如何使用mongodb mapreduce计算简单移动平均值?

如何使用mongodb mapreduce计算简单移动平均值?,mongodb,mapreduce,moving-average,Mongodb,Mapreduce,Moving Average,我在mongodb集合中有以下格式的时间序列数据: { "Name" : "AKBNK", "Date" : ISODate("2009-01-02T00:00:00Z"), "Close" : 3.256746559, } 我想使用mongodb mapreduce计算简单移动平均值。我尝试了如下方法来执行窗口滑动,但是当周期较大时,它的工作速度很慢 var mapper = function() { var i = 0, j = counter; i

我在mongodb集合中有以下格式的时间序列数据:

{
    "Name" : "AKBNK",
    "Date" : ISODate("2009-01-02T00:00:00Z"),
    "Close" : 3.256746559,
}
我想使用mongodb mapreduce计算简单移动平均值。我尝试了如下方法来执行窗口滑动,但是当周期较大时,它的工作速度很慢

var mapper = function() {
    var i = 0, j = counter;
    if (j < period) {
        j = period;
        i = period - counter;
    }
    for (; i < period && j <= limit; i++, j++) {
        emit (j, this.Close);
    }

    counter++;
}

var reducer = function(key, values) {
    return Array.sum(values);
}

var finalizer = function(key, reducedValue) {
    return reducedValue / period;
}

var period = 730;

db.data.mapReduce(mapper, reducer, {finalize: finalizer, out: "smaOut", query: {Name: "AKBNK"}, sort: {Date: -1}, limit: period * 2 - 1, scope: {counter: 1, period: period, limit: period * 2 - 1}});
var mapper=function(){
变量i=0,j=计数器;
如果(j对于(;i
db.data.aggregate({
    $match: {
        "Name": "AKBNK" // this stage will use and index if you have one on the "Name" field
    }
}, {
    $sort: { "Date": -1 }, // this stage will also use and index if you have one on "Date"
}, {
    $group: {
        "_id": null, // create one single document
        "allCloseValues": { $push: "$Close" } // that shall contain an array with all "Close" values
    }
}, {
    $addFields: {
        "copyOfAllCloseValues": "$allCloseValues" // duplicate the array
    }
}, {
    $unwind: {
        "path": "$copyOfAllCloseValues", // flatten the created single document
        "includeArrayIndex": "_id" // use the "_id" field to hold the array index
    }
}, {
    $project: {
        avg: {
            $avg: { // calculate the average of some part of the array "Close"
                $slice: [ "$allCloseValues", "$_id", 730 ] // which shall start at index "_id" and take up to 730 values
            }
        } 
    }
}, {
    $out: "smaOut" // write the resulting documents out to the "smaOut" collection
});