exponentialMovingAveragePLPGSQLAggregateFunction.sql

-- From: https://stackoverflow.com/questions/8871426/how-to-calculate-an-exponential-moving-average-on-postgres
start transaction;

create or replace function ema_func(state numeric, inval numeric, alpha numeric)
  returns numeric
  language plpgsql as $$
begin
  return case
         when state is null then inval
         else alpha * inval + (1-alpha) * state
         end;
end
$$;

drop aggregate if exists ema(numeric, numeric);
create aggregate ema(numeric, numeric) (sfunc = ema_func, stype = numeric);

commit transaction;