$linearFill (expression operator)

Comparison of $fill and $linearFill

To fill missing field values using linear interpolation, you can use:

• The $fill stage with { method: "linear" }.

  When you use the $fill stage, the field you specify in the output is the same field used as the source data. See Fill Missing Field Values with Linear Interpolation.

• The $linearFill operator inside of a $setWindowFields stage.

  When you use the $linearFill operator, you can set values for a different field than the field used as the source data. See Use Multiple Fill Methods in a Single Stage.

Fill Missing Values with Linear Interpolation

To populate the missing price values using linear interpolation, use $linearFill inside of a $setWindowFields stage:

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

In the example:

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

• output specifies:

  • price as the field for which to fill in missing values.

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

Example output:

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