exponentialMovingAverageWithPeriodBy()

Calculate the exponential moving average of BigDecimal objects mapped from a Stream<INPUT> via a mappingFunction over the given number of periods.

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 exponentialMovingAverageWithPeriod(). By default, nulls are ignored and play no part in calculations, see treatNullAs() and treatNullAsZero() below for ways to change this behavior.

Signatures

exponentialMovingAverageWithPeriodBy(int periods, Function<INPUT, BigDecimal> mappingFunction)

periods - The number of periods to average over, must be greater than 1.
mappingFunction - A non-null function to map stream INPUT elements into BigDecimal 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 period of 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.exponentialMovingAverageWithPeriodBy(3, NamedValue::value))
    .toList();

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

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.exponentialMovingAverageWithPeriodBy(3, NamedValue::value))
    .toList();

// [
//    BigDecimal("8.7")
//    BigDecimal("10.35")
//    BigDecimal("10.075")
// ]

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
        .exponentialMovingAverageWithPeriodBy(3, NamedValue::value)
        .treatNullAsZero()
    )
    .toList();

// [
//    BigDecimal("0")
//    BigDecimal("0.0")
//    BigDecimal("4.35")
//    BigDecimal("8.175")
//    BigDecimal("8.9875")
// ]

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
        .exponentialMovingAverageWithPeriodBy(3, NamedValue::value)
        .treatNullAs(BigDecimal.ONE)
    )
    .toList();

// [
//    BigDecimal("1")
//    BigDecimal("1.0")
//    BigDecimal("4.85")
//    BigDecimal("8.425")
//    BigDecimal("9.1125")
// ]

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
        .exponentialMovingAverageWithPeriodBy(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=12.85]
//    WithOriginal[original=NamedValue[name=third, value=8.7], calculated=10.775]
//    WithOriginal[original=NamedValue[name=fourth, value=12.0], calculated=11.3875]
//    WithOriginal[original=NamedValue[name=fifth, value=9.8], calculated=10.59375]
// ]