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

Clone the repository:

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

Build / Install the project:

cargo build --release

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

Usage

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
```

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"

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.

kapacitor-multi-indicator-batch-udf 0.1.1