exponentialMovingAverageWithPeriod()

Create an exponential average of BigDecimal values, over the given number of periods.

Implementation Notes

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

Signatures

exponentialMovingAverageWithPeriod(int periods)

periods - The number of periods to average over, must be greater than 1.

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 period of 3

Stream
    .of("10.5", "15.2", "8.7", "12.0", "9.8")
    .map(BigDecimal::new)
    .gather(Gatherers4j.exponentialMovingAverageWithPeriod(3))
    .toList();

// [
//    BigDecimal("10.5")
//    BigDecimal("12.85")
//    BigDecimal("10.775")
//    BigDecimal("11.3875")
//    BigDecimal("10.59375")
// ]

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.exponentialMovingAverageWithPeriod(3))
    .toList();

// [
//    BigDecimal("10.5")
//    BigDecimal("12.85")
//    BigDecimal("10.775")
//    BigDecimal("11.3875")
//    BigDecimal("10.59375")
// ]

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
        .exponentialMovingAverageWithPeriod(3)
        .treatNullAsZero()
    )
    .toList();

// [
//    BigDecimal("0")
//    BigDecimal("0.0")
//    BigDecimal("5.25")
//    BigDecimal("2.625")
//    BigDecimal("8.9125")
//    BigDecimal("8.80625")
//    BigDecimal("10.403125")
//    BigDecimal("10.1015625")
// ]

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
        .exponentialMovingAverageWithPeriod(3)
        .treatNullAs(BigDecimal.ONE)
    )
    .toList();

// [
//    BigDecimal("1")
//    BigDecimal("1.0")
//    BigDecimal("5.75")
//    BigDecimal("3.375")
//    BigDecimal("9.2875")
//    BigDecimal("8.99375")
//    BigDecimal("10.496875")
//    BigDecimal("10.1484375")
// ]

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
        .exponentialMovingAverageWithPeriod(3)
        .withOriginal()
    )
   .toList();

// [
//    WithOriginal[original=10.5, calculated=10.5]
//    WithOriginal[original=15.2, calculated=12.85]
//    WithOriginal[original=8.7, calculated=10.775]
//    WithOriginal[original=12.0, calculated=11.3875]
//    WithOriginal[original=9.8, calculated=10.59375]
// ]