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 WithOriginalrecord. 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]
// ]