simpleMovingAverage()
Calculate the simple moving average of
BigDecimal
values over the previous windowSize
number of values.Implementation Notes
This implementation is suitable for Stream<BigDecimal>
, for a version that takes user-specified mapping function see simpleMovingAverageBy()
.
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).
Signatures
simpleMovingAverage(int windowSize)
windowSize
- How many trailing elements to average over at any given point in the stream
Additional Methods
Method | Purpose |
---|---|
includePartialValues() | When calculating the moving average and the full size of the window has not yet been reached, the gatherer should emit averages for what it has. 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. |
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
Simple moving average of window size 3
Stream
.of("1.0", "2.0", "10.0", "2.0")
.map(BigDecimal::new)
.gather(Gatherers4j.simpleMovingAverage(3))
.toList();
// [
// BigDecimal("4.333333333333333"),
// BigDecimal("4.666666666666667")
// ]
Including partial values
Showing that an in-process average is emitted for each element, even if there aren’t 3 elements from which to calculate an average yet.
Stream
.of("1.0", "2.0", "10.0", "2.0")
.map(BigDecimal::new)
.gather(Gatherers4j.simpleMovingAverage(3).includePartialValues())
.toList();
// [
// BigDecimal("1.0"),
// BigDecimal("1.5"),
// BigDecimal("4.333333333333333"),
// BigDecimal("4.666666666666667")
// ]
Showing nulls are ignored by default
Stream
.of(null, null, new BigDecimal("10.0"), new BigDecimal("2.0"), new BigDecimal("1.0"))
.gather(Gatherers4j.simpleMovingAverage(3)))
.toList();
// [
// BigDecimal("4.333333333333333")
// ]
Treating null as zero
Stream
.of(null, null, new BigDecimal("10.0"), new BigDecimal("2.0"))
.gather(Gatherers4j.simpleMovingAverage(3).treatNullAsZero())
.toList();
// [
// BigDecimal("3.333333333333333"),
// BigDecimal("4.0")
// ]
Replacing null with another BigDecimal
Stream
.of(null, null, new BigDecimal("10.0"), new BigDecimal("2.0"))
.gather(Gatherers4j.simpleMovingAverage(3).treatNullAs(new BigDecimal("3.5")))
.toList();
// [
// BigDecimal("5.666666666666667"),
// BigDecimal("5.166666666666667")
// ]
Specifying a new MathContext
Stream
.of("1.0", "2.0", "10.0", "2.0")
.map(BigDecimal::new)
.gather(Gatherers4j
.simpleMovingAverage(3)
.withMathContext(new MathContext(3, RoundingMode.DOWN))
)
.toList();
// [
// BigDecimal("4.33"),
// BigDecimal("4.66")
// ]
Emitting a record containing the original and calculated values
Stream
.of("1.0", "2.0", "10.0", "2.0")
.map(BigDecimal::new)
.gather(Gatherers4j.simpleMovingAverage(3).withOriginal())
.toList();
// [
// WithOriginal[original=10.0, calculated=4.333333333333333]
// WithOriginal[original=2.0, calculated=4.666666666666667]
// ]