Aggregate Functions
Standard statistics across streaming event windows
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 groupby
definition provided with the use case.
Example
This will produce the calculated aggregate attributes within the emitting event e.g.
ask_FIRST and bid_FIRST
ask_LAST and bid_LAST
volatility_MEAN
etc;.
Available functions
When the function applied the field the result is added in the returned stream events as an additional field e.g <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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