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237 lines
8.2 KiB
SQL
237 lines
8.2 KiB
SQL
SELECT 'exponentialMovingAverage';
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialMovingAverage(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialMovingAverage(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number AS value, number AS time, exponentialMovingAverage(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 1, 50) AS bar
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FROM
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(
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SELECT
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(number = 0) OR (number >= 25) AS value,
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number AS time,
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exponentialMovingAverage(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 1, 50) AS bar
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FROM
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(
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SELECT
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(number % 5) = 0 AS value,
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number AS time,
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exponentialMovingAverage(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT 'exponentialTimeDecayedSum';
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedSum(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedSum(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number AS value, number AS time, exponentialTimeDecayedSum(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 10, 50) AS bar
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FROM
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(
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SELECT
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(number = 0) OR (number >= 25) AS value,
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number AS time,
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exponentialTimeDecayedSum(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 1, 50) AS bar
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FROM
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(
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SELECT
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(number % 5) = 0 AS value,
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number AS time,
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exponentialTimeDecayedSum(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT 'exponentialTimeDecayedMax';
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedMax(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedMax(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number AS value, number AS time, exponentialTimeDecayedMax(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 10, 50) AS bar
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FROM
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(
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SELECT
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(number = 0) OR (number >= 25) AS value,
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number AS time,
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exponentialTimeDecayedMax(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 1, 50) AS bar
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FROM
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(
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SELECT
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(number % 5) = 0 AS value,
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number AS time,
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exponentialTimeDecayedMax(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT 'exponentialTimeDecayedCount';
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedCount(1)(time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedCount(10)(time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number AS value, number AS time, exponentialTimeDecayedCount(1)(time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 10, 50) AS bar
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FROM
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(
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SELECT
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(number = 0) OR (number >= 25) AS value,
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number AS time,
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exponentialTimeDecayedCount(5)(time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 20, 50) AS bar
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FROM
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(
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SELECT
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(number % 5) = 0 AS value,
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number AS time,
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exponentialTimeDecayedCount(10)(time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT 'exponentialTimeDecayedAvg';
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedAvg(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number = 0 AS value, number AS time, exponentialTimeDecayedAvg(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT value, time, round(exp_smooth, 3) FROM (SELECT number AS value, number AS time, exponentialTimeDecayedAvg(1)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(10));
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 5, 50) AS bar
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FROM
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(
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SELECT
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(number = 0) OR (number >= 25) AS value,
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number AS time,
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exponentialTimeDecayedAvg(10)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT
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value,
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time,
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round(exp_smooth, 3),
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bar(exp_smooth, 0, 0.5, 50) AS bar
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FROM
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(
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SELECT
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(number % 5) = 0 AS value,
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number AS time,
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exponentialTimeDecayedAvg(100)(value, time) OVER (ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth
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FROM numbers(50)
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);
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SELECT 'Check `exponentialTimeDecayed.*` supports sliding windows';
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SELECT
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x,
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t,
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round(sum, 12),
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round(max, 12),
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round(count, 12),
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round(avg, 12)
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FROM
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(
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SELECT
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d[1] AS x,
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d[2] AS t,
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exponentialTimeDecayedSum(100)(x, t) OVER w AS sum,
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exponentialTimeDecayedMax(100)(x, t) OVER w AS max,
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exponentialTimeDecayedCount(100)(t) OVER w AS count,
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exponentialTimeDecayedAvg(100)(x, t) OVER w AS avg
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FROM
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(
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SELECT [[2, 1], [1, 2], [0, 3], [4, 4], [5, 5], [1, 6], [0, 7], [10, 8]] AS d
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)
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ARRAY JOIN d
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WINDOW w AS (ORDER BY 1 ASC Rows BETWEEN 2 PRECEDING AND 2 FOLLOWING)
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);
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SELECT
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x,
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t,
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round(sum, 12),
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round(max, 12),
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round(count, 12),
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round(avg, 12)
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FROM
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(
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SELECT
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sin(number) AS x,
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number AS t,
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exponentialTimeDecayedSum(100)(x, t) OVER w AS sum,
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exponentialTimeDecayedMax(100)(x, t) OVER w AS max,
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exponentialTimeDecayedCount(100)(t) OVER w AS count,
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exponentialTimeDecayedAvg(100)(x, t) OVER w AS avg
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FROM numbers(1000000)
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WINDOW w AS (ORDER BY 1 ASC Rows BETWEEN 2 PRECEDING AND 2 FOLLOWING)
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)
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FORMAT `Null`;
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SELECT 'Check `exponentialTimeDecayedMax` works with negative values';
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SELECT
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x,
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t,
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round(max, 12)
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FROM
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(
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SELECT
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d[1] AS x,
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d[2] AS t,
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exponentialTimeDecayedMax(100)(-x, t) OVER w AS max
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FROM
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(
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SELECT [[2, 1], [1, 2], [10, 3], [4, 4], [5, 5], [1, 6], [10, 7], [10, 8], [10, 9], [9.81, 10], [9.9, 11]] AS d
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)
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ARRAY JOIN d
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WINDOW w AS (ORDER BY 1 ASC Rows BETWEEN 2 PRECEDING AND 2 FOLLOWING)
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);
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