Class DoubleEMAOperator

All Implemented Interfaces:
UpdateByOperator

public class DoubleEMAOperator
extends BasePrimitiveEMAOperator
  • Constructor Details

    • DoubleEMAOperator

      public DoubleEMAOperator​(@NotNull MatchPair pair, @NotNull String[] affectingColumns, @NotNull EmaControl control, @Nullable LongRecordingUpdateByOperator timeRecorder, long timeScaleUnits, @NotNull ColumnSource<Double> valueSource, @Nullable RedirectionIndex redirectionIndex)
      An operator that computes an EMA from a double 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.
      timeRecorder - an optional recorder for a timestamp column. If this is null, it will be assumed time is measured in integer ticks.
      timeScaleUnits - the smoothing window for the EMA. If no timeRecorder is provided, this is measured
      valueSource - the input column source. Used when determining reset positions for reprocessing