Another update from ingydotnet^djgoku
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Ingy döt Net
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* Averages/Simple moving average 26/08/2015
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AVGSMA CSECT
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USING AVGSMA,R12
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LR R12,R15
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ST R14,SAVER14
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ZAP II,=P'0' ii=0
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LA R7,1
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LH R3,NA
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SRA R3,1 na/2
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LOOPA CR R7,R3 do i=1 to na/2
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BH ELOOPA
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AP II,=P'1000' ii=ii+1000
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LR R1,R7 i
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MH R1,=H'6'
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LA R4,A-6(R1)
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MVC 0(6,R4),II a(i)=ii
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LH R1,NA na
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SR R1,R7 -i
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MH R1,=H'6'
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LA R4,A(R1)
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MVC 0(6,R4),II a(na+1-i)=ii
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LA R7,1(R7)
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B LOOPA
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ELOOPA XPRNT =CL30' n sma3 sma5 ',30
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XPRNT =CL30' ----- ----------- -----------',30
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LA R7,1 i=1
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LOOP CH R7,NA do i=1 to na
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BH RETURN
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STH R7,N n=i
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XDECO R7,C i
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MVC BUF+1(5),C+7
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MVC P,=H'3' p=3
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BAL R14,SMA
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MVC C(13),EDMASK
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ED C(13),SS sma(3,i)
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MVC BUF+7(11),C+2
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MVC P,=H'5' p=5
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BAL R14,SMA
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MVC C(13),EDMASK
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ED C(13),SS sma(5,i)
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MVC BUF+19(11),C+2
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XPRNT BUF,30 output i,sma3,sma5
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LA R7,1(R7)
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B LOOP
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* ***** sub sma(p,n) returns(PL6)
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SMA LH R5,N
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SH R5,P
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A R5,=F'1' ia=n-p+1
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C R5,=F'1'
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BH OKIA
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LA R5,1 ia=1
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OKIA LH R6,NA ib=na
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CH R6,N
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BL OKIB
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LH R6,N ib=n
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OKIB ZAP II,=P'0' ii=0
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ZAP SS,=P'0' ss=0
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LR R3,R5 k=ia
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LOOPK CR R3,R6 do k=ia to ib
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BH ELOOPK
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AP II,=P'1' ii=ii+1
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LR R1,R3
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MH R1,=H'6'
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LA R4,A-6(R1)
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MVC C(6),0(R4) ss=ss+a(k)
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AP SS,C(6)
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LA R3,1(R3)
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B LOOPK
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ELOOPK ZAP C,SS
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DP C,II
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ZAP SS,C(10) ss=ss/ii
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BR R14
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RETURN L R14,SAVER14 restore caller address
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XR R15,R15
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BR R14
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SAVER14 DS F
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NN EQU 10
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NA DC AL2(NN)
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A DS (NN)PL6
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II DS PL6
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SS DS PL6
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P DS H
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N DS H
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C DS CL16
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BUF DC CL30' ' buffer
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EDMASK DC X'4020202020202021204B202020' CL13
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YREGS
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END AVGSMA
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@ -29,7 +29,7 @@
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aCount := thePeriod.
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].
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#var aSum := Summing new:(Real new &int:0) foreach:theList.
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#var aSum := theList summarize:(Real new &int:0).
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^ aSum / aCount.
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].
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@ -41,15 +41,15 @@
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#var SMA3 := SMA new:3.
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#var SMA5 := SMA new:5.
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control forrange &int:1 &int:5 &do: (&int:i)
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1 to:5 &doEach: (:i)
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[
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consoleEx writeLine:"sma3 + " :i :" = ": (SMA3 += i).
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consoleEx writeLine:"sma5 + " :i :" = ": (SMA5 += i).
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console write:"sma3 + " :i :" = ": (SMA3 += i) &paddingRight:30 &with:#32.
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console writeLine:"sma5 + " :i :" = ": (SMA5 += i).
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].
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control forrange &int:5 &int:1 &do: (&int:i)
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5 to:1 &doEach: (:i)
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[
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consoleEx writeLine:"sma3 + " :i :" = ": (SMA3 += i).
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consoleEx writeLine:"sma5 + " :i :" = ": (SMA5 += i).
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console write:"sma3 + " :i :" = ": (SMA3 += i) &paddingRight:30 &with:#32.
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console writeLine:"sma5 + " :i :" = ": (SMA5 += i).
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].
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].
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@ -0,0 +1,78 @@
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program sma;
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type
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tsma = record
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smaValue : array of double;
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smaAverage,
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smaSumOld,
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smaSumNew,
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smaRezActLength : double;
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smaActLength,
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smaLength,
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smaPos :NativeInt;
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smaIsntFull: boolean;
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end;
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procedure smaInit(var sma:tsma;p: NativeUint);
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Begin
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with sma do
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Begin
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setlength(smaValue,0);
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setlength(smaValue,p);
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smaLength:= p;
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smaActLength := 0;
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smaAverage:= 0.0;
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smaSumOld := 0.0;
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smaSumNew := 0.0;
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smaPos := p-1;
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smaIsntFull := true
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end;
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end;
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function smaAddValue(var sma:tsma;v: double):double;
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Begin
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with sma do
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Begin
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IF smaIsntFull then
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Begin
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inc(smaActLength);
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smaRezActLength := 1/smaActLength;
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smaIsntFull := smaActLength < smaLength ;
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end;
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smaSumOld := smaSumOld+v-smaValue[smaPos];
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smaValue[smaPos] := v;
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smaSumNew := smaSumNew+v;
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smaPos := smaPos-1;
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if smaPos < 0 then
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begin
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smaSumOld:= smaSumNew;
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smaSumNew:= 0.0;
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smaPos := smaLength-1;
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end;
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smaAverage := smaSumOld *smaRezActLength;
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smaAddValue:= smaAverage;
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end;
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end;
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var
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sma3,sma5:tsma;
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i : LongInt;
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begin
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smaInit(sma3,3);
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smaInit(sma5,5);
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For i := 1 to 5 do
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Begin
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write('Inserting ',i,' into sma3 ',smaAddValue(sma3,i):0:4);
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writeln(' Inserting ',i,' into sma5 ',smaAddValue(sma5,i):0:4);
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end;
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For i := 5 downto 1 do
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Begin
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write('Inserting ',i,' into sma3 ',smaAddValue(sma3,i):0:4);
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writeln(' Inserting ',i,' into sma5 ',smaAddValue(sma5,i):0:4);
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end;
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//speed test
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smaInit(sma3,3);
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For i := 1 to 100000000 do
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smaAddValue(sma3,i);
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writeln('100''000''000 insertions ',sma3.smaAverage:0:4);
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end.
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@ -1,24 +1,26 @@
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/*REXX program illustrates simple moving average using a simple list. */
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parse arg p q n . /*get some arguments (maybe). */
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if p=='' then p=3 /*the 1st period (default: 3).*/
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if q=='' then q=5 /* " 2nd " " 5 */
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if n=='' then n=10 /*number of items in the list.*/
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@.=0 /*define stemmed array, init 0*/
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/*──────────────────────────────────────────build 1st half of the list. */
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do j=1 for n%2; @.j=j; end /* ··· increasing values.*/
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/*──────────────────────────────────────────build 2nd half of the list. */
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do k=n%2 to 1 by -1; @.j=k; j=j+1; end /* ··· decreasing values.*/
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/*──────────────────────────────────────────perform a simple moving avg.*/
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/*REXX program illustrates simple moving average using a constructed list. */
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parse arg p q n . /*get optional arguments from the C.L. */
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if p=='' then p=3 /*the 1st period (the default is: 3).*/
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if q=='' then q=5 /* " 2nd " " " " 5).*/
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if n=='' then n=10 /*the number of items in the list. */
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@.=0 /*define array with initial zero values*/
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/* [↓] build 1st half of list*/
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do j=1 for n%2; @.j=j; end /* ··· increasing values.*/
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/* [↓] build 2nd half of list*/
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do k=n%2 to 1 by -1; @.j=k; j=j+1; end /* ··· decreasing values.*/
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say ' ' " SMA with " ' SMA with '
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say ' number ' " period" p' ' ' period' q
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say ' ──────── ' "──────────" '──────────'
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do m=1 for n
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say center(@.m,10) left(sma(p,m),11) left(sma(q,m),11)
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end /*m*/ /* [↑] show simple moving avg.*/
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exit /*stick a fork in it, we're done.*/
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/*──────────────────────────────────SMA subroutine──────────────────────*/
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sma: procedure expose @.; parse arg p,j; s=0; i=0
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do k=max(1,j-p+1) to j+p for p while k<=j; i=i+1
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s=s+@.k
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end /*k*/
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/* [↓] perform a simple moving average*/
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do m=1 for n
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say center(@.m, 10) left(sma(p,m), 11) left(sma(q,m), 11)
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end /*m*/ /* [↑] show a simple moving average.*/
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exit /*stick a fork in it, we're all done. */
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/*────────────────────────────────────────────────────────────────────────────*/
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sma: procedure expose @.; parse arg p,j; s=0; i=0
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do k=max(1,j-p+1) to j+p for p while k<=j; i=i+1
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s=s+@.k
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end /*k*/
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return s/i
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