Add moving average function

docs/development/plugins/expressions/public/kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.md

@@ -22,6 +22,7 @@ export interface ExpressionFunctionDefinitions
 |  [font](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.font.md) | <code>ExpressionFunctionFont</code> |  |
 |  [kibana\_context](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.kibana_context.md) | <code>ExpressionFunctionKibanaContext</code> |  |
 |  [kibana](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.kibana.md) | <code>ExpressionFunctionKibana</code> |  |
+|  [moving\_average](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.moving_average.md) | <code>ExpressionFunctionMovingAverage</code> |  |
 |  [theme](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.theme.md) | <code>ExpressionFunctionTheme</code> |  |
 |  [var\_set](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.var_set.md) | <code>ExpressionFunctionVarSet</code> |  |
 |  [var](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.var.md) | <code>ExpressionFunctionVar</code> |  |

docs/development/plugins/expressions/public/kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.moving_average.md

@@ -0,0 +1,11 @@
+<!-- Do not edit this file. It is automatically generated by API Documenter. -->
+
+[Home](./index.md) &gt; [kibana-plugin-plugins-expressions-public](./kibana-plugin-plugins-expressions-public.md) &gt; [ExpressionFunctionDefinitions](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.md) &gt; [moving\_average](./kibana-plugin-plugins-expressions-public.expressionfunctiondefinitions.moving_average.md)
+
+## ExpressionFunctionDefinitions.moving\_average property
+
+<b>Signature:</b>
+
+```typescript
+moving_average: ExpressionFunctionMovingAverage;
+```

docs/development/plugins/expressions/server/kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.md

@@ -22,6 +22,7 @@ export interface ExpressionFunctionDefinitions
 |  [font](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.font.md) | <code>ExpressionFunctionFont</code> |  |
 |  [kibana\_context](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.kibana_context.md) | <code>ExpressionFunctionKibanaContext</code> |  |
 |  [kibana](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.kibana.md) | <code>ExpressionFunctionKibana</code> |  |
+|  [moving\_average](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.moving_average.md) | <code>ExpressionFunctionMovingAverage</code> |  |
 |  [theme](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.theme.md) | <code>ExpressionFunctionTheme</code> |  |
 |  [var\_set](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.var_set.md) | <code>ExpressionFunctionVarSet</code> |  |
 |  [var](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.var.md) | <code>ExpressionFunctionVar</code> |  |

docs/development/plugins/expressions/server/kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.moving_average.md

@@ -0,0 +1,11 @@
+<!-- Do not edit this file. It is automatically generated by API Documenter. -->
+
+[Home](./index.md) &gt; [kibana-plugin-plugins-expressions-server](./kibana-plugin-plugins-expressions-server.md) &gt; [ExpressionFunctionDefinitions](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.md) &gt; [moving\_average](./kibana-plugin-plugins-expressions-server.expressionfunctiondefinitions.moving_average.md)
+
+## ExpressionFunctionDefinitions.moving\_average property
+
+<b>Signature:</b>
+
+```typescript
+moving_average: ExpressionFunctionMovingAverage;
+```

src/plugins/expressions/common/expression_functions/specs/index.ts

@@ -27,6 +27,7 @@ import { AnyExpressionFunctionDefinition } from '../types';
 import { theme } from './theme';
 import { cumulativeSum } from './cumulative_sum';
 import { derivative } from './derivative';
+import { movingAverage } from './moving_average';
 
 export const functionSpecs: AnyExpressionFunctionDefinition[] = [
   clog,
@@ -38,6 +39,7 @@ export const functionSpecs: AnyExpressionFunctionDefinition[] = [
   theme,
   cumulativeSum,
   derivative,
+  movingAverage,
 ];
 
 export * from './clog';
@@ -49,3 +51,4 @@ export * from './var';
 export * from './theme';
 export * from './cumulative_sum';
 export * from './derivative';
+export * from './moving_average';

src/plugins/expressions/common/expression_functions/specs/moving_average.ts

@@ -0,0 +1,167 @@
+/*
+ * Licensed to Elasticsearch B.V. under one or more contributor
+ * license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright
+ * ownership. Elasticsearch B.V. licenses this file to you under
+ * the Apache License, Version 2.0 (the "License"); you may
+ * not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing,
+ * software distributed under the License is distributed on an
+ * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+ * KIND, either express or implied.  See the License for the
+ * specific language governing permissions and limitations
+ * under the License.
+ */
+
+import { i18n } from '@kbn/i18n';
+import { ExpressionFunctionDefinition } from '../types';
+import { Datatable } from '../../expression_types';
+import { buildResultColumns, getBucketIdentifier } from './series_calculation_helpers';
+
+export interface MovingAverageArgs {
+  by?: string[];
+  inputColumnId: string;
+  outputColumnId: string;
+  outputColumnName?: string;
+  window?: number;
+}
+
+export type ExpressionFunctionMovingAverage = ExpressionFunctionDefinition<
+  'movingAverage',
+  Datatable,
+  MovingAverageArgs,
+  Datatable
+>;
+
+/**
+ * Calculates the movingAverage of a specified column in the data table.
+ *
+ * Also supports multiple series in a single data table - use the `by` argument
+ * to specify the columns to split the calculation by.
+ * For each unique combination of all `by` columns a separate movingAverage will be calculated.
+ * The order of rows won't be changed - this function is not modifying any existing columns, it's only
+ * adding the specified `outputColumnId` column to every row of the table without adding or removing rows.
+ *
+ * Behavior:
+ * * Will write the movingAverage of `inputColumnId` into `outputColumnId`
+ * * If provided will use `outputColumnName` as name for the newly created column. Otherwise falls back to `outputColumnId`
+ * * MovingAverage always starts with an undefined value for the first row of a series. Each next cell will contain sum of the last
+ * * [window] of values divided by [window] excluding the current bucket.
+ * If either of window edges moves outside the borders of data series, the window shrinks to include available values only.
+ *
+ * Edge cases:
+ * * Will return the input table if `inputColumnId` does not exist
+ * * Will throw an error if `outputColumnId` exists already in provided data table
+ * * If any value of the previous [window] values of the same series equals to `null` or `undefined`, it will be skipped in calculation.
+ * * If all of the last [window] values are equal to `null` or `undefined`, moving average will be set to undefined too.
+ * * For all values besides `null` and `undefined`, the value will be cast to a number before it's used in the
+ *   calculation of the current series even if this results in `NaN` (like in case of objects).
+ * * To determine separate series defined by the `by` columns, the values of these columns will be cast to strings
+ *   before comparison. If the values are objects, the return value of their `toString` method will be used for comparison.
+ */
+export const movingAverage: ExpressionFunctionMovingAverage = {
+  name: 'movingAverage',
+  type: 'datatable',
+
+  inputTypes: ['datatable'],
+
+  help: i18n.translate('expressions.functions.movingAverage.help', {
+    defaultMessage: 'Calculates the movingAverage of a column in a data table',
+  }),
+
+  args: {
+    by: {
+      help: i18n.translate('expressions.functions.movingAverage.args.byHelpText', {
+        defaultMessage: 'Column to split the movingAverage calculation by',
+      }),
+      multi: true,
+      types: ['string'],
+      required: false,
+    },
+    inputColumnId: {
+      help: i18n.translate('expressions.functions.movingAverage.args.inputColumnIdHelpText', {
+        defaultMessage: 'Column to calculate the movingAverage of',
+      }),
+      types: ['string'],
+      required: true,
+    },
+    outputColumnId: {
+      help: i18n.translate('expressions.functions.movingAverage.args.outputColumnIdHelpText', {
+        defaultMessage: 'Column to store the resulting movingAverage in',
+      }),
+      types: ['string'],
+      required: true,
+    },
+    outputColumnName: {
+      help: i18n.translate('expressions.functions.movingAverage.args.outputColumnNameHelpText', {
+        defaultMessage: 'Name of the column to store the resulting movingAverage in',
+      }),
+      types: ['string'],
+      required: false,
+    },
+    window: {
+      help: i18n.translate('expressions.functions.movingAverage.args.windowHelpText', {
+        defaultMessage: 'The size of window to "slide" across the histogram.',
+      }),
+      types: ['number'],
+      required: false,
+      default: 5,
+    },
+  },
+
+  fn(input, { by, inputColumnId, outputColumnId, outputColumnName, window = 5 }) {
+    const resultColumns = buildResultColumns(
+      input,
+      outputColumnId,
+      inputColumnId,
+      outputColumnName
+    );
+
+    if (!resultColumns) {
+      return input;
+    }
+
+    const lastNValuesByBucket: Partial<Record<string, Array<number | undefined>>> = {};
+    const a = {
+      ...input,
+      columns: resultColumns,
+      rows: input.rows.map((row) => {
+        const newRow = { ...row };
+
+        const bucketIdentifier = getBucketIdentifier(row, by);
+        const lastNValues = lastNValuesByBucket[bucketIdentifier];
+        const currentValue = newRow[inputColumnId];
+        const sanitizedLastNValues = lastNValues?.filter((v) => v != null) as number[];
+
+        if (sanitizedLastNValues != null && sanitizedLastNValues.length) {
+          const sanitizedSum = sanitizedLastNValues.reduce(
+            (acc: number, current: number) => acc + current,
+            0
+          );
+          newRow[outputColumnId] = sanitizedSum / sanitizedLastNValues.length;
+        } else {
+          newRow[outputColumnId] = undefined;
+        }
+
+        if (currentValue != null && lastNValues != null) {
+          lastNValuesByBucket[bucketIdentifier] = [...lastNValues, Number(currentValue)].slice(
+            -window
+          );
+        } else if (currentValue != null) {
+          lastNValuesByBucket[bucketIdentifier] = [Number(currentValue)];
+        } else if (lastNValues != null) {
+          lastNValuesByBucket[bucketIdentifier] = [...lastNValues, undefined].slice(-window);
+        } else {
+          lastNValuesByBucket[bucketIdentifier] = undefined;
+        }
+        return newRow;
+      }),
+    };
+    // console.log(a);
+    return a;
+  },
+};