Aggregate Functions

Standard statistics across streaming event windows

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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

processing unit:
  pipeline:
    - time window:
        emitting type: tumblingAggregatesAnalytics
        aggregate functions:
          FIRST: [ask,bid]
          LAST: [ ask,bid ]
          MIN: [ ask,bid ]
          MAX: [ ask,bid ]
          SUM: [ volume ]
          MEAN: [ volatility ]
          VARIANCE: [ volatility ]
          STDEV: [ volatility ]
        policy:
          type: tumblingTime
          window size: 5000

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;.

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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