forked from elastic/kibana
-
Notifications
You must be signed in to change notification settings - Fork 0
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Add moving average function (elastic#82122)
- Loading branch information
Showing
10 changed files
with
668 additions
and
0 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
11 changes: 11 additions & 0 deletions
11
...ugin-plugins-expressions-public.expressionfunctiondefinitions.moving_average.md
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,11 @@ | ||
| <!-- Do not edit this file. It is automatically generated by API Documenter. --> | ||
|
|
||
| [Home](./index.md) > [kibana-plugin-plugins-expressions-public](./kibana-plugin-plugins-expressions-public.md) > [ExpressionFunctionDefinitions](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.md) > [moving\_average](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.moving_average.md) | ||
|
|
||
| ## ExpressionFunctionDefinitions.moving\_average property | ||
|
|
||
| <b>Signature:</b> | ||
|
|
||
| ```typescript | ||
| moving_average: ExpressionFunctionMovingAverage; | ||
| ``` |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
11 changes: 11 additions & 0 deletions
11
...ugin-plugins-expressions-server.expressionfunctiondefinitions.moving_average.md
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,11 @@ | ||
| <!-- Do not edit this file. It is automatically generated by API Documenter. --> | ||
|
|
||
| [Home](./index.md) > [kibana-plugin-plugins-expressions-server](./kibana-plugin-plugins-expressions-server.md) > [ExpressionFunctionDefinitions](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.md) > [moving\_average](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.moving_average.md) | ||
|
|
||
| ## ExpressionFunctionDefinitions.moving\_average property | ||
|
|
||
| <b>Signature:</b> | ||
|
|
||
| ```typescript | ||
| moving_average: ExpressionFunctionMovingAverage; | ||
| ``` |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
153 changes: 153 additions & 0 deletions
153
src/plugins/expressions/common/expression_functions/specs/moving_average.ts
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,153 @@ | ||
| /* | ||
| * Licensed to Elasticsearch B.V. under one or more contributor | ||
| * license agreements. See the NOTICE file distributed with | ||
| * this work for additional information regarding copyright | ||
| * ownership. Elasticsearch B.V. licenses this file to you under | ||
| * the Apache License, Version 2.0 (the "License"); you may | ||
| * not use this file except in compliance with the License. | ||
| * You may obtain a copy of the License at | ||
| * | ||
| * http://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, | ||
| * software distributed under the License is distributed on an | ||
| * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY | ||
| * KIND, either express or implied. See the License for the | ||
| * specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
|
|
||
| import { i18n } from '@kbn/i18n'; | ||
| import { ExpressionFunctionDefinition } from '../types'; | ||
| import { Datatable } from '../../expression_types'; | ||
| import { buildResultColumns, getBucketIdentifier } from './series_calculation_helpers'; | ||
|
|
||
| export interface MovingAverageArgs { | ||
| by?: string[]; | ||
| inputColumnId: string; | ||
| outputColumnId: string; | ||
| outputColumnName?: string; | ||
| window: number; | ||
| } | ||
|
|
||
| export type ExpressionFunctionMovingAverage = ExpressionFunctionDefinition< | ||
| 'moving_average', | ||
| Datatable, | ||
| MovingAverageArgs, | ||
| Datatable | ||
| >; | ||
|
|
||
| /** | ||
| * Calculates the moving average of a specified column in the data table. | ||
| * | ||
| * Also supports multiple series in a single data table - use the `by` argument | ||
| * to specify the columns to split the calculation by. | ||
| * For each unique combination of all `by` columns a separate moving average will be calculated. | ||
| * The order of rows won't be changed - this function is not modifying any existing columns, it's only | ||
| * adding the specified `outputColumnId` column to every row of the table without adding or removing rows. | ||
| * | ||
| * Behavior: | ||
| * * Will write the moving average of `inputColumnId` into `outputColumnId` | ||
| * * If provided will use `outputColumnName` as name for the newly created column. Otherwise falls back to `outputColumnId` | ||
| * * Moving average always starts with an undefined value for the first row of a series. Each next cell will contain sum of the last | ||
| * * [window] of values divided by [window] excluding the current bucket. | ||
| * If either of window edges moves outside the borders of data series, the window shrinks to include available values only. | ||
| * | ||
| * Edge cases: | ||
| * * Will return the input table if `inputColumnId` does not exist | ||
| * * Will throw an error if `outputColumnId` exists already in provided data table | ||
| * * If null or undefined value is encountered, skip the current row and do not change the window | ||
| * * For all values besides `null` and `undefined`, the value will be cast to a number before it's used in the | ||
| * calculation of the current series even if this results in `NaN` (like in case of objects). | ||
| * * To determine separate series defined by the `by` columns, the values of these columns will be cast to strings | ||
| * before comparison. If the values are objects, the return value of their `toString` method will be used for comparison. | ||
| */ | ||
| export const movingAverage: ExpressionFunctionMovingAverage = { | ||
| name: 'moving_average', | ||
| type: 'datatable', | ||
|
|
||
| inputTypes: ['datatable'], | ||
|
|
||
| help: i18n.translate('expressions.functions.movingAverage.help', { | ||
| defaultMessage: 'Calculates the moving average of a column in a data table', | ||
| }), | ||
|
|
||
| args: { | ||
| by: { | ||
| help: i18n.translate('expressions.functions.movingAverage.args.byHelpText', { | ||
| defaultMessage: 'Column to split the moving average calculation by', | ||
| }), | ||
| multi: true, | ||
| types: ['string'], | ||
| required: false, | ||
| }, | ||
| inputColumnId: { | ||
| help: i18n.translate('expressions.functions.movingAverage.args.inputColumnIdHelpText', { | ||
| defaultMessage: 'Column to calculate the moving average of', | ||
| }), | ||
| types: ['string'], | ||
| required: true, | ||
| }, | ||
| outputColumnId: { | ||
| help: i18n.translate('expressions.functions.movingAverage.args.outputColumnIdHelpText', { | ||
| defaultMessage: 'Column to store the resulting moving average in', | ||
| }), | ||
| types: ['string'], | ||
| required: true, | ||
| }, | ||
| outputColumnName: { | ||
| help: i18n.translate('expressions.functions.movingAverage.args.outputColumnNameHelpText', { | ||
| defaultMessage: 'Name of the column to store the resulting moving average in', | ||
| }), | ||
| types: ['string'], | ||
| required: false, | ||
| }, | ||
| window: { | ||
| help: i18n.translate('expressions.functions.movingAverage.args.windowHelpText', { | ||
| defaultMessage: 'The size of window to "slide" across the histogram.', | ||
| }), | ||
| types: ['number'], | ||
| default: 5, | ||
| }, | ||
| }, | ||
|
|
||
| fn(input, { by, inputColumnId, outputColumnId, outputColumnName, window }) { | ||
| const resultColumns = buildResultColumns( | ||
| input, | ||
| outputColumnId, | ||
| inputColumnId, | ||
| outputColumnName | ||
| ); | ||
|
|
||
| if (!resultColumns) { | ||
| return input; | ||
| } | ||
|
|
||
| const lastNValuesByBucket: Partial<Record<string, number[]>> = {}; | ||
| return { | ||
| ...input, | ||
| columns: resultColumns, | ||
| rows: input.rows.map((row) => { | ||
| const newRow = { ...row }; | ||
| const bucketIdentifier = getBucketIdentifier(row, by); | ||
| const lastNValues = lastNValuesByBucket[bucketIdentifier]; | ||
| const currentValue = newRow[inputColumnId]; | ||
| if (lastNValues != null && currentValue != null) { | ||
| const sum = lastNValues.reduce((acc, current) => acc + current, 0); | ||
| newRow[outputColumnId] = sum / lastNValues.length; | ||
| } else { | ||
| newRow[outputColumnId] = undefined; | ||
| } | ||
|
|
||
| if (currentValue != null) { | ||
| lastNValuesByBucket[bucketIdentifier] = [ | ||
| ...(lastNValues || []), | ||
| Number(currentValue), | ||
| ].slice(-window); | ||
| } | ||
|
|
||
| return newRow; | ||
| }), | ||
| }; | ||
| }, | ||
| }; |
Oops, something went wrong.