movingPercentile()

Create a Stream that represents the moving percentile of a Stream<BigDecimal> looking back windowSize elements.

Implementation Notes

This implementation is suitable for Stream<BigDecimal>, for a version that takes a user-specified mapping function see movingPercentileBy(). By default, nulls are ignored and play no part in calculations, see treatNullAs() and treatNullAsZero() below for ways to change this behavior. The default MathContext for all calculations is MathContext.DECIMAL64, but this can be overridden (see withMathContext(), below).

Values that fall between two ranks are linearly interpolated (the R-7 method, NumPy’s default). The percentile is converted to BigDecimal from its decimal representation, so 99.9 is exactly 99.9. The rank and interpolation are calculated exactly, and only the result is rounded to the MathContext.

Signatures

movingPercentile(double percentile, int windowSize)

percentile - The percentile to calculate, between 0 and 100, inclusive
windowSize - How many trailing elements to calculate the percentile over, must be greater than 1

Additional Methods

Method	Purpose
`excludePartialValues()`	When calculating the moving percentile, and the full size of the window has not yet been reached, the gatherer should suppress emitting values until the lookback window is full. See example.
`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.
`treatNullAsOne()`	When encountering a `null` value in a stream, treat it as `BigDecimal.ONE` instead.
`withMathContext(MathContext mathContext)`	Replace the `MathContext` used for all mathematical operations performed by this gatherer. See example.
`withOriginal()`	Include the original input value from the stream in addition to the calculated value in a `WithOriginal` record. See example.

Examples

Moving 90th percentile of window size 3

Stream
    .of("1.0", "2.0", "10.0", "2.0", "5.0")
    .map(BigDecimal::new)
    .gather(Gatherers4j.movingPercentile(90, 3))
    .toList();

// [
//   BigDecimal("1.0")
//   BigDecimal("1.9")
//   BigDecimal("8.4")
//   BigDecimal("8.4")
//   BigDecimal("9.0")
// ]

Excluding partial values

Showing that in-process moving percentile values are not emitted for each element until the lookback window has been filled.

Stream
    .of("1.0", "2.0", "10.0", "2.0", "5.0")
    .map(BigDecimal::new)
    .gather(Gatherers4j.movingPercentile(90, 3).excludePartialValues())
    .toList();

// [
//   BigDecimal("8.4")
//   BigDecimal("8.4")
//   BigDecimal("9.0")
// ]

Showing nulls are ignored by default

Stream
    .of(null, null, new BigDecimal("10.0"), new BigDecimal("2.0"), new BigDecimal("1.0"))
    .gather(Gatherers4j.movingPercentile(90, 3))
    .toList();

// [
//   BigDecimal("10.0")
//   BigDecimal("9.2")
//   BigDecimal("8.4")
// ]

Treating null as zero

Stream
    .of(null, null, new BigDecimal("10.0"), new BigDecimal("2.0"))
    .gather(Gatherers4j.movingPercentile(90, 3).treatNullAsZero())
    .toList();

// [
//   BigDecimal("0")
//   BigDecimal("0")
//   BigDecimal("8.0")
//   BigDecimal("8.4")
// ]

Replacing null with another `BigDecimal`

Stream
    .of(null, null, new BigDecimal("10.0"), new BigDecimal("2.0"))
    .gather(Gatherers4j.movingPercentile(90, 3).treatNullAs(new BigDecimal("3.5")))
    .toList();

// [
//   BigDecimal("3.5")
//   BigDecimal("3.5")
//   BigDecimal("8.7")
//   BigDecimal("8.7")
// ]

Specifying a new `MathContext`

Stream
    .of("1.111", "2.222", "10.333", "2.444")
    .map(BigDecimal::new)
    .gather(Gatherers4j
        .movingPercentile(90, 3)
        .withMathContext(new MathContext(3, RoundingMode.DOWN))
    )
    .toList();

// [
//   BigDecimal("1.11")
//   BigDecimal("2.10")
//   BigDecimal("8.68")
//   BigDecimal("8.72")
// ]

Emitting a record containing the original and calculated values

Stream
    .of("1.0", "2.0", "10.0", "2.0")
    .map(BigDecimal::new)
    .gather(Gatherers4j.movingPercentile(90, 3).withOriginal())
    .toList();

// [
//   WithOriginal[original=1.0, calculated=1.0]
//   WithOriginal[original=2.0, calculated=1.9]
//   WithOriginal[original=10.0, calculated=8.4]
//   WithOriginal[original=2.0, calculated=8.4]
// ]