August 2019
Intermediate to advanced
560 pages
13h 41m
English
Content preview from Advanced Elasticsearch 7.0
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derivative
The purpose of this is to calculate the derivate (first order, second order) of each bucket from the aggregation in the previous stage:
- Example: The purpose is to compute the derivative of the closing price change side by side with the monthly closing price change for the ACWF ETF in the cf_etf_hist_price index:
"query":{"match": {"symbol":"ACWF"}},"aggs":{"monthly_change": {"date_histogram":{"field": "date","interval": "month","format": "yyyy-MM-dd"},"aggs":{"change_on_month":{"sum":{"field":"change"}},"first_order_derivative":{"derivative": {"buckets_path": "change_on_month"}},"second_order_derivative": {"derivative": {"buckets_path": "first_order_derivative"}}}}}
- Resulting buckets: The first_order_derivative and second order ...
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