SimpleMovingAverage [1036459]

< > BotCompany Repo | #1036459 // SimpleMovingAverage

JavaX fragment (include) [tags: use-pretranspiled]

srecord noeq SimpleMovingAverage(int length) {
  selfType length(int length) { this.length = length; this; }
  
  simplyCached SimpleCircularBuffer<Double> values() {
    ret new SimpleCircularBuffer(length);
  }
  
  new Average avg;
  
  double get() { ret avg!; }
  
  double add(double x) {
    while (values().size() > max(length-1, 0))
      avg.remove(values().remove());
    values().add(x);
    avg.add(x);
    ret get();
  }
  
  void reset {
    resetFields(this, "avg");
  }
  
  bool complete() {
    ret avg.n() >= length;
  }
}

Author comment

Began life as a copy of #1036444

Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

Snippet ID:

#1036459

Snippet name:

SimpleMovingAverage

Eternal ID of this version:

#1036459/5

Text MD5:

cc2838752a9473ebfc30bef867d7969f

Transpilation MD5:

94405453994bc7c8d96c94ed5cfe2242

Author:

stefan

Category:

javax / trading

Type:

JavaX fragment (include)

Public (visible to everyone):

Yes

Archived (hidden from active list):

Created/modified:

2023-02-21 13:26:12

Source code size:

568 bytes / 27 lines

Pitched / IR pitched:

No / No

Views / Downloads:

697 / 849

Version history:

4 change(s)

Referenced in:

[show references]

1	srecord noeq SimpleMovingAverage(int length) {
2	selfType length(int length) { this.length = length; this; }
3
4	simplyCached SimpleCircularBuffer<Double> values() {
5	ret new SimpleCircularBuffer(length);
6	}
7
8	new Average avg;
9
10	double get() { ret avg!; }
11
12	double add(double x) {
13	while (values().size() > max(length-1, 0))
14	avg.remove(values().remove());
15	values().add(x);
16	avg.add(x);
17	ret get();
18	}
19
20	void reset {
21	resetFields(this, "avg");
22	}
23
24	bool complete() {
25	ret avg.n() >= length;
26	}
27	}