Averages/Simple moving average

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.

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 moving_average(size)

 nums = []
 lambda do |num|
   nums = ([num] + nums)[0,size]
   nums.inject(:+) / Float(nums.length)
 end

end

ma3 = moving_average(3) ma5 = 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 = []
 end
 def <<(num)
   @nums = ([num] + @nums)[0,@size]
   self
 end
 def average
   @nums.inject(:+) / Float(@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