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Moving Average Ewma Aggregation Usage

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Moving Average Ewma Aggregation Usage

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Fluent DSL example

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s => s
.Size(0)
.Aggregations(a => a
    .DateHistogram("projects_started_per_month", dh => dh
        .Field(p => p.StartedOn)
        .Interval(DateInterval.Month)
        .Aggregations(aa => aa
            .Sum("commits", sm => sm
                .Field(p => p.NumberOfCommits)
            )
            .MovingAverage("commits_moving_avg", mv => mv
                .BucketsPath("commits")
                .Model(m => m
                    .Ewma(e => e
                        .Alpha(0.3f)
                    )
                )
            )
        )
    )
)

Object Initializer syntax example

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new SearchRequest<Project>()
{
    Size = 0,
    Aggregations = new DateHistogramAggregation("projects_started_per_month")
    {
        Field = "startedOn",
        Interval = DateInterval.Month,
        Aggregations =
            new SumAggregation("commits", "numberOfCommits") &&
            new MovingAverageAggregation("commits_moving_avg", "commits")
            {
                Model = new EwmaModel
                {
                    Alpha = 0.3f,
                }
            }
    }
}

Example json output.

{
  "size": 0,
  "aggs": {
    "projects_started_per_month": {
      "date_histogram": {
        "field": "startedOn",
        "interval": "month"
      },
      "aggs": {
        "commits": {
          "sum": {
            "field": "numberOfCommits"
          }
        },
        "commits_moving_avg": {
          "moving_avg": {
            "buckets_path": "commits",
            "model": "ewma",
            "settings": {
              "alpha": 0.3
            }
          }
        }
      }
    }
  }
}

Handling Responses

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response.ShouldBeValid();

var projectsPerMonth = response.Aggs.DateHistogram("projects_started_per_month");
projectsPerMonth.Should().NotBeNull();
projectsPerMonth.Buckets.Should().NotBeNull();
projectsPerMonth.Buckets.Count.Should().BeGreaterThan(0);

// average not calculated for the first bucket
foreach(var item in projectsPerMonth.Buckets.Skip(1))
{
    var movingAvg = item.MovingAverage("commits_moving_avg");
    movingAvg.Should().NotBeNull();
    movingAvg.Value.Should().BeGreaterThan(0);
}

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