Weighted moving average
Objective
Provide a weighted moving average of the provided event attributes
Example
time window:
emitting type: slidingWeightedAverages
window functions:
stats summary:
function:
weighted moving average:
parameters:
period: 500
attributes: [ ask,bid ]
policy:
type: slidingTime
slide: 500
window size: 2500
Output attributes
After processing, attributes receive automatically applied postfix ID = WMA
Before processing
After processing
Type
ask
ask_WMA
double value
bid
bid_WMA
double value
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