functions: exponential moving average

src/datasource-zabbix/dataProcessor.js

@@ -10,6 +10,7 @@ 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 expMovingAverage = (a, datapoints) => ts.expMovingAverage(datapoints, a);
 
 let SUM = ts.SUM;
 let COUNT = ts.COUNT;
@@ -104,6 +105,7 @@ let metricFunctions = {
   delta: delta,
   rate: rate,
   simpleMovingAverage: simpleMovingAverage,
+  expMovingAverage: expMovingAverage,
   aggregateBy: aggregateByWrapper,
   average: _.partial(aggregateWrapper, AVERAGE),
   min: _.partial(aggregateWrapper, MIN),

src/datasource-zabbix/metricFunctions.js

@@ -66,6 +66,15 @@ addFuncDef({
   defaultParams: [10],
 });
 
+addFuncDef({
+  name: 'expMovingAverage',
+  category: 'Transform',
+  params: [
+    { name: 'smoothing', type: 'float', options: [0.001, 0.01, 0.05, 0.1, 0.2, 0.3, 0.5, 0.7, 0.9] }
+  ],
+  defaultParams: [0.2],
+});
+
 // Aggregate
 
 addFuncDef({

src/datasource-zabbix/timeseries.js

@@ -269,6 +269,22 @@ function simpleMovingAverage(datapoints, n) {
   return sma;
 }
 
+function expMovingAverage(datapoints, a) {
+  let ema = [datapoints[0]];
+  let ema_prev = datapoints[0][POINT_VALUE];
+  let ema_cur;
+  for (let i = 1; i < datapoints.length; i++) {
+    if (datapoints[i][POINT_VALUE] !== null) {
+      ema_cur = a * datapoints[i][POINT_VALUE] + (1 - a) * ema_prev;
+      ema_prev = ema_cur;
+      ema.push([ema_cur, datapoints[i][POINT_TIMESTAMP]]);
+    } else {
+      ema.push([null, datapoints[i][POINT_TIMESTAMP]]);
+    }
+  }
+  return ema;
+}
+
 function COUNT(values) {
   return values.length;
 }
@@ -403,6 +419,7 @@ const exportedFunctions = {
   delta,
   rate,
   simpleMovingAverage,
+  expMovingAverage,
   SUM,
   COUNT,
   AVERAGE,