Simple moving average
Objective
Provide a simple moving average of the provided event attributes
Example
time window:
emitting type: slidingAverages
window functions:
stats summary:
function:
simple moving average: {}
attributes: [ ask,bid ]
policy:
type: slidingTime
slide: 500
window size: 2500
Output attributes
After processing, attributes receive automatically applied postfix ID = SMA
Before processing
After processing
Type
ask
ask_SMA
double value
bid
bid_SMA
double value
Last updated
Was this helpful?