Aggregate functions
Standard statistics calculations for streaming event windows
Objective
Joule provides a set of standard aggregate functions that can be applied to a set of events within a triggered window.
These are processed using the group by
definition provided with the use case.
Example
This will produce the defined set of aggregate values and add these to the emitting event. For example these attributes will be added to the event:
ask_FIRST
andbid_FIRST
ask_LAST
andbid_LAST
volatility_MEAN
etc;.
Available aggregate functions
When the function applied the field the result is added in the returned stream events as an additional field i.e. <field_name>_SUM
Type | Description |
---|---|
SUM | Sum of field values |
MIN | Min of field value |
MAX | Max of field value |
MEAN | Mean of field value |
VARIANCE | Variance of field value |
STDEV | Standard deviation of field value |
FIRST | First field value in window |
LAST | Last field value in window |
HARMONIC_MEAN | Harmonic mean of field value |
GEOMETRIC_MEAN | Geometric mean of field value |
PVARIANCE | Population variance of field value |
SECOND_MOMENT | Seond moment of field value |
SUM_SQRTS | Sum of square root of field value |
SUM_LOGS | Sum of log of field value |
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