Package io.deephaven.engine.table.impl.updateby.em

Class BaseBigNumberEMOperator<T>

java.lang.Object

io.deephaven.engine.table.impl.updateby.UpdateByOperator

io.deephaven.engine.table.impl.updateby.internal.BaseObjectUpdateByOperator<BigDecimal>

io.deephaven.engine.table.impl.updateby.em.BaseBigNumberEMOperator<T>

Direct Known Subclasses:

BigDecimalEMOperator, BigIntegerEMOperator

public abstract class BaseBigNumberEMOperator<T>
extends BaseObjectUpdateByOperator<BigDecimal>

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
class	BaseBigNumberEMOperator.Context
static interface	BaseBigNumberEMOperator.EmFunction

Field Summary

Fields

Modifier and Type	Field	Description
protected final OperationControl	control
protected final BigDecimal	opAlpha
protected final BigDecimal	opOneMinusAlpha
protected final double	reverseWindowScaleUnits	For EM operators, we can allow floating-point tick/time units.
protected ColumnSource<?>	valueSource

Fields inherited from class io.deephaven.engine.table.impl.updateby.internal.BaseObjectUpdateByOperator

colType, maybeInnerSource, outputSource

Fields inherited from class io.deephaven.engine.table.impl.updateby.UpdateByOperator

affectingColumns, forwardWindowScaleUnits, inputModifiedColumnSet, isWindowed, outputModifiedColumnSet, pair, rowRedirection, timestampColumnName

Constructor Summary

Constructors

Constructor	Description
BaseBigNumberEMOperator(@NotNull MatchPair pair, @NotNull String[] affectingColumns, @NotNull OperationControl control, @Nullable String timestampColumnName, double windowScaleUnits, @NotNull BaseBigNumberEMOperator.EmFunction aggFunction)	An operator that computes an EM output from a big number column using an exponential decay function.

Method Summary

Modifier and Type	Method	Description
void	initializeCumulative(UpdateByOperator.Context updateContext, long firstUnmodifiedKey, long firstUnmodifiedTimestamp, @NotNull RowSet bucketRowSet)	Initialize the bucket context for a cumulative operator
void	initializeSources(@NotNull Table source, @Nullable RowRedirection rowRedirection)	Initialize this operator with a specific source table (and row redirection if needed).

Methods inherited from class io.deephaven.engine.table.impl.updateby.internal.BaseObjectUpdateByOperator

applyOutputShift, clearOutputRows, getOutputColumns, prepareForParallelPopulation, startTrackingPrev

Methods inherited from class io.deephaven.engine.table.impl.updateby.UpdateByOperator

copy, createInputModifiedColumnSet, createOutputModifiedColumnSet, extractDownstreamModifiedColumnSet, finishUpdate, getAffectingColumnNames, getFwdWindowUnits, getInputColumnNames, getInputModifiedColumnSet, getOutputColumnNames, getOutputModifiedColumnSet, getPrevWindowUnits, getTimestampColumnName, initializeCumulativeWithKeyValues, initializeRolling, initializeRollingWithKeyValues, makeUpdateContext, requiresRowPositions

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

control

protected final OperationControl control

reverseWindowScaleUnits

protected final double reverseWindowScaleUnits

For EM operators, we can allow floating-point tick/time units.

opAlpha

protected final BigDecimal opAlpha

opOneMinusAlpha

protected final BigDecimal opOneMinusAlpha

valueSource

protected ColumnSource<?> valueSource

Constructor Details

BaseBigNumberEMOperator

public BaseBigNumberEMOperator(@NotNull
 @NotNull MatchPair pair,
 @NotNull
 @NotNull String[] affectingColumns,
 @NotNull
 @NotNull OperationControl control,
 @Nullable
 @Nullable String timestampColumnName,
 double windowScaleUnits,
 @NotNull
 @NotNull BaseBigNumberEMOperator.EmFunction aggFunction)

An operator that computes an EM output from a big number column using an exponential decay function.

Parameters:

pair - the MatchPair that defines the input/output for this operation

affectingColumns - the names of the columns that affect this ema

control - defines how to handle null input values.

timestampColumnName - the name of the column containing timestamps for time-based calcuations

windowScaleUnits - the smoothing window for the EMA. If no timestampColumnName is provided, this is measured in ticks, otherwise it is measured in nanoseconds

Method Details

initializeSources

public void initializeSources(@NotNull
 @NotNull Table source,
 @Nullable
 @Nullable RowRedirection rowRedirection)

Description copied from class: UpdateByOperator

Initialize this operator with a specific source table (and row redirection if needed). This will be called exactly once per operator.

Overrides:

initializeSources in class BaseObjectUpdateByOperator<BigDecimal>

initializeCumulative

public void initializeCumulative(@NotNull
 UpdateByOperator.Context updateContext,
 long firstUnmodifiedKey,
 long firstUnmodifiedTimestamp,
 @NotNull
 @NotNull RowSet bucketRowSet)

Description copied from class: UpdateByOperator

Initialize the bucket context for a cumulative operator

Overrides:

initializeCumulative in class BaseObjectUpdateByOperator<BigDecimal>