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add :delay, :rolling-min, and :rolling-max #919

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merged 2 commits into from Sep 25, 2018

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Add operators requested for alerting use-cases:

  • delay: can be used as an alternative to :offset for
    use-cases short offsets that need to run in the streaming
    path. Also it can be applied to any time series instead of
    just data expressions.
  • rolling-min: track the minimum value seen within a
    window. For data that is mostly smooth, but has some noise
    this can be a useful way to get a reasonable lower bound
    with little tuning required.
  • rolling-max: similar to rolling-min only using the max
    to get an upper bound.

Also refactors DES operators to use a new common base trait
that works for any implementation of OnlineAlgorithm.

Add operators requested for alerting use-cases:

- `delay`: can be used as an alternative to `:offset` for
  use-cases short offsets that need to run in the streaming
  path. Also it can be applied to any time series instead of
  just data expressions.
- `rolling-min`: track the minimum value seen within a
  window. For data that is mostly smooth, but has some noise
  this can be a useful way to get a reasonable lower bound
  with little tuning required.
- `rolling-max`: similar to `rolling-min` only using the max
  to get an upper bound.

Also refactors DES operators to use a new common base trait
that works for any implementation of OnlineAlgorithm.
@brharrington brharrington added this to the 1.6.0 milestone Sep 25, 2018
@brharrington brharrington merged commit e2bc0e9 into Netflix:master Sep 25, 2018
@brharrington brharrington deleted the online-expr-2 branch September 25, 2018 22:51
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