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https://issues.apache.org/jira/browse/SOLR-11377?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16196417#comment-16196417
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Joel Bernstein edited comment on SOLR-11377 at 10/9/17 1:17 AM:
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Thanks [~tsornin]!
I made a change to the formula for the exponential moving average based on the
example provided here:
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
I plotted the approach Mathew had originally contributed and the one from the
link above and they were very similar. I was able to replicate the example
provided in the link and that made me feel more comfortable about the results.
I also limited the test cases to the core use case of providing only window
parameter. We can expand the test cases in the future.
was (Author: joel.bernstein):
Thanks [~tsornin]!
I made a change to the formula for the exponential moving average based on the
example provided:
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
I plotted the approach Mathew had originally contributed and the one from the
link above and they were very similar. I was able to replicate the example
provided in the link and that made me feel more comfortable about the results.
I also limited the test cases to the core use case of providing only window
parameter. We can expand the test cases in the future.
> Add expMovingAverage (exponential moving average) Stream Evaluator
> ------------------------------------------------------------------
>
> Key: SOLR-11377
> URL: https://issues.apache.org/jira/browse/SOLR-11377
> Project: Solr
> Issue Type: New Feature
> Security Level: Public(Default Security Level. Issues are Public)
> Reporter: Joel Bernstein
> Assignee: Joel Bernstein
> Fix For: 7.1, master (8.0)
>
> Attachments: SOLR-11377.patch, SOLR-11377.patch
>
>
> This ticket will add the exponential moving average Stream Evaluator.
> Syntax:
> {code}
> expMovingAvg(colA)
> {code}
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