Version: Python

emmax_tick

emmax_tick creates a tick-based (row-based) EMMAX (exponential moving maximum) for an update_by table operation. The formula for the tick-based EMMAX of a column $X$ is:

$a = e^{\frac{-1}{\tau}}$

$\max_0(X) = x_0$

$\max_i(X) = \max(a*\max_{i-1}(X), \; x_i)$

Where:

$\tau$ is decay_ticks, an input parameter to the method.
$\max_i(X)$ is the exponential moving maximum of $X$ at step $i$ .
$x_i$ is the current value.
$i$ denotes the time step, ranging from $i=1$ to $i = n-1$ , where $n$ is the number of elements in $X$ .

Syntax

emmax_tick(
    decay_ticks: int,
    cols: list[str],
    op_control: OperationControl = None,
) -> UpdateByOperation

Parameters

Parameter	Type	Description
decay_ticks	int	The decay rate in ticks.
cols	list[str]	The column(s) to be operated on. These can include expressions to rename the output (e.g., `NewCol = Col`). When left empty, the rolling count is calculated for all applicable columns.
op_control	OperationControl	Defines how special cases should behave. When `None`, the default `OperationControl` settings will be used.

Returns

An UpdateByOperation to be used in an update_by table operation.

Examples

One column, no groups

The following example calculates the tick-based (row-based) EMMAX of the X column, renaming the resulting column to EmMaxX. The decay rate, decay_ticks is set to 2. No grouping columns are specified, so the EMMAX is calculated over all rows.

from deephaven.updateby import emmax_tick
from deephaven import empty_table

source = empty_table(10).update(
    ["Letter = (i % 2 == 0) ? `A` : `B`", "X = randomInt(0,25)"]
)

result = source.update_by(ops=emmax_tick(decay_ticks=2, cols=["EmMaxX = X"]))

result
source

One EMMAX column, one grouping column

The following example builds on the previous by specifying Letter as the key column. Thus, the EMMAX is calculated on a per-letter basis.

from deephaven.updateby import emmax_tick
from deephaven import empty_table

source = empty_table(10).update(
    ["Letter = (i % 2 == 0) ? `A` : `B`", "X = randomInt(0,25)"]
)

result = source.update_by(
    ops=emmax_tick(decay_ticks=2, cols=["EmMaxX = X"]), by=["Letter"]
)

result
source

Multiple EMMAX columns, multiple grouping columns

The following example builds on the previous by calculating the EMMAX of multiple columns in the same UpdateByOperation. Also, the groups are defined by unique combinations of letter and boolean in the Letter and Truth columns, respectively.

from deephaven.updateby import emmax_tick
from deephaven import empty_table

source = empty_table(20).update(
    [
        "Letter = (i % 2 == 0) ? `A` : `B`",
        "Truth = randomBool()",
        "X = randomInt(0,25)",
        "Y = randomInt(0,25)",
    ]
)

result = source.update_by(
    ops=emmax_tick(decay_ticks=2, cols=["EmMaxX = X", "EmMax_Y = Y"]),
    by=["Letter", "Truth"],
)

result
source

Multiple `UpdateByOperations`, multiple grouping columns

The following example builds on the previous by calculating the EMMAX of multiple columns, each with its own UpdateByOperation. This allows each EMMAX to have its own decay rate. The different decay rates are reflected in the renamed resultant column names.

from deephaven.updateby import emmax_tick
from deephaven import empty_table

source = empty_table(20).update(
    [
        "Letter = (i % 2 == 0) ? `A` : `B`",
        "Truth = randomBool()",
        "X = randomInt(0,25)",
        "Y = randomInt(0,25)",
    ]
)

emmax_x = emmax_tick(decay_ticks=2, cols=["EmMaxX2rows = X"])
emmax_y = emmax_tick(decay_ticks=4, cols=["EmMaxY5rows = Y"])

result = source.update_by(ops=[emmax_x, emmax_y], by=["Letter", "Truth"])

result
source

Syntax​

Parameters​

Returns​

Examples​

One column, no groups​

One EMMAX column, one grouping column​

Multiple EMMAX columns, multiple grouping columns​

Multiple UpdateByOperations, multiple grouping columns​

Related documentation​