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$locf (expression operator)

Definition

$locf

New in version 5.2.

Last observation carried forward. Sets values for null and missing fields in a window to the last non-null value for the field.

$locf is only available in the $setWindowFields stage.

Syntax

The $locf expression has this syntax:

{ $locf: <expression> }

For more information on expressions, see Expressions.

Behavior

If a field being filled contains both null and non-null values, $locf sets the null and missing values to the field's last known non-null value according to the sort order specified in $setWindowFields.

null and missing field values that appear before non-null values in the sort order remain null.

If a field being filled contains only null or missing values in a partition, $locf sets the field value to null for that partition.

Comparison of $fill and $locf

To fill missing field values based on the last observed value in a sequence, you can use:

Examples

The examples on this page use a stock collection that contains tracks a single company's stock price at hourly intervals:

db.stock.insertMany( [
   {
      time: ISODate("2021-03-08T09:00:00.000Z"),
      price: 500
   },
   {
      time: ISODate("2021-03-08T10:00:00.000Z"),
   },
   {
      time: ISODate("2021-03-08T11:00:00.000Z"),
      price: 515
   },
   {
      time: ISODate("2021-03-08T12:00:00.000Z")
   },
   {
      time: ISODate("2021-03-08T13:00:00.000Z")
   },
   {
      time: ISODate("2021-03-08T14:00:00.000Z"),
      price: 485
   }
] )

The price field is missing for some of the documents in the collection.

Fill Missing Values with the Last Observed Value

The following example uses the $locf operator to set missing fields to the value from the last-observed non-null value:

db.stock.aggregate( [
   {
      $setWindowFields: {
        sortBy: { time: 1 },
        output: {
           price: { $locf: "$price" }
        }
      }
    }
] )

In the example:

  • sortBy: { time: 1 } sorts the documents in each partition by time in ascending order (1), so the earliest time is first.

  • For documents where the price field is missing, the $locf operator sets the price to the last-observed value in the sequence.

Example output:

[
  {
    _id: ObjectId("62169b65394d47411658b5f5"),
    time: ISODate("2021-03-08T09:00:00.000Z"),
    price: 500
  },
  {
    _id: ObjectId("62169b65394d47411658b5f6"),
    time: ISODate("2021-03-08T10:00:00.000Z"),
    price: 500
  },
  {
    _id: ObjectId("62169b65394d47411658b5f7"),
    time: ISODate("2021-03-08T11:00:00.000Z"),
    price: 515
  },
  {
    _id: ObjectId("62169b65394d47411658b5f8"),
    time: ISODate("2021-03-08T12:00:00.000Z"),
    price: 515
  },
  {
    _id: ObjectId("62169b65394d47411658b5f9"),
    time: ISODate("2021-03-08T13:00:00.000Z"),
    price: 515
  },
  {
    _id: ObjectId("62169b65394d47411658b5fa"),
    time: ISODate("2021-03-08T14:00:00.000Z"),
    price: 485
  }
]

Use Multiple Fill Methods in a Single Stage

When you use the $setWindowFields stage to fill missing values, you can set values for a different field than the field you fill from. As a result, you can use multiple fill methods in a single $setWindowFields stage and output the results in distinct fields.

The following pipeline populates missing price fields using linear interpolation and the last-observation-carried-forward method:

db.stock.aggregate( [
   {
      $setWindowFields:
         {
            sortBy: { time: 1 },
            output:
               {
                  linearFillPrice: { $linearFill: "$price" },
                  locfPrice: { $locf: "$price" }
               }
         }
   }
] )

In the example:

  • sortBy: { time: 1 } sorts the documents by the time field in ascending order, from earliest to latest.

  • output specifies:

    • linearFillPrice as a target field to be filled.

      • { $linearFill: "$price" } is the value for the linearFillPrice field. $linearFill fills missing price values using linear interpolation based on the surrounding price values in the sequence.

    • locfPrice as a target field to be filled.

      • { $locf: "$price" } is the value for the locfPrice field. locf stands for last observation carried forward. $locf fills missing price values with the value from the previous document in the sequence.

Example output:

[
  {
    _id: ObjectId("620ad555394d47411658b5ef"),
    time: ISODate("2021-03-08T09:00:00.000Z"),
    price: 500,
    linearFillPrice: 500,
    locfPrice: 500
  },
  {
    _id: ObjectId("620ad555394d47411658b5f0"),
    time: ISODate("2021-03-08T10:00:00.000Z"),
    linearFillPrice: 507.5,
    locfPrice: 500
  },
  {
    _id: ObjectId("620ad555394d47411658b5f1"),
    time: ISODate("2021-03-08T11:00:00.000Z"),
    price: 515,
    linearFillPrice: 515,
    locfPrice: 515
  },
  {
    _id: ObjectId("620ad555394d47411658b5f2"),
    time: ISODate("2021-03-08T12:00:00.000Z"),
    linearFillPrice: 505,
    locfPrice: 515
  },
  {
    _id: ObjectId("620ad555394d47411658b5f3"),
    time: ISODate("2021-03-08T13:00:00.000Z"),
    linearFillPrice: 495,
    locfPrice: 515
  },
  {
    _id: ObjectId("620ad555394d47411658b5f4"),
    time: ISODate("2021-03-08T14:00:00.000Z"),
    price: 485,
    linearFillPrice: 485,
    locfPrice: 485
  }
]

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