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Added Exponential Moving Sum to UpdateBy operators #3663

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merged 5 commits into from
Apr 17, 2023

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lbooker42
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@lbooker42 lbooker42 commented Apr 5, 2023

Closes #2760

@lbooker42 lbooker42 added this to the Apr 2023 milestone Apr 5, 2023
@lbooker42 lbooker42 self-assigned this Apr 5, 2023
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Quick overview, didn't get deep into the operator logic. Will trial out the operator and report back.

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Mentioned in DM, but there may be a way to share operator implementations among Exponential Moving Avg / Sum / Min / Max. There also may be ways to share construction of them to make it easier for end user?

For example, it might be cool to have specifically typed helpers off of existing specs:

avg().exponential(window(...))
sum_().exponential(window(...))
avg().rolling(window(...))
...

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Creating a shared Exponential Moving implementations is clever and I will refactor in a follow-on PR (likely Exponential Moving Min/Max)

@devinrsmith devinrsmith self-requested a review April 12, 2023 16:49
@lbooker42 lbooker42 merged commit 94ad5c2 into deephaven:main Apr 17, 2023
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@lbooker42 lbooker42 deleted the lab-updateby-emsum branch June 26, 2024 19:58
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Feature request: Exponential Decaying Sum UpdateBy operation
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