Moving Function Aggregation Usage

Given an ordered series of data, the Moving Function aggregation will slide a window across the data and allow the user to specify a custom script that is executed on each window of data. For convenience, a number of common functions are predefined such as min/max, moving averages, etc.

This is conceptually very similar to the Moving Average pipeline aggregation, except it provides more functionality.

Only available in Elasticsearch 6.4.0+

Be sure to read the Elasticsearch documentation on Moving Function Aggregation

Fluent DSL example

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a => a
.DateHistogram("projects_started_per_month", dh => dh
    .Field(p => p.StartedOn)
    .Interval(DateInterval.Month)
    .MinimumDocumentCount(0)
    .Aggregations(aa => aa
        .Sum("commits", sm => sm
            .Field(p => p.NumberOfCommits)
        )
        .MovingFunction("commits_moving_avg", mv => mv
            .BucketsPath("commits")
            .Window(30)
            .Shift(0)
            .Script("MovingFunctions.unweightedAvg(values)")
        )
    )
)

Object Initializer syntax example

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new DateHistogramAggregation("projects_started_per_month")
{
    Field = "startedOn",
    Interval = DateInterval.Month,
    MinimumDocumentCount = 0,
    Aggregations =
        new SumAggregation("commits", "numberOfCommits")
        && new MovingFunctionAggregation("commits_moving_avg", "commits")
        {
            Window = 30,
            Shift = 0,
            Script = "MovingFunctions.unweightedAvg(values)"
        }
}

Example json output.

{
  "projects_started_per_month": {
    "date_histogram": {
      "field": "startedOn",
      "interval": "month",
      "min_doc_count": 0
    },
    "aggs": {
      "commits": {
        "sum": {
          "field": "numberOfCommits"
        }
      },
      "commits_moving_avg": {
        "moving_fn": {
          "buckets_path": "commits",
          "window": 30,
          "shift": 0,
          "script": "MovingFunctions.unweightedAvg(values)"
        }
      }
    }
  }
}

Handling Responses

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response.ShouldBeValid();

var projectsPerMonth = response.Aggregations.DateHistogram("projects_started_per_month");
projectsPerMonth.Should().NotBeNull();
projectsPerMonth.Buckets.Should().NotBeNull();
projectsPerMonth.Buckets.Count.Should().BeGreaterThan(0);

// average not calculated for the first bucket
foreach (var item in projectsPerMonth.Buckets.Skip(1))
{
    var movingAvg = item.Sum("commits_moving_avg");
    movingAvg.Should().NotBeNull();
    movingAvg.Value.Should().BeGreaterThan(0);
}

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