Implement movingAverage

pkg/datasource/functions.go

@@ -62,6 +62,7 @@ func init() {
 		"offset":           applyOffset,
 		"delta":            applyDelta,
 		"rate":             applyRate,
+		"movingAverage":    applyMovingAverage,
 		"removeAboveValue": applyRemoveAboveValue,
 		"removeBelowValue": applyRemoveBelowValue,
 		"transformNull":    applyTransformNull,
@@ -245,6 +246,16 @@ func applyTransformNull(series timeseries.TimeSeries, params ...interface{}) (ti
 	return series.Transform(transformFunc), nil
 }
 
+func applyMovingAverage(series timeseries.TimeSeries, params ...interface{}) (timeseries.TimeSeries, error) {
+	nFloat, err := MustFloat64(params[0])
+	if err != nil {
+		return nil, errParsingFunctionParam(err)
+	}
+	n := int(nFloat)
+
+	return series.SimpleMovingAverage(n), nil
+}
+
 func applyAggregateBy(series []*timeseries.TimeSeriesData, params ...interface{}) ([]*timeseries.TimeSeriesData, error) {
 	pInterval, err := MustString(params[0])
 	pAgg, err := MustString(params[1])

pkg/timeseries/moving_average.go

@@ -0,0 +1,35 @@
+package timeseries
+
+import "math"
+
+func (ts TimeSeries) SimpleMovingAverage(n int) TimeSeries {
+	if ts.Len() == 0 {
+		return ts
+	}
+
+	sma := NewTimeSeries()
+
+	// It's not possible to calculate MA if n greater than number of points
+	n = int(math.Min(float64(ts.Len()), float64(n)))
+
+	for i := n; i < ts.Len(); i++ {
+		windowEdgeRight := i
+		windowCount := 0
+		var windowSum float64 = 0
+		for j := 0; j < n; j++ {
+			point := ts[i-j]
+			if point.Value != nil {
+				windowSum += *point.Value
+				windowCount++
+			}
+		}
+		if windowCount > 0 {
+			windowAvg := windowSum / float64(windowCount)
+			sma = append(sma, TimePoint{Time: ts[windowEdgeRight].Time, Value: &windowAvg})
+		} else {
+			sma = append(sma, TimePoint{Time: ts[windowEdgeRight].Time, Value: nil})
+		}
+	}
+
+	return sma
+}