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

Class BaseBigNumberEmStdOperator<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.emstd.BaseBigNumberEmStdOperator<T>

Direct Known Subclasses:

BigDecimalEmStdOperator, BigIntegerEmStdOperator

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

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field	Description
protected final OperationControl	control
protected WritableColumnSource<BigDecimal>	emaSource
protected final @NotNull MathContext	mathContext
protected WritableColumnSource<BigDecimal>	maybeEmaInnerSource
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
BaseBigNumberEmStdOperator(@NotNull MatchPair pair, @NotNull String[] affectingColumns, @NotNull OperationControl control, @Nullable String timestampColumnName, double windowScaleUnits, @NotNull MathContext mathContext)	An operator that computes an EM Std output from a big number column using an exponential decay function.

Method Summary

Modifier and Type	Method	Description
void	applyOutputShift(@NotNull RowSet subRowSetToShift, long delta)	Apply a shift to the operation.
protected BigDecimal	computeAlpha(long dt, double timeScaleUnits)
protected BigDecimal	computeOneMinusAlpha(BigDecimal alpha)
protected void	handleBadData(BaseBigNumberEmStdOperator<T>.@NotNull Context ctx, boolean isNull)
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).
void	prepareForParallelPopulation(RowSet changedRows)	Prepare this operator output column for parallel updated.
void	startTrackingPrev()	Indicate that the operation should start tracking previous values for ticking updates.

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

clearOutputRows, getOutputColumns

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

copy, createInputModifiedColumnSet, createOutputModifiedColumnSet, extractDownstreamModifiedColumnSet, finishUpdate, getAffectingColumnNames, getFwdWindowUnits, getInputColumnNames, getInputModifiedColumnSet, getOutputColumnNames, getOutputModifiedColumnSet, getPrevWindowUnits, getTimestampColumnName, initializeRolling, 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.

mathContext

@NotNull
protected final @NotNull MathContext mathContext

opAlpha

protected final BigDecimal opAlpha

opOneMinusAlpha

protected final BigDecimal opOneMinusAlpha

valueSource

protected ColumnSource<?> valueSource

emaSource

protected WritableColumnSource<BigDecimal> emaSource

maybeEmaInnerSource

protected WritableColumnSource<BigDecimal> maybeEmaInnerSource

Constructor Details

BaseBigNumberEmStdOperator

public BaseBigNumberEmStdOperator(@NotNull
 @NotNull MatchPair pair,
 @NotNull
 @NotNull String[] affectingColumns,
 @NotNull
 @NotNull OperationControl control,
 @Nullable
 @Nullable String timestampColumnName,
 double windowScaleUnits,
 @NotNull
 @NotNull MathContext mathContext)

An operator that computes an EM Std 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>

startTrackingPrev

public void startTrackingPrev()

Description copied from class: UpdateByOperator

Indicate that the operation should start tracking previous values for ticking updates.

Overrides:

startTrackingPrev in class BaseObjectUpdateByOperator<BigDecimal>

applyOutputShift

public void applyOutputShift(@NotNull
 @NotNull RowSet subRowSetToShift,
 long delta)

Description copied from class: UpdateByOperator

Apply a shift to the operation.

Overrides:

applyOutputShift in class BaseObjectUpdateByOperator<BigDecimal>

prepareForParallelPopulation

public void prepareForParallelPopulation(RowSet changedRows)

Description copied from class: UpdateByOperator

Prepare this operator output column for parallel updated.

Overrides:

prepareForParallelPopulation in class BaseObjectUpdateByOperator<BigDecimal>

handleBadData

protected void handleBadData(@NotNull
 BaseBigNumberEmStdOperator<T>.@NotNull Context ctx,
 boolean isNull)

computeAlpha

protected BigDecimal computeAlpha(long dt,
 double timeScaleUnits)

computeOneMinusAlpha

protected BigDecimal computeOneMinusAlpha(BigDecimal alpha)