Kapacitor Multi-Indicator Batch UDF

Overview

This project implements a User-Defined Function (UDF) for Kapacitor, providing batch processing capabilities for multiple financial indicators. Currently, it supports Exponential Moving Average (EMA) and Simple Moving Average (SMA) calculations and can be easily extended for other indicators.

Features

• Batch processing of time series data
• Support for multiple indicators (EMA and SMA)
• Unix socket communication with Kapacitor
• Asynchronous processing using async-std
• Configurable options for each indicator

Requirements

• Rust 1.70 or later
• Kapacitor 1.6 or later

Installation

1. Clone the repository:

   git clone https://github.com/suitable-name/kapacitor-udf-indicator-batch-rs
   cd kapacitor-multi-indicator-udf
   

2. Build / Install the project:

   cargo build --release
   

   or

   sudo cargo install --path . --root /usr/local
   

Usage

1. Start the UDF server:

   ./target/release/kapacitor-multi-indicator-udf
   

   By default, the server listens on /tmp/indicator-batch.sock. You can specify a different socket path using the -s or --socket option:

   ./target/release/kapacitor-multi-indicator-udf -s /path/to/custom/socket.sock
   

2. Configure Kapacitor to use this UDF. Add the following to your Kapacitor configuration file:

   [udfs]
     [udfs.functions]
       [udfs.functions.indicator]
         socket = "/tmp/kapacitor-multi-indicator-udf"
         timeout = "10s"
   

3. Use the UDF in your TICKscripts:

    batch
        |query('''
            SELECT "EUR"
            FROM "stocks"."autogen"."ticker_data"
        ''')
            .period(1d)
            // Process one day's worth of data
            .every(1d)
            // Run the batch every day
            .offset(0s)
            // Start from the earliest data available
            .groupBy('ticker')
        @indicators()
            .type('EMA')
            .field('last_price')
            .as('last_price_ema')
            .period(14)
            .ticker_field('ticker')
        |influxDBOut()
            .database('stocks')
            .retentionPolicy('autogen')
            .measurement('Stocks_EMA_batch')
            .tag('kapacitor', 'true')
   

Configuration Options

• type: The type of indicator to calculate (EMA or SMA)
• period: The period for the indicator calculation
• field: The field name in the incoming data to use for calculations
• as: The field name to use for the calculated indicator value in the output
• ticker_field: The field name containing the ticker or symbol for the data point

Development

To run with debug logging:

RUST_LOG=debug ./target/release/kapacitor-multi-indicator-udf

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the MIT License - see the LICENSE file for details.