Cumulative Aggregate C Sequence Functions

All Cumulative Aggregate C functions take a single input sequence argument and produce a result sequence which is of the same type as the input sequence or of type double depending on the operation performed. The value of each element is the result of the specified operation on all of the preceding elements.

The function signatures are of the following form:

 
    MCO_RET mco_seq_cum_agg_operation_TYPE(mco_seq_iterator_h result, 
            mco_seq_iterator_h input);
             

where TYPE is one of the types listed in the Analytics Functions page and operation is one of the following:

mco_seq_cum_agg_max_TYPE()	Returns the result sequence of the same TYPE with the cumulative maximum: each element is the maximum value of all the preceding elements
mco_seq_cum_agg_min_TYPE()	Returns the result sequence of the same TYPE with the cumulative minimum: each element is the minimum value of all the preceding elements
mco_seq_cum_agg_sum_TYPE()	Returns the result sequence of the same TYPE with the cumulative sum: each element is the sum of all the preceding elements
mco_seq_cum_agg_prd_TYPE()	Returns the result sequence of the same TYPE with the cumulative product: each element is the product of all the preceding elements
mco_seq_cum_agg_avg_TYPE()	Returns the double result sequence with the cumulative average: each element is the average of all the preceding elements
mco_seq_cum_agg_var_TYPE()	Returns the double result sequence with the cumulative variance: each element is the variance of all the preceding elements
mco_seq_cum_agg_var_samp_TYPE()	Returns the double result sequence with the cumulative sample variance: each element is the cumulative sample variance of all the preceding elements
mco_seq_cum_agg_dev_TYPE()	Returns the double result sequence with the cumulative standard deviation: each element is the cumulative standard deviation of all the preceding elements
mco_seq_cum_agg_dev_samp_TYPE()	Returns the double result sequence with the sample standard deviation: each element is the cumulative sample standard deviation of all the preceding elements

Example

Following is an example code snippet demonstrating a cumulative aggregate function:

         
    {
        mco_trans_h trans;
        mco_cursor_t quote_cursor;
        Quote quote;
        mco_seq_iterator_t close_iterator, max_iterator;
        MCO_RET rc;
        ...
         
        for (rc = mco_cursor_first(trans, &quote_cursor); 
            rc != MCO_S_CURSOR_END; 
            rc = mco_cursor_next(trans, &quote_cursor)) 
        {
            Quote_from_cursor(trans, &quote_cursor, &quote);
            Quote_close_iterator(&quote, &close_iterator);
             
            mco_seq_window_cum_agg_max_float(&max_iterator, &close_iterator);
            
            ...
        }
        ...
    }