stats-incremental - npm Package Compare versions

Comparing version 1.1.0 to 1.2.0

package.json

 {
   "name": "stats-incremental",
-  "version": "1.1.0",
+  "version": "1.2.0",
   "description": "A simple tool for calculating incremental stats on numeric streams.",
@@ -11,3 +11,3 @@ "main": "stats.js",
   "scripts": {
-    "test": "node test/"
+    "test": "node test/ && standard"
   },
@@ -39,4 +39,5 @@ "keywords": [
   "devDependencies": {
-    "stats-lite": "^1.0.3",
-    "tape": "~2.14.0"
+    "standard": "~10.0.2",
+    "stats-lite": "^2.1.0",
+    "tape": "~4.7.0"
   },
@@ -43,0 +44,0 @@ "repository": {

README.md

@@ -16,2 +16,3 @@ stats-incremental
   * standard_deviation
+  * simple moving average
 
@@ -44,3 +45,4 @@ This module can be used either with Node `streams` via a wrapper such as `through2` or without being streaming.
   variance: 5.851843979168881,
-  standard_deviation: 2.419058490233107 }
+  standard_deviation: 2.419058490233107,
+  sma50: 6.82 }
 */
@@ -84,3 +86,4 @@
     variance: 0.08331362954827709,
-    standard_deviation: 0.28864100462040576 }
+    standard_deviation: 0.28864100462040576,
+    sma50: 0.5422519558777934 }
   { n: 200000,
@@ -92,3 +95,4 @@ min: 2.0884908735752106e-7,
     variance: 0.08316120223669865,
-    standard_deviation: 0.2883768406732736 }
+    standard_deviation: 0.2883768406732736,
+    sma50: 0.4396136475716979 }
 */
@@ -101,14 +105,12 @@
 
-`var stats = require("stats-incremental")()`
----
+## `const Stats = require("stats-incremental")`
+## `var stats = new Stats(smaBins)`
 
-Create a new incremental stats aggregator.
+Create a new incremental stats aggregator. The `smaBins` argument is optional (default 50) and will choose the size of recent window to retain to calculate the Simple Moving Average on the recent data.
 
-`stats.update(value)`
----
+## `stats.update(value)`
 
 Update the aggregator with a value. Converted to a Number via parseFloat. If this results in NaN the update is skipped.
 
-`stats.getAll()`
----
+## `stats.getAll()`
 
@@ -126,40 +128,38 @@ Get a up-to-date clone of all of the stats stored.
   variance: 5.851843979168881,
-  standard_deviation: 2.419058490233107 }
+  standard_deviation: 2.419058490233107,
+  sma50: 6.82 }
 ```
 
-`stats.n`
----
+## `stats.n`
 
 The count of observations.
 
-`stats.min`
----
+## `stats.min`
 
 The min value observed.
 
-`stats.max`
----
+## `stats.max`
 
 The max value observed.
 
-`stats.sum`
----
+## `stats.sum`
 
 The sum of all values observed.
 
-`stats.mean`
----
+## `stats.mean`
 
 The arithmetic mean of the observations.
 
-`stats.variance`
----
+## `stats.variance`
 
 The variance from the mean.
 
-`stats.standard_deviation`
----
+## `stats.standard_deviation`
 
 The standard deviation of the values from the mean.
 
+## `stats.smaXX`
+
+Get the Simple Moving Average of the recent data. Default is to store 50 recent records and expose an `sma50` property with the simple moving average. If the `Stats` object is created with an argument of a number of SMA bins, the property will reflect the number of bins, e.g. `Stats(100)` will have an `sma100` instead of `sma50` property.
+
 Alternatives
@@ -166,0 +166,0 @@ ---

stats.js

@@ -1,7 +0,9 @@
-"use strict";
+'use strict'
 
+const statslite = require('stats-lite')
+
 module.exports = Stats
 
-function Stats() {
-  if (!(this instanceof Stats)) return new Stats()
+function Stats (smaBins) {
+  if (!(this instanceof Stats)) return new Stats(smaBins)
   this.n = 0
@@ -12,18 +14,38 @@ this.min = Number.MAX_VALUE
   this.mean = 0
-  Object.defineProperty(this, "q", {
+  if (smaBins == null || smaBins <= 0) {
+    smaBins = 50
+  }
+  if (smaBins !== (smaBins | 0)) {
+    throw new Error('SMA option must be an integer')
+  }
+  Object.defineProperty(this, 'smaBins', {
     enumerable: false,
+    writable: false,
+    value: smaBins
+  })
+  Object.defineProperty(this, '_bins', {
+    enumerable: false,
+    writable: false,
+    value: []
+  })
+  Object.defineProperty(this, 'q', {
+    enumerable: false,
     writable: true,
     value: 0
   })
-  Object.defineProperty(this, "variance", {
+  Object.defineProperty(this, 'variance', {
     enumerable: true,
-    get: function () { return this.q / this.n }
+    get: () => { return this.q / this.n }
   })
-  Object.defineProperty(this, "standard_deviation", {
+  Object.defineProperty(this, 'standard_deviation', {
     enumerable: true,
-    get: function () { return Math.sqrt(this.q / this.n)}
+    get: () => { return Math.sqrt(this.q / this.n) }
   })
+  Object.defineProperty(this, `sma${smaBins}`, {
+    enumerable: true,
+    get: () => { return statslite.mean(this._bins) }
+  })
 }
 
-Stats.prototype.update = function update(value) {
+Stats.prototype.update = function update (value) {
   var num = parseFloat(value)
@@ -41,5 +63,9 @@ if (isNaN(num)) {
   this.q = this.q + (num - prevMean) * (num - this.mean)
+  this._bins.push(value)
+  if (this._bins.length > this.smaBins) {
+    this._bins.shift()
+  }
 }
 
-Stats.prototype.getAll = function getAll() {
+Stats.prototype.getAll = function getAll () {
   if (this.n === 0) {
@@ -57,3 +83,4 @@ return null
   }
+  s[`sma${this.smaBins}`] = this[`sma${this.smaBins}`]
   return s
 }

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Improved metrics

Total package byte prevSize

7720

increased by22.04%

Lines of code

78

increased by50%

Worsened metrics

Dev dependency count

3

increased by50%

No dependency changes