Calculate running total across for different groups by day - mongodb

Question

I'm trying to aggreate a collection of transactions into a running total of owners by day.
The initial collection looks like this:
[
{ "to": "A", "from": "0", "ts": 1 },
{ "to": "A", "from": "0", "ts": 1 },
{ "to": "B", "from": "0", "ts": 1 },
{ "to": "B", "from": "0", "ts": 2 },
{ "to": "C", "from": "0", "ts": 3 },
{ "to": "A", "from": "B", "ts": 4 }
]
What I would like to get is something like this:
[
{
"ts": 1,
"holdings": [
{ "owner": "0", "holdings": -3 },
{ "owner": "A", "holdings": 2 },
{ "owner": "B", "holdings": 1 }
]
},
{
"ts": 2,
"holdings": [
{ "owner": "0", "holdings": -4 },
{ "owner": "A", "holdings": 2 },
{ "owner": "B", "holdings": 2 }
]
},
{
"ts": 4,
"holdings": [
{ "owner": "0", "holdings": -5 },
{ "owner": "A", "holdings": 3 },
{ "owner": "B", "holdings": 1 },
{ "owner": "C", "holdings": 1 }
]
}
]
I've already understood how to generate this for a single ts that I'm setting, but I don't know how to do it across all ts.
The aggregation pipeline for a single ts looks like this:
db.collection.aggregate([
// start with: { "to": "A", "from": "0", "ts": 1 }
{
// create a doc with an array with subset of fields:
// { "_id": ObjectId("5a934e000102030405000000"),
// "data": [ { "change": 1, "owner": "A", "ts": "1" },
// { "change": -1, "owner": "0", "ts": "1" } ] }
$project: {
data: [
{
owner: '$to',
ts: '$ts',
change: 1,
},
{
owner: '$from',
ts: '$ts',
change: -1,
},
],
},
},
{
// unwind the array into 2 docs:
// { "_id": ObjectId("5a934e000102030405000000"), "data": { "change": 1, "owner": "A", "ts": "1" } },
// { "_id": ObjectId("5a934e000102030405000000"), "data": { "change": -1, "owner": "0", "ts": "1" } },
$unwind: '$data',
},
{
// use data as root:
// { "data": { "change": 1, "owner": "A", "ts": "1" } },
// { "data": { "change": -1, "owner": "0", "ts": "1" } }
$replaceRoot: {
newRoot: '$data',
},
},
{
// select day to calc totals
$match: {
ts: {
$lt: 6,
},
},
},
{
// sum totals, grouped by owner
$group: {
_id: '$owner',
//_id: null,
holdings: {
$sum: '$change',
},
},
},
])
This gives the correct result for a particular day (selected in the match stage). I don't understand how I can now generalize that to all days.

Answer 1

One way to do it is using $setWindowFields, which has a built-in accumulation:
db.collection.aggregate([
{
$project: {
ts: "$ts",
data: [{owner: "$to", change: 1}, {owner: "$from", change: -1}]
}
},
{$unwind: "$data"},
{
$group: {
_id: {ts: "$ts", owner: "$data.owner"},
holdings: {$sum: "$data.change"}
}
},
{
$setWindowFields: {
partitionBy: "$_id.owner",
sortBy: {"_id.ts": 1},
output: {
cumulativeHoldings: {
$sum: "$holdings",
window: {documents: ["unbounded", "current"]}
}
}
}
},
{
$group: {
_id: "$_id.ts",
holdings: {$push: {owner: "$_id.owner", holdings: "$cumulativeHoldings"}}
}
}
])
Playground