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Ingy döt Net
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6144 changed files with 83610 additions and 11 deletions
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#include <iostream>
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#include <stddef.h>
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#include <assert.h>
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using std::cout;
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using std::endl;
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class SMA {
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public:
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SMA(unsigned int period) :
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period(period), window(new double[period]), head(NULL), tail(NULL),
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total(0) {
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assert(period >= 1);
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}
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~SMA() {
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delete[] window;
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}
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// Adds a value to the average, pushing one out if nescessary
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void add(double val) {
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// Special case: Initialization
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if (head == NULL) {
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head = window;
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*head = val;
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tail = head;
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inc(tail);
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total = val;
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return;
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}
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// Were we already full?
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if (head == tail) {
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// Fix total-cache
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total -= *head;
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// Make room
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inc(head);
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}
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// Write the value in the next spot.
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*tail = val;
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inc(tail);
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// Update our total-cache
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total += val;
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}
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// Returns the average of the last P elements added to this SMA.
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// If no elements have been added yet, returns 0.0
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double avg() const {
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ptrdiff_t size = this->size();
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if (size == 0) {
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return 0; // No entries => 0 average
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}
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return total / (double) size; // Cast to double for floating point arithmetic
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}
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private:
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unsigned int period;
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double * window; // Holds the values to calculate the average of.
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// Logically, head is before tail
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double * head; // Points at the oldest element we've stored.
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double * tail; // Points at the newest element we've stored.
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double total; // Cache the total so we don't sum everything each time.
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// Bumps the given pointer up by one.
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// Wraps to the start of the array if needed.
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void inc(double * & p) {
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if (++p >= window + period) {
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p = window;
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}
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}
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// Returns how many numbers we have stored.
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ptrdiff_t size() const {
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if (head == NULL)
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return 0;
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if (head == tail)
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return period;
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return (period + tail - head) % period;
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}
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};
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int main(int argc, char * * argv) {
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SMA foo(3);
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SMA bar(5);
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int data[] = { 1, 2, 3, 4, 5, 5, 4, 3, 2, 1 };
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for (int * itr = data; itr < data + 10; itr++) {
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foo.add(*itr);
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cout << "Added " << *itr << " avg: " << foo.avg() << endl;
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}
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cout << endl;
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for (int * itr = data; itr < data + 10; itr++) {
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bar.add(*itr);
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cout << "Added " << *itr << " avg: " << bar.avg() << endl;
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}
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return 0;
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}
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@ -0,0 +1,11 @@
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(defun simple-moving-average (period &aux
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(sum 0) (count 0) (values (make-list period)) (pointer values))
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(setf (rest (last values)) values) ; construct circularity
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(lambda (n)
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(when (first pointer)
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(decf sum (first pointer))) ; subtract old value
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(incf sum n) ; add new value
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(incf count)
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(setf (first pointer) n)
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(setf pointer (rest pointer)) ; advance pointer
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(/ sum (min count period))))
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@ -0,0 +1,25 @@
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import std.stdio, std.traits, std.algorithm;
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auto sma(T, int period)() {
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T[period] data = 0; // D FP are default-initialized to NaN
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T sum = 0;
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int index, nfilled;
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// return (in T v) nothrow {
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return delegate (in T v) nothrow {
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sum += -data[index] + v;
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data[index] = v;
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index = (index + 1) % period;
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nfilled = min(period, nfilled + 1);
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return cast(CommonType!(T, float))sum / nfilled;
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};
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}
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void main() {
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auto s3 = sma!(int, 3)();
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auto s5 = sma!(double, 5)();
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foreach (e; [1, 2, 3, 4, 5, 5, 4, 3, 2, 1])
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writefln("Added %d, sma(3) = %f, sma(5) = %f",
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e, s3(e), s5(e));
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}
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@ -0,0 +1,24 @@
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import std.stdio, std.traits, std.algorithm;
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struct SMA(T, int period) {
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T[period] data = 0;
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T sum = 0;
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int index, nfilled;
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auto opCall(in T v) pure nothrow {
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sum += -data[index] + v;
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data[index] = v;
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index = (index + 1) % period;
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nfilled = min(period, nfilled + 1);
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return cast(CommonType!(T, float))sum / nfilled;
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}
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}
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void main() {
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SMA!(int, 3) s3;
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SMA!(double, 5) s5;
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foreach (e; [1, 2, 3, 4, 5, 5, 4, 3, 2, 1])
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writefln("Added %d, sma(3) = %f, sma(5) = %f",
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e, s3(e), s5(e));
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}
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@ -0,0 +1,22 @@
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pragma.enable("accumulator")
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def makeMovingAverage(period) {
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def values := ([null] * period).diverge()
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var index := 0
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var count := 0
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def insert(v) {
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values[index] := v
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index := (index + 1) %% period
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count += 1
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}
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/** Returns the simple moving average of the inputs so far, or null if there
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have been no inputs. */
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def average() {
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if (count > 0) {
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return accum 0 for x :notNull in values { _ + x } / count.min(period)
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}
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}
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return [insert, average]
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}
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@ -0,0 +1,33 @@
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? for period in [3, 5] {
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> def [insert, average] := makeMovingAverage(period)
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> println(`Period $period:`)
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> for value in [1,2,3,4,5,5,4,3,2,1] {
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> insert(value)
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> println(value, "\t", average())
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> }
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> println()
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> }
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Period 3:
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1 1.0
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2 1.5
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3 2.0
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4 3.0
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5 4.0
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5 4.666666666666667
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4 4.666666666666667
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3 4.0
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2 3.0
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1 2.0
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Period 5:
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1 1.0
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2 1.5
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3 2.0
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4 2.5
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5 3.0
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5 3.8
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4 4.2
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3 4.2
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2 3.8
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1 3.0
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#define std'dictionary'*.
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#define std'basic'*.
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#define std'collections'*.
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#define std'patterns'*.
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#class ESMARole
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{
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#field thePeriod.
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#initializer : aPeriod
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[
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thePeriod := aPeriod.
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]
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#method + aNumber
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[
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self += NewInt32Value::aNumber.
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#if (self count > thePeriod)?
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[
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self first_item'reduce.
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].
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#var aCount := self count.
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#if (aCount == 0)?
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[ ^ 0. ].
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#var aSum := Summing::Real::0 start:Scan::self.
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^ aSum / aCount.
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]
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}
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#symbol SMA : aPeriod = __wrap(ESMARole::aPeriod, List).
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// --- Program ---
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#symbol Program =
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[
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#var SMA3 := SMA::3.
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#var SMA5 := SMA::5.
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loop &&from:1 &to:5 run: i =
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[
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'program'output << "sma3 + " << i << " = " << SMA3 + i.
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'program'output << ",sma5 + " << i << " = " << SMA5 + i << "%n".
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].
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loop &&from:5 &to:1 &step:-1 run: i =
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[
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'program'output << "sma3 + " << i << " = " << SMA3 + i.
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'program'output << ",sma5 + " << i << " = " << SMA5 + i << "%n".
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].
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].
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@ -0,0 +1,3 @@
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>n=1000; m=100; x=random(1,n);
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>x10=fold(x,ones(1,m)/m);
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>x10=fftfold(x,ones(1,m)/m)[m:n]; // more efficient
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>function store (x:number, v:vector, n:index) ...
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$if cols(v)<n then return v|x;
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$else
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$ v=rotleft(v); v[-1]=x;
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$ return v;
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$endif;
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$endfunction
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>v=zeros(1,0); for k=1:20; v=store(k,v,10); mean(v), end;
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1
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1.5
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2
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2.5
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3
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3.5
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4
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4.5
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5
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5.5
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6.5
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7.5
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8.5
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9.5
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10.5
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11.5
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12.5
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13.5
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14.5
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15.5
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>v
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[ 11 12 13 14 15 16 17 18 19 20 ]
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