exponentialMovingAverageWithAlphaBy()
Calculate the exponential moving average of
BigDecimal
objects mapped from a Stream<INPUT>
via a mappingFunction
with the given alpha
.Implementation Notes
This implementation is suitable mapping an arbitrary Stream<INPUT>
to BigDecimal
via a mappingFunction
; for a version that operates directly on a Stream<BigDecimal>
, see exponentialMovingAverageWithAlpha()
.
By default, nulls are ignored and play no part in calculations, see treatNullAs()
and treatNullAsZero()
below for ways to change this behavior.
Signatures
exponentialMovingAverageWithAlphaBy(double alpha, Function<INPUT, BigDecimal> mappingFunction)
alpha
- The alpha value to use, which must be between 0 and 1, exclusivemappingFunction
- A non-null function to map streamINPUT
elements intoBigDecimal
for calculation
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 with alpha of 0.3, mapped from an object
record NamedValue(String name, BigDecimal value) {}
Stream
.of(
new NamedValue("first", new BigDecimal("10.5")),
new NamedValue("second", new BigDecimal("15.2")),
new NamedValue("third", new BigDecimal("8.7")),
new NamedValue("fourth", new BigDecimal("12.0")),
new NamedValue("fifth", new BigDecimal("9.8"))
)
.gather(Gatherers4j.exponentialMovingAverageWithAlphaBy(0.3, NamedValue::value))
.toList();
// [
// BigDecimal("10.5")
// BigDecimal("11.91")
// BigDecimal("10.947")
// BigDecimal("11.2629")
// BigDecimal("10.82403")
// ]
Showing nulls are ignored by default
record NamedValue(String name, BigDecimal value) {}
Stream
.of(
new NamedValue("first", null),
new NamedValue("second", null),
new NamedValue("third", new BigDecimal("8.7")),
new NamedValue("fourth", new BigDecimal("12.0")),
new NamedValue("fifth", new BigDecimal("9.8"))
)
.gather(Gatherers4j.exponentialMovingAverageWithAlphaBy(0.3, NamedValue::value))
.toList();
// [
// BigDecimal("8.7")
// BigDecimal("9.69")
// BigDecimal("9.723")
// ]
Treating null as zero
record NamedValue(String name, BigDecimal value) {}
Stream
.of(
new NamedValue("first", null),
new NamedValue("second", null),
new NamedValue("third", new BigDecimal("8.7")),
new NamedValue("fourth", new BigDecimal("12.0")),
new NamedValue("fifth", new BigDecimal("9.8"))
)
.gather(Gatherers4j
.exponentialMovingAverageWithAlphaBy(0.3, NamedValue::value)
.treatNullAsZero()
)
.toList();
// [
// BigDecimal("0")
// BigDecimal("0.0")
// BigDecimal("2.61")
// BigDecimal("5.427")
// BigDecimal("6.7389")
// ]
Replacing null with another BigDecimal
record NamedValue(String name, BigDecimal value) {}
Stream
.of(
new NamedValue("first", null),
new NamedValue("second", null),
new NamedValue("third", new BigDecimal("8.7")),
new NamedValue("fourth", new BigDecimal("12.0")),
new NamedValue("fifth", new BigDecimal("9.8"))
)
.gather(Gatherers4j
.exponentialMovingAverageWithAlphaBy(0.3, NamedValue::value)
.treatNullAs(BigDecimal.ONE)
)
.toList();
// [
// BigDecimal("1")
// BigDecimal("1.0")
// BigDecimal("3.31")
// BigDecimal("5.917")
// BigDecimal("7.0819")
// ]
Emitting a record containing the original and calculated values
record NamedValue(String name, BigDecimal value) {}
Stream
.of(
new NamedValue("first", new BigDecimal("10.5")),
new NamedValue("second", new BigDecimal("15.2")),
new NamedValue("third", new BigDecimal("8.7")),
new NamedValue("fourth", new BigDecimal("12.0")),
new NamedValue("fifth", new BigDecimal("9.8"))
)
.gather(Gatherers4j
.exponentialMovingAverageWithAlphaBy(0.3, NamedValue::value)
.withOriginal()
)
.toList();
// [
// WithOriginal[original=NamedValue[name=first, value=10.5], calculated=10.5]
// WithOriginal[original=NamedValue[name=second, value=15.2], calculated=11.91]
// WithOriginal[original=NamedValue[name=third, value=8.7], calculated=10.947]
// WithOriginal[original=NamedValue[name=fourth, value=12.0], calculated=11.2629]
// WithOriginal[original=NamedValue[name=fifth, value=9.8], calculated=10.82403]
// ]