refactored movingAverage and added timedMovingAverage, resolves #311
Scott Anderson
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ef0708f757
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860ee180c1
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@ -1,85 +1,76 @@
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---
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title: movingAverage() function
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description: >
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The `movingAverage()` function calculates the mean of values in a defined time
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range at a specified frequency.
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The `movingAverage()` function calculates the the mean of values grouped into `n` number of points.
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menu:
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v2_0_ref:
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name: movingAverage
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parent: built-in-aggregates
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weight: 501
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related:
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- /v2.0/reference/flux/functions/built-in/transformations/aggregates/timedmovingaverage/
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- https://docs.influxdata.com/influxdb/latest/query_language/functions/#moving-average, InfluxQL MOVING_AVERAGE()
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---
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The `movingAverage()` function calculates the mean of values in a defined time
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range at a specified frequency.
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The `movingAverage()` function calculates the mean of values grouped into `n` number of points.
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_**Function type:** Aggregate_
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```js
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movingAverage(
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every: 1d,
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period: 5d,
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column="_value",
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timeSrc="_stop",
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timeDst="_time",
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n: 5,
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columns: ["_value"]
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)
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```
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##### Moving average rules:
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- The average over a period populated by `n` values is equal to their algebraic mean.
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- The average over a period populated by only `null` values is `null`.
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- Moving averages skip `null` values.
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- If `n` is less than the number of records in a table, `movingAverage` returns
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the average of the available values.
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## Parameters
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### every
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The frequency of time windows.
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### n
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The number of points to mean.
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_**Data type:** Duration_
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_**Data type:** Integer_
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### period
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The length of each averaged time window.
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_A negative duration indicates start and stop boundaries are reversed._
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### columns
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Columns to operate on. _Defaults to `["_value"]`_.
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_**Data type:** Duration_
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### column
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The column used to compute the moving average.
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Defaults to `"_value"`.
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_**Data type:** String_
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### timeSrc
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The column used as the source for the aggregated time.
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Defaults to `"_stop"`.
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_**Data type:** String_
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### timeDst
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The column in which to store the aggregated time.
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Defaults to `"_time"`.
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_**Data type:** String_
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_**Data type:** Array of Strings_
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## Examples
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###### Calculate a five year moving average every year
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#### Calculate a five point moving average
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```js
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from(bucket: "example-bucket"):
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|> range(start: -7y)
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|> filter(fn: (r) =>
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r._measurement == "financial" and
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r._field == "closing_price"
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)
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|> movingAverage(every: 1y, period: 5y)
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|> range(start: -12h)
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|> movingAverage(n: 5)
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```
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## Function definition
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#### Moving average table transformation
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###### Input table:
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| _time | A | B | C | D | tag |
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|:-----:|:----:|:----:|:----:|:----:|:---:|
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| 0001 | null | 1 | 2 | null | tv |
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| 0002 | 6 | 2 | null | null | tv |
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| 0003 | 4 | null | 4 | 4 | tv |
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###### Query:
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```js
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movingAverage = (every, period, column="_value", timeSrc="_stop", timeDst="_time", tables=<-) =>
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tables
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|> window(every: every, period: period)
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|> mean(column: column)
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|> duplicate(column: timeSrc, as: timeDst)
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|> window(every: inf)
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// ...
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|> movingAverage(
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n: 2,
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columns: ["A", "B", "C", "D"]
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)
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```
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<hr style="margin-top:4rem"/>
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##### Related InfluxQL functions and statements:
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[MOVING_AVERAGE()](https://docs.influxdata.com/influxdb/latest/query_language/functions/#moving-average)
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###### Output table:
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| _time | A | B | C | D | tag |
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|:-----:|:----:|:----:|:----:|:----:|:---:|
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| 0002 | 6 | 1.5 | 2 | null | tv |
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| 0003 | 5 | 2 | 4 | 4 | tv |
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@ -0,0 +1,69 @@
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---
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title: timedMovingAverage() function
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description: >
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The `timedMovingAverage()` function calculates the mean of values in a defined time
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range at a specified frequency.
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menu:
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v2_0_ref:
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name: timedMovingAverage
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parent: built-in-aggregates
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weight: 501
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related:
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- /v2.0/reference/flux/functions/built-in/transformations/aggregates/movingaverage/
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- https://docs.influxdata.com/influxdb/latest/query_language/functions/#moving-average, InfluxQL MOVING_AVERAGE()
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---
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The `timedMovingAverage()` function calculates the mean of values in a defined time
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range at a specified frequency.
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_**Function type:** Aggregate_
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```js
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timedMovingAverage(
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every: 1d,
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period: 5d,
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column="_value"
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)
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```
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## Parameters
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### every
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The frequency of time windows.
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_**Data type:** Duration_
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### period
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The length of each averaged time window.
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_A negative duration indicates start and stop boundaries are reversed._
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_**Data type:** Duration_
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### column
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The column used to compute the moving average.
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Defaults to `"_value"`.
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_**Data type:** String_
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## Examples
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###### Calculate a five year moving average every year
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```js
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from(bucket: "example-bucket"):
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|> range(start: -7y)
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|> filter(fn: (r) =>
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r._measurement == "financial" and
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r._field == "closing_price"
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)
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|> timedMovingAverage(every: 1y, period: 5y)
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```
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## Function definition
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```js
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timedMovingAverage = (every, period, column="_value", tables=<-) =>
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tables
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|> window(every: every, period: period)
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|> mean(column:column)
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|> duplicate(column: "_stop", as: "_time")
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|> window(every: inf)
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```
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@ -27,7 +27,7 @@ InfluxDB until the next InfluxDB v2.0 release._
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## v0.36.0 [2019-07-09]
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### Features
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- Refactored `movingAverage()`.
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- Updated `movingAverage()` and added `timedMovingAverage`.
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- `elapsed()` function.
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- `mode()` function.
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- `sleep()` function.
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@ -4,7 +4,7 @@
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<ul>
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{{ range .Params.related }}
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{{ if in . "http" }}
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{{ $link := replaceRE `\,\s(...)*$` "" . }}
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{{ $link := replaceRE `\,\s(.*)$` "" . }}
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{{ $title := replaceRE `^(\S*\,\s)` "" . }}
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<li><a href="{{ $link }}" target="_blank">{{ $title }}</a></li>
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{{ else }}
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