAGE, MIN, MAX, MEDIAN, metricFunctions, aggregationFunctions;
+  var _, utils, ts, downsampleSeries, groupBy, groupBy_exported, sumSeries, delta, rate, scale, simpleMovingAverage, SUM, COUNT, AVERAGE, MIN, MAX, MEDIAN, metricFunctions, aggregationFunctions;
 
   function limit(order, n, orderByFunc, timeseries) {
     var orderByCallback = aggregationFunctions[orderByFunc];
@@ -106,6 +106,10 @@ System.register(['lodash', './utils', './timeseries'], function (_export, _conte
         return ts.scale_perf(datapoints, factor);
       };
 
+      simpleMovingAverage = function simpleMovingAverage(n, datapoints) {
+        return ts.simpleMovingAverage(datapoints, n);
+      };
+
       SUM = ts.SUM;
       COUNT = ts.COUNT;
       AVERAGE = ts.AVERAGE;
@@ -117,6 +121,7 @@ System.register(['lodash', './utils', './timeseries'], function (_export, _conte
         scale: scale,
         delta: delta,
         rate: rate,
+        simpleMovingAverage: simpleMovingAverage,
         aggregateBy: aggregateByWrapper,
         average: _.partial(aggregateWrapper, AVERAGE),
         min: _.partial(aggregateWrapper, MIN),

dist/datasource-zabbix/metricFunctions.js

@@ -110,6 +110,13 @@ System.register(['lodash', 'jquery'], function (_export, _context) {
         defaultParams: []
       });
 
+      addFuncDef({
+        name: 'simpleMovingAverage',
+        category: 'Transform',
+        params: [{ name: 'factor', type: 'int', options: [6, 10, 60, 600] }],
+        defaultParams: [10]
+      });
+
       // Aggregate
 
       addFuncDef({

dist/datasource-zabbix/timeseries.js

@@ -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,

dist/test/datasource-zabbix/dataProcessor.js

@@ -31,6 +31,9 @@ var rate = _timeseries2.default.rate;
 var scale = function scale(factor, datapoints) {
   return _timeseries2.default.scale_perf(datapoints, factor);
 };
+var simpleMovingAverage = function simpleMovingAverage(n, datapoints) {
+  return _timeseries2.default.simpleMovingAverage(datapoints, n);
+};
 
 var SUM = _timeseries2.default.SUM;
 var COUNT = _timeseries2.default.COUNT;
@@ -121,6 +124,7 @@ var metricFunctions = {
   scale: scale,
   delta: delta,
   rate: rate,
+  simpleMovingAverage: simpleMovingAverage,
   aggregateBy: aggregateByWrapper,
   average: _lodash2.default.partial(aggregateWrapper, AVERAGE),
   min: _lodash2.default.partial(aggregateWrapper, MIN),

dist/test/datasource-zabbix/metricFunctions.js

@@ -73,6 +73,13 @@ addFuncDef({
   defaultParams: []
 });
 
+addFuncDef({
+  name: 'simpleMovingAverage',
+  category: 'Transform',
+  params: [{ name: 'factor', type: 'int', options: [6, 10, 60, 600] }],
+  defaultParams: [10]
+});
+
 // Aggregate
 
 addFuncDef({

dist/test/datasource-zabbix/timeseries.js

@@ -234,6 +234,49 @@ function rate(datapoints) {
   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;
 }
@@ -367,6 +410,7 @@ var exportedFunctions = {
   scale_perf: scale_perf,
   delta: delta,
   rate: rate,
+  simpleMovingAverage: simpleMovingAverage,
   SUM: SUM,
   COUNT: COUNT,
   AVERAGE: AVERAGE,

src/datasource-zabbix/dataProcessor.js

@@ -9,6 +9,7 @@ let sumSeries = ts.sumSeries;
 let delta = ts.delta;
 let rate = ts.rate;
 let scale = (factor, datapoints) => ts.scale_perf(datapoints, factor);
+let simpleMovingAverage = (n, datapoints) => ts.simpleMovingAverage(datapoints, n);
 
 let SUM = ts.SUM;
 let COUNT = ts.COUNT;
@@ -102,6 +103,7 @@ let metricFunctions = {
   scale: scale,
   delta: delta,
   rate: rate,
+  simpleMovingAverage: simpleMovingAverage,
   aggregateBy: aggregateByWrapper,
   average: _.partial(aggregateWrapper, AVERAGE),
   min: _.partial(aggregateWrapper, MIN),

src/datasource-zabbix/metricFunctions.js

@@ -57,6 +57,15 @@ addFuncDef({
   defaultParams: [],
 });
 
+addFuncDef({
+  name: 'simpleMovingAverage',
+  category: 'Transform',
+  params: [
+    { name: 'factor', type: 'int', options: [6, 10, 60, 600] }
+  ],
+  defaultParams: [10],
+});
+
 // Aggregate
 
 addFuncDef({

src/datasource-zabbix/timeseries.js

@@ -226,6 +226,49 @@ function rate(datapoints) {
   return newSeries;
 }
 
+function simpleMovingAverage(datapoints, n) {
+  let sma = [];
+  let w_sum;
+  let w_avg = null;
+  let w_count = 0;
+
+  // Initial window
+  for (let 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 (let 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;
 }
@@ -359,6 +402,7 @@ const exportedFunctions = {
   scale_perf,
   delta,
   rate,
+  simpleMovingAverage,
   SUM,
   COUNT,
   AVERAGE,