REST tests for `moving_fn` agg (#90012)

This expands on the REST layer tests for the `moving_fn` agg asserting
the results of the various moving functions, some failure cases, and
some access edge cases. These tests buy us backwards compatibility tests
and, eventually, forwards compatibility testing.

modules/lang-painless/src/yamlRestTest/resources/rest-api-spec/test/painless/70_mov_fn_agg.yml

@@ -1,308 +0,0 @@
-# Sanity integration test to make sure the custom context and whitelist work for moving_fn pipeline agg
-#
-setup:
-  - do:
-      indices.create:
-        index: test
-        body:
-            mappings:
-              properties:
-                value_field:
-                  type: integer
-                date:
-                  type: date
-
-  - do:
-       bulk:
-         refresh: true
-         body:
-           - index:
-               _index: test
-               _id:    "1"
-           - date: "2017-01-01T00:00:00"
-             value_field: 1
-           - index:
-               _index: test
-               _id:    "2"
-           - date: "2017-01-02T00:00:00"
-             value_field: 2
-           - index:
-               _index: test
-               _id:    "3"
-           - date: "2017-01-03T00:00:00"
-             value_field: 3
-           - index:
-               _index: test
-               _id:    "4"
-           - date: "2017-01-04T00:00:00"
-             value_field: 4
-           - index:
-               _index: test
-               _id:    "5"
-           - date: "2017-01-05T00:00:00"
-             value_field: 5
-           - index:
-               _index: test
-               _id:    "6"
-           - date: "2017-01-06T00:00:00"
-             value_field: 6
-
-  - do:
-      indices.refresh:
-        index: [test]
-
----
-"max":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.max(values)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-  - is_false: aggregations.the_histo.buckets.0.the_mov_fn.value
-  - match: { aggregations.the_histo.buckets.1.the_mov_fn.value: 1.0 }
-  - match: { aggregations.the_histo.buckets.2.the_mov_fn.value: 2.0 }
-  - match: { aggregations.the_histo.buckets.3.the_mov_fn.value: 3.0 }
-  - match: { aggregations.the_histo.buckets.4.the_mov_fn.value: 4.0 }
-  - match: { aggregations.the_histo.buckets.5.the_mov_fn.value: 5.0 }
-
----
-"min":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.min(values)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-  - is_false: aggregations.the_histo.buckets.0.the_mov_fn.value
-  - match: { aggregations.the_histo.buckets.1.the_mov_fn.value: 1.0 }
-  - match: { aggregations.the_histo.buckets.2.the_mov_fn.value: 1.0 }
-  - match: { aggregations.the_histo.buckets.3.the_mov_fn.value: 1.0 }
-  - match: { aggregations.the_histo.buckets.4.the_mov_fn.value: 2.0 }
-  - match: { aggregations.the_histo.buckets.5.the_mov_fn.value: 3.0 }
-
----
-"sum":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.sum(values)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-  - match: { aggregations.the_histo.buckets.0.the_mov_fn.value: 0.0 }
-  - match: { aggregations.the_histo.buckets.1.the_mov_fn.value: 1.0 }
-  - match: { aggregations.the_histo.buckets.2.the_mov_fn.value: 3.0 }
-  - match: { aggregations.the_histo.buckets.3.the_mov_fn.value: 6.0 }
-  - match: { aggregations.the_histo.buckets.4.the_mov_fn.value: 9.0 }
-  - match: { aggregations.the_histo.buckets.5.the_mov_fn.value: 12.0 }
-
----
-"unweightedAvg":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.unweightedAvg(values)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-
-
----
-"linearWeightedAvg":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.linearWeightedAvg(values)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-
-
----
-"ewma":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.ewma(values, 0.1)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-
-
----
-"holt":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.holt(values, 0.1, 0.1)"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-
-
----
-"holtWinters":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 1
-                    script: "if (values.length > 1) { MovingFunctions.holtWinters(values, 0.1, 0.1, 0.1, 1, true)}"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }
-
----
-"stdDev":
-
-  - do:
-      search:
-        rest_total_hits_as_int: true
-        body:
-          size: 0
-          aggs:
-            the_histo:
-              date_histogram:
-                field: "date"
-                calendar_interval: "1d"
-              aggs:
-                the_avg:
-                  avg:
-                    field: "value_field"
-                the_mov_fn:
-                  moving_fn:
-                    buckets_path: "the_avg"
-                    window: 3
-                    script: "MovingFunctions.stdDev(values, MovingFunctions.unweightedAvg(values))"
-
-  - match: { hits.total: 6 }
-  - length: { hits.hits: 0 }

modules/lang-painless/src/yamlRestTest/resources/rest-api-spec/test/painless/70_moving_fn_agg.yml

@@ -0,0 +1,767 @@
+setup:
+  - do:
+      bulk:
+        index: no_gaps
+        refresh: true
+        body:
+          - { "index": { } }
+          - { "n": 10, "@timestamp": "2022-01-01T00:00:00", "v": 1 }
+          - { "index": { } }
+          - { "n": 20, "@timestamp": "2022-01-01T01:00:00", "v": 2 }
+          - { "index": { } }
+          - { "n": 30, "@timestamp": "2022-01-01T02:00:00", "v": 1 }
+          - { "index": { } }
+          - { "n": 40, "@timestamp": "2022-01-01T03:00:00", "v": 4 }
+          - { "index": { } }
+          - { "n": 50, "@timestamp": "2022-01-01T04:00:00", "v": 5 }
+          - { "index": { } }
+          - { "n": 60, "@timestamp": "2022-01-01T05:00:00", "v": 9 }
+
+  - do:
+      bulk:
+        index: gaps
+        refresh: true
+        body:
+          - { "index": { } }
+          - { "@timestamp": "2022-01-01T00:00:00", "v": 1 }
+          - { "index": { } }
+          - { "@timestamp": "2022-01-01T01:00:00", "v": 2 }
+          - { "index": { } }
+          - { "@timestamp": "2022-01-01T02:00:00", "v": 1 }
+          - { "index": { } }
+          - { "@timestamp": "2022-01-01T04:00:00", "v": 5 }
+          - { "index": { } }
+          - { "@timestamp": "2022-01-01T05:00:00", "v": 9 }
+
+---
+in date_histogram:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.000, error: 0.0005 } }
+
+---
+in histogram:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            n:
+              histogram:
+                field: n
+                interval: 10
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.n.buckets: 6 }
+  - is_false: aggregations.n.buckets.0.d.value
+  - close_to: { aggregations.n.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.n.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.n.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.n.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.n.buckets.5.d.value: { value: 4.000, error: 0.0005 } }
+
+---
+min:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.000, error: 0.0005 } }
+
+---
+max:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.max(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 4.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 5.000, error: 0.0005 } }
+
+---
+sum:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.sum(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - close_to: { aggregations.@timestamp.buckets.0.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 3.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 3.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 5.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 9.000, error: 0.0005 } }
+
+---
+stdDev:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.stdDev(values, MovingFunctions.unweightedAvg(values))"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 0.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 0.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 0.500, error: 0.0005 } }
+
+---
+unweightedAvg:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.unweightedAvg(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.500, error: 0.0005 } }
+
+---
+linearWeightedAvg:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.linearWeightedAvg(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 0.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.250, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.250, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 3.500, error: 0.0005 } }
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 3
+                    script: "MovingFunctions.linearWeightedAvg(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 0.500, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.250, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.143, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.286, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 3.429, error: 0.0005 } }
+
+---
+ewma:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.ewma(values, 0.3)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.300, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.700, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.900, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.300, error: 0.0005 } }
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 3
+                    script: "MovingFunctions.ewma(values, 0.3)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.300, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.210, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.390, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 2.830, error: 0.0005 } }
+
+---
+holt:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.holt(values, 0.3, 0.1)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.300, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.700, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.900, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.300, error: 0.0005 } }
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 3
+                    script: "MovingFunctions.holt(values, 0.3, 0.1)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.300, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.231, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.369, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 2.893, error: 0.0005 } }
+
+---
+holtWinters:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 5
+                    script: "if (values.length > 4) {MovingFunctions.holtWinters(values, 0.3, 0.1, 0.1, 2, false)}"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - close_to: { aggregations.@timestamp.buckets.0.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.028, error: 0.0005 } }
+
+---
+math on results:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.max(values) - MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 0.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 3.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 1.000, error: 0.0005 } }
+
+---
+shift:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    shift: 1
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - close_to: { aggregations.@timestamp.buckets.0.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 4.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 5.000, error: 0.0005 } }
+
+---
+format:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+                    format: "0.00"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.000, error: 0.0005 } }
+  - is_false: aggregations.@timestamp.buckets.0.d.value_as_string
+  - match: { aggregations.@timestamp.buckets.1.d.value_as_string: "1.00" }
+  - match: { aggregations.@timestamp.buckets.2.d.value_as_string: "1.00" }
+  - match: { aggregations.@timestamp.buckets.3.d.value_as_string: "1.00" }
+  - match: { aggregations.@timestamp.buckets.4.d.value_as_string: "1.00" }
+  - match: { aggregations.@timestamp.buckets.5.d.value_as_string: "4.00" }
+
+---
+gap_policy=skip:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.max(values)"
+                    gap_policy: skip
+  - match: { hits.total.value: 5 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 2.000, error: 0.0005 } }
+  - is_false: aggregations.@timestamp.buckets.3.d.value
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 5.000, error: 0.0005 } }
+
+---
+gap_policy=insert_zeros:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.max(values)"
+                    gap_policy: insert_zeros
+  - match: { hits.total.value: 5 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 5.000, error: 0.0005 } }
+
+---
+gap_policy=keep_value:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.max(values)"
+                    gap_policy: keep_values
+  - match: { hits.total.value: 5 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 2.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 5.000, error: 0.0005 } }
+
+---
+dotted name:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                "v.v": { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v.v.value"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.000, error: 0.0005 } }
+
+---
+dotted value:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v:
+                  percentiles:
+                    field: v
+                    percents: [ 50, 99.9 ]
+                d:
+                  moving_fn:
+                    buckets_path: "v[99.9]"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 6 }
+  - length: { aggregations.@timestamp.buckets: 6 }
+  - is_false: aggregations.@timestamp.buckets.0.d.value
+  - close_to: { aggregations.@timestamp.buckets.1.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.2.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.3.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.4.d.value: { value: 1.000, error: 0.0005 } }
+  - close_to: { aggregations.@timestamp.buckets.5.d.value: { value: 4.000, error: 0.0005 } }
+
+---
+not results:
+  - skip:
+      features: close_to
+
+  - do:
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          query:
+            match:
+              missing_field: not found
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "v"
+                    window: 2
+                    script: "MovingFunctions.min(values)"
+  - match: { hits.total.value: 0 }
+  - length: { aggregations.@timestamp.buckets: 0 }
+
+---
+bad path:
+  - do:
+      catch: '/Validation Failed: 1: No aggregation found for path \[missing\];/'
+      search:
+        index: no_gaps
+        body:
+          size: 0
+          query:
+            match:
+              missing_field: not found
+          aggs:
+            "@timestamp":
+              date_histogram:
+                field: "@timestamp"
+                fixed_interval: 1h
+              aggs:
+                v: { avg: { field: v } }
+                d:
+                  moving_fn:
+                    buckets_path: "missing"
+                    window: 2
+                    script: "MovingFunctions.min(values)"

rest-api-spec/src/yamlRestTest/resources/rest-api-spec/test/search.aggregation/250_moving_fn.yml

@@ -1,3 +1,4 @@
+# There are many more tests under modules/lang-painless/...moving_fn.yml so they can use painless
 ---
 "Bad window":
 
@@ -24,13 +25,13 @@
                   moving_fn:
                     buckets_path: "the_avg"
                     window: -1
-                    script: "MovingFunctions.windowMax(values)"
+                    script: "MovingFunctions.max(values)"
 
 ---
 "Not under date_histo":
 
   - do:
-      catch: /\[window\] must be a positive, non-zero integer\./
+      catch: /moving_fn aggregation \[the_mov_fn\] must have a histogram, date_histogram or auto_date_histogram as parent but doesn't have a parent/
       search:
         rest_total_hits_as_int: true
         body:
@@ -42,6 +43,5 @@
             the_mov_fn:
               moving_fn:
                 buckets_path: "the_avg"
-                window: -1
-                script: "MovingFunctions.windowMax(values)"
-
+                window: 1
+                script: "MovingFunctions.max(values)"

server/src/main/java/org/elasticsearch/search/aggregations/pipeline/MovFnPipelineAggregator.java

@@ -111,7 +111,7 @@ public class MovFnPipelineAggregator extends PipelineAggregator {
                 // don't need null checks, etc.
                 int fromIndex = clamp(index - window + shift, values);
                 int toIndex = clamp(index + shift, values);
-                double movavg = executableScript.execute(
+                double result = executableScript.execute(
                     vars,
                     values.subList(fromIndex, toIndex).stream().mapToDouble(Double::doubleValue).toArray()
                 );
@@ -119,7 +119,7 @@ public class MovFnPipelineAggregator extends PipelineAggregator {
                 List<InternalAggregation> aggs = StreamSupport.stream(bucket.getAggregations().spliterator(), false)
                     .map(InternalAggregation.class::cast)
                     .collect(Collectors.toCollection(ArrayList::new));
-                aggs.add(new InternalSimpleValue(name(), movavg, formatter, metadata()));
+                aggs.add(new InternalSimpleValue(name(), result, formatter, metadata()));
                 newBucket = factory.createBucket(factory.getKey(bucket), bucket.getDocCount(), InternalAggregations.from(aggs));
                 index++;
             }