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Implement EMA

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This commit is contained in:
Alexander Zobnin
2021-05-28 10:11:41 +03:00
parent ec38c3981c
commit 31e989d28f
2 changed files with 87 additions and 11 deletions
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32
pkg/datasource/functions.go
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@@ -57,17 +57,18 @@ var frontendFuncMap map[string]bool
func init() {
seriesFuncMap = map[string]DataProcessingFunc{
"groupBy": applyGroupBy,
"scale": applyScale,
"offset": applyOffset,
"delta": applyDelta,
"rate": applyRate,
"movingAverage": applyMovingAverage,
"removeAboveValue": applyRemoveAboveValue,
"removeBelowValue": applyRemoveBelowValue,
"transformNull": applyTransformNull,
"percentile": applyPercentile,
"timeShift": applyTimeShiftPost,
"groupBy": applyGroupBy,
"scale": applyScale,
"offset": applyOffset,
"delta": applyDelta,
"rate": applyRate,
"movingAverage": applyMovingAverage,
"exponentialMovingAverage": applyExponentialMovingAverage,
"removeAboveValue": applyRemoveAboveValue,
"removeBelowValue": applyRemoveBelowValue,
"transformNull": applyTransformNull,
"percentile": applyPercentile,
"timeShift": applyTimeShiftPost,
}
aggFuncMap = map[string]AggDataProcessingFunc{
@@ -256,6 +257,15 @@ func applyMovingAverage(series timeseries.TimeSeries, params ...interface{}) (ti
return series.SimpleMovingAverage(n), nil
}
func applyExponentialMovingAverage(series timeseries.TimeSeries, params ...interface{}) (timeseries.TimeSeries, error) {
n, err := MustFloat64(params[0])
if err != nil {
return nil, errParsingFunctionParam(err)
}
return series.ExponentialMovingAverage(n), nil
}
func applyAggregateBy(series []*timeseries.TimeSeriesData, params ...interface{}) ([]*timeseries.TimeSeriesData, error) {
pInterval, err := MustString(params[0])
pAgg, err := MustString(params[1])