exponentialMovingAverageWithAlpha()

Create an exponential average of BigDecimal values, with the given alpha.

Implementation Notes

This implementation is suitable for Stream<BigDecimal>, for a version that takes user-specified mapping function see exponentialMovingAverageWithAlphaBy(). By default, nulls are ignored and play no part in calculations, see treatNullAs() and treatNullAsZero() below for ways to change this behavior.

Signatures

exponentialMovingAverageWithAlpha(double alpha)

alpha - The alpha value to use, which must be between 0 and 1, exclusive

Additional Methods

Method	Purpose
`treatNullAsZero()`	When encountering a `null` value in a stream, treat it as `BigDecimal.ZERO` instead. See example.
`treatNullAs(BigDecimal replacement)`	When encountering a `null` value in a stream, treat it as the given `replacement` value instead. See example.
`withOriginal()`	Include the original input value from the stream in addition to the calculated value in a `WithOriginal`record. See example.

Examples

Exponential moving average of alpha of 0.3

Stream
    .of("10.5", "15.2", "8.7", "12.0", "9.8")
    .map(BigDecimal::new)
    .gather(Gatherers4j.exponentialMovingAverageWithAlpha(0.3))
    .toList();

// [
//    BigDecimal("10.5")
//    BigDecimal("11.91")
//    BigDecimal("10.947")
//    BigDecimal("11.2629")
//    BigDecimal("10.82403")
// ]

Showing nulls are ignored by default

Stream
    .of(null, null, "10.5", null, "15.2", "8.7", "12.0", "9.8")
    .map(it -> it == null ? null : new BigDecimal(it))
    .gather(Gatherers4j.exponentialMovingAverageWithAlpha(0.3))
    .toList();

// [
//    BigDecimal("10.5")
//    BigDecimal("11.91")
//    BigDecimal("10.947")
//    BigDecimal("11.2629")
//    BigDecimal("10.82403")
// ]

Treating null as zero

Stream
    .of(null, null, "10.5", null, "15.2", "8.7", "12.0", "9.8")
    .map(it -> it == null ? null : new BigDecimal(it))
    .gather(Gatherers4j
        .exponentialMovingAverageWithAlpha(0.3)
        .treatNullAsZero()
    )
    .toList();

// [
//    BigDecimal("0")
//    BigDecimal("0.0")
//    BigDecimal("3.15")
//    BigDecimal("2.205")
//    BigDecimal("6.1035")
//    BigDecimal("6.88245")
//    BigDecimal("8.417715")
//    BigDecimal("8.8324005")
// ]

Replacing null with another `BigDecimal`

Stream
    .of(null, null, "10.5", null, "15.2", "8.7", "12.0", "9.8")
    .map(it -> it == null ? null : new BigDecimal(it))
    .gather(Gatherers4j
        .exponentialMovingAverageWithAlpha(0.3)
        .treatNullAs(BigDecimal.ONE)
    )
    .toList();

// [
//    BigDecimal("1")
//    BigDecimal("1.0")
//    BigDecimal("3.85")
//    BigDecimal("2.995")
//    BigDecimal("6.6565")
//    BigDecimal("7.26955")
//    BigDecimal("8.688685")
//    BigDecimal("9.0220795")
// ]

Emitting a record containing the original and calculated values

Stream
    .of("10.5", "15.2", "8.7", "12.0", "9.8")
    .map(BigDecimal::new)
    .gather(Gatherers4j
        .exponentialMovingAverageWithAlpha(0.3)
        .withOriginal()
    )
    .toList();

// [
//    WithOriginal[original=10.5, calculated=10.5]
//    WithOriginal[original=15.2, calculated=11.91]
//    WithOriginal[original=8.7, calculated=10.947]
//    WithOriginal[original=12.0, calculated=11.2629]
//    WithOriginal[original=9.8, calculated=10.82403]
// ]