Averages/Simple moving average

Averages/Simple moving average
You are encouraged to solve this task according to the task description, using any language you may know.

Computing the simple moving average of a series of numbers.

Create a stateful function/class/instance that takes a number as argument and returns a simple moving average of its arguments so far.

AutoHotkey

ahk forum: discussion <lang AutoHotkey>MsgBox % MovingAverage()  ; reset: blank MsgBox % MovingAverage(1)  ; 1 MsgBox % MovingAverage(3)  ; 2 MsgBox % MovingAverage(-1) ; 1

MovingAverage(x="") {

 Static sum:=0, n:=0
 If (x="")           ; blank parameter: reset
    sum := 0, n := 0
 Else
    sum += x, n++    ; update state
 Return sum/n

}</lang>

C

<lang c>#include <stdio.h>

1. include <stdlib.h>
2. include <stdarg.h>

typedef struct sma_obj {

 double sma;
 double sum;
 int period;
 double *values;
 int lv;

} sma_obj_t;

typedef union sma_result {

 sma_obj_t *handle;
 double sma;
 double *values;

} sma_result_t;

enum Action { SMA_NEW, SMA_FREE, SMA_VALUES, SMA_ADD, SMA_MEAN }; sma_result_t sma(enum Action action, ...) {

 va_list vl;
 sma_result_t r;
 sma_obj_t *o;
 double v;

 va_start(vl, action);
 switch(action) {
 case SMA_NEW: // args: int period
   r.handle = malloc(sizeof(sma_obj_t));
   r.handle->sma = 0.0;
   r.handle->period = va_arg(vl, int);
   r.handle->values = malloc(r.handle->period * sizeof(double));
   r.handle->lv = 0;
   r.handle->sum = 0.0;
   break;
 case SMA_FREE: // args: sma_obj_t *handle
   r.handle = va_arg(vl, sma_obj_t *);
   free(r.handle->values);
   free(r.handle);
   r.handle = NULL;
   break;
 case SMA_VALUES: // args: sma_obj_t *handle
   o = va_arg(vl, sma_obj_t *);
   r.values = o->values;
   break;
 case SMA_MEAN: // args: sma_obj_t *handle
   o = va_arg(vl, sma_obj_t *);
   r.sma = o->sma;
   break;
 case SMA_ADD: // args: sma_obj_t *handle, double value
   o = va_arg(vl, sma_obj_t *);
   v = va_arg(vl, double);
   if ( o->lv < o->period ) {
     o->values[o->lv++] = v;
     o->sum += v;
     o->sma = o->sum / o->lv;
   } else {
     o->sum -= o->values[ o->lv % o->period];
     o->sum += v;
     o->sma = o->sum / o->period;
     o->values[ o->lv % o->period ] = v; o->lv++;
   }
   r.sma = o->sma;
   break;
 }
 va_end(vl);
 return r;

}</lang>

<lang c>double v[] = { 1, 2, 3, 4, 5, 5, 4, 3, 2, 1 };

int main() {

 int i;

 sma_obj_t *h3 = sma(SMA_NEW, 3).handle;
 sma_obj_t *h5 = sma(SMA_NEW, 5).handle;

 for(i=0; i < sizeof(v)/sizeof(double) ; i++) {
   printf("next number %lf, SMA_3 = %lf, SMA_5 = %lf\n",

v[i], sma(SMA_ADD, h3, v[i]).sma, sma(SMA_ADD, h5, v[i]).sma);

 }

 sma(SMA_FREE, h3);
 sma(SMA_FREE, h5);
 return 0;

}</lang>

Common Lisp

This implementation uses a circular list to store the numbers within the window; at the beginning of each iteration pointer refers to the list cell which holds the value just moving out of the window and to be replaced with the just-added value.

<lang lisp>(defun simple-moving-average (period &aux

   (sum 0) (count 0) (values (make-list period)) (pointer values))
 (setf (rest (last values)) values)  ; construct circularity
 (lambda (n)
   (when (first pointer)
     (decf sum (first pointer)))     ; subtract old value
   (incf sum n)                      ; add new value
   (incf count)
   (setf (first pointer) n)
   (setf pointer (rest pointer))     ; advance pointer
   (/ sum (min count period))))</lang>

Forth

<lang forth>

f+! ( f addr -- ) dup f@ f+ f! ;

,f0s ( n -- ) falign 0 do 0e f, loop ;

period @ ;

used cell+ ;

head 2 cells + ;

sum 3 cells + faligned ;

ring ( addr -- faddr )

 dup sum float+ swap head @ floats + ;

update ( fvalue addr -- addr )

      dup ring f@ fnegate dup sum f+!
 fdup dup ring f!         dup sum f+!
 dup head @ 1+  over period mod  over head ! ;

moving-average

 create ( period -- ) dup , 0 , 0 , 1+ ,f0s
 does>  ( fvalue -- avg )
   update
   dup used @ over period < if 1 over used +! then
   dup sum f@ used @ 0 d>f f/ ;

3 moving-average sma 1e sma f. \ 1. 2e sma f. \ 1.5 3e sma f. \ 2. 4e sma f. \ 3. </lang>

Perl

<lang perl>sub sma ($)

{my ($period, $sum, @a) = shift, 0;
 return sub
    {unshift @a, shift;
     $sum += $a[0];
     @a > $period and $sum -= pop @a;
     return $sum / @a;}}</lang>

Python

Works with: Python version 3.x

<lang python>def simplemovingaverage(period):

   assert period == int(period) and period > 0, "Period must be an integer >0"
   
   summ = n = 0.0
   values = [0.0] * period     # old value queue

   def sma(x):
       nonlocal summ, n, values
       
       n += 1
       values.insert(0, x)
       summ += x - values.pop()
       n = n if n <= period else period
       return summ / n

   return sma

if __name__ == '__main__':

   for period in [3, 5]:
       print ("\nSIMPLE MOVING AVERAGE: PERIOD =", period)
       sma = simplemovingaverage(period)
       for i in range(1,6):
           print ("  Next number = %-2g, SMA = %g " % (i, sma(i)))
       for i in range(5, 0, -1):
           print ("  Next number = %-2g, SMA = %g " % (i, sma(i)))</lang>

Sample output

SIMPLE MOVING AVERAGE: PERIOD = 3
  Next number = 1 , SMA = 1 
  Next number = 2 , SMA = 1.5 
  Next number = 3 , SMA = 2 
  Next number = 4 , SMA = 3 
  Next number = 5 , SMA = 4 
  Next number = 5 , SMA = 4.66667 
  Next number = 4 , SMA = 4.66667 
  Next number = 3 , SMA = 4 
  Next number = 2 , SMA = 3 
  Next number = 1 , SMA = 2 

SIMPLE MOVING AVERAGE: PERIOD = 5
  Next number = 1 , SMA = 1 
  Next number = 2 , SMA = 1.5 
  Next number = 3 , SMA = 2 
  Next number = 4 , SMA = 2.5 
  Next number = 5 , SMA = 3 
  Next number = 5 , SMA = 3.8 
  Next number = 4 , SMA = 4.2 
  Next number = 3 , SMA = 4.2 
  Next number = 2 , SMA = 3.8 
  Next number = 1 , SMA = 3 

Ruby

A closure: <lang ruby>def simple_moving_average(size)

 nums = []
 sum = 0.0
 lambda do |hello|
   nums << hello
   goodbye = nums.length > size ? nums.shift : 0
   sum += hello - goodbye
   sum / nums.length
 end

end

ma3 = simple_moving_average(3) ma5 = simple_moving_average(5)

(1.upto(5).to_a + 5.downto(1).to_a).each do |num|

 printf "Next number = %d, SMA_3 = %.3f, SMA_5 = %.1f\n", 
   num, ma3.call(num), ma5.call(num)

end</lang>

A class <lang ruby>class MovingAverager

 def initialize(size)
   @size = size
   @nums = []
   @sum = 0.0
 end
 def <<(hello)
   @nums << hello
   goodbye = @nums.length > @size ? @nums.shift : 0
   @sum += hello - goodbye
   self
 end
 def average
   @sum / @nums.length
 end
 alias to_f average
 def to_s
   average.to_s
 end

end

ma3 = MovingAverager.new(3) ma5 = MovingAverager.new(5)

(1.upto(5).to_a + 5.downto(1).to_a).each do |num|

 printf "Next number = %d, SMA_3 = %.3f, SMA_5 = %.1f\n", 
   num, ma3 << num, ma5 <<num

end</lang>

Tcl

Works with: Tcl version 8.6

<lang tcl>oo::class create SimpleMovingAverage {

   variable vals idx
   constructor Template:Period 3 {
       set idx end-[expr {$period-1}]
       set vals {}
   }
   method val x {
       set vals [lrange [list {*}$vals $x] $idx end]
       expr {[tcl::mathop::+ {*}$vals]/double([llength $vals])}
   }

}</lang> Demonstration: <lang tcl>SimpleMovingAverage create averager3 SimpleMovingAverage create averager5 5 foreach n {1 2 3 4 5 5 4 3 2 1} {

   puts "Next number = $n, SMA_3 = [averager3 val $n], SMA_5 = [averager5 val $n]"

}</lang> Output:

Next number = 1, SMA_3 = 1.0, SMA_5 = 1.0
Next number = 2, SMA_3 = 1.5, SMA_5 = 1.5
Next number = 3, SMA_3 = 2.0, SMA_5 = 2.0
Next number = 4, SMA_3 = 3.0, SMA_5 = 2.5
Next number = 5, SMA_3 = 4.0, SMA_5 = 3.0
Next number = 5, SMA_3 = 4.666666666666667, SMA_5 = 3.8
Next number = 4, SMA_3 = 4.666666666666667, SMA_5 = 4.2
Next number = 3, SMA_3 = 4.0, SMA_5 = 4.2
Next number = 2, SMA_3 = 3.0, SMA_5 = 3.8
Next number = 1, SMA_3 = 2.0, SMA_5 = 3.0