Funções de janela e coleções de séries temporais

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MDB_URI="mongodb+srv://USERNAME:PASSWORD@YOURCLUSTER.mongodb.net/DATABASE?retryWrites=true&w=majority"

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// From init_database.js
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db.createCollection("stock_exchange_data", {
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    timeseries: {
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        timeField: "ts",
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        metaField: "source",
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        granularity: "hours"
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    }
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});

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mongoimport --uri $MDB_URI indexProcessed.json --collection stock_exchange_data

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{
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    "source": {
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        "Region": "Hong Kong",
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        "Exchange": "Hong Kong Stock Exchange",
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        "Index": "HSI",
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        "Currency": "HKD"
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    },
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    "ts": {
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        "$date": "1986-12-31T00:00:00+00:00"
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    },
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    "open": {
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        "$numberDecimal": "2568.300049"
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    },
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    "high": {
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        "$numberDecimal": "2568.300049"
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    },
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    "low": {
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        "$numberDecimal": "2568.300049"
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    },
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    "close": {
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        "$numberDecimal": "2568.300049"
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    },
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    "adjustedClose": {
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        "$numberDecimal": "2568.300049"
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    },
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    "volume": {
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        "$numberDecimal": "0.0"
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    },
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    "closeUSD": {
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        "$numberDecimal": "333.87900637"
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    }
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}

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[{
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    $setWindowFields: {
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        partitionBy: "$source",
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        sortBy: { ts: 1 },
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        output: {
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            "window.rollingCloseUSD": {
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                $avg: "$closeUSD",
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                window: {
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                    documents: [-5, 0]
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                }
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            }
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        }
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    }
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},
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{
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    $merge: {
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        into: "stock_exchange_data_processed",
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        whenMatched: "replace"
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    }
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}]

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{
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    $setWindowFields: {
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        partitionBy: "$source",
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        sortBy: { ts: 1 },
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        output: {
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            "window.rollingCloseUSD": {
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                $avg: "$closeUSD",
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                window: {
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                    documents: [-5, 0]
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                }
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            },
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            "window.dailyDifference": {
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                $derivative: {
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                    input: "$closeUSD",
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                    unit: "day"
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                },
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                window: {
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                    documents: [-1, 0]
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                }
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            },
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        }
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    }
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}