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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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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 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.

{
  "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.Aggregations.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))
{
    if (item.DocCount == 0) continue;
    var movingAvg = item.MovingAverage("commits_moving_avg");
    movingAvg.Should().NotBeNull();
    movingAvg.Value.Should().BeGreaterThan(0);
}

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