Add tasks for all the new languages
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Tina Müller
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(lib 'tree) ;; queues operations
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(define (make-sma p)
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(define Q (queue (gensym)))
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(lambda (item)
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(q-push Q item)
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(when (> (queue-length Q) p) (q-pop Q))
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(// (for/sum ((x (queue->list Q))) x) (queue-length Q))))
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' FB 1.05.0 Win64
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Type FuncType As Function(As Double) As Double
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' These 'shared' variables are available to all functions defined below
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Dim Shared p As UInteger
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Dim Shared list() As Double
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Function sma(n As Double) As Double
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Redim Preserve list(0 To UBound(list) + 1)
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list(UBound(list)) = n
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Dim start As Integer = 0
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Dim length As Integer = UBound(list) + 1
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If length > p Then
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start = UBound(list) - p + 1
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length = p
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End If
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Dim sum As Double = 0.0
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For i As Integer = start To UBound(list)
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sum += list(i)
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Next
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Return sum / length
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End Function
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Function initSma(period As Uinteger) As FuncType
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p = period
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Erase list '' ensure the array is empty on each initialization
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Return @sma
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End Function
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Dim As FuncType ma = initSma(3)
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Print "Period = "; p
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Print
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For i As Integer = 0 To 9
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Print "Add"; i; " => moving average ="; ma(i)
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Next
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Print
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ma = initSma(5)
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Print "Period = "; p
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Print
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For i As Integer = 9 To 0 Step -1
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Print "Add"; i; " => moving average ="; ma(i)
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Next
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Print
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Print "Press any key to quit"
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Sleep
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define simple_moving_average(a::array,s::integer)::decimal => {
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#a->size == 0 ? return 0.00
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#s == 0 ? return 0.00
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#a->size == 1 ? return decimal(#a->first)
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#s == 1 ? return decimal(#a->last)
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local(na = array)
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if(#a->size <= #s) => {
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#na = #a
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else
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local(ar = #a->ascopy)
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#ar->reverse
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loop(#s) => { #na->insert(#ar->get(loop_count)) }
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}
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#s > #na->size ? #s = #na->size
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return (with e in #na sum #e) / decimal(#s)
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}
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// tests:
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'SMA 3 on array(1,2,3,4,5,5,4,3,2,1): '
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simple_moving_average(array(1,2,3,4,5,5,4,3,2,1),3)
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'\rSMA 5 on array(1,2,3,4,5,5,4,3,2,1): '
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simple_moving_average(array(1,2,3,4,5,5,4,3,2,1),5)
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'\r\rFurther example: \r'
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local(mynumbers = array, sma_num = 5)
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loop(10) => {^
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#mynumbers->insert(integer_random(1,100))
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#mynumbers->size + ' numbers: ' + #mynumbers
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' SMA3 is: ' + simple_moving_average(#mynumbers,3)
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', SMA5 is: ' + simple_moving_average(#mynumbers,5)
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'\r'
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^}
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import queues
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proc simplemovingaverage(period: int): auto =
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assert period > 0
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var
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summ, n = 0.0
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values = initQueue[float]()
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for i in 1..period:
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values.add(0)
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proc sma(x: float): float =
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values.add(x)
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summ += x - values.dequeue()
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n = min(n+1, float(period))
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result = summ / n
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return sma
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var sma = simplemovingaverage(3)
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for i in 1..5: echo sma(float(i))
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for i in countdown(5,1): echo sma(float(i))
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echo ""
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var sma2 = simplemovingaverage(5)
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for i in 1..5: echo sma2(float(i))
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for i in countdown(5,1): echo sma2(float(i))
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import: parallel
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: createSMA(period)
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| ch |
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Channel new [ ] over send drop ->ch
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#[ ch receive + left(period) dup avg swap ch send drop ] ;
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: test
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| sma3 sma5 l |
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3 createSMA -> sma3
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5 createSMA -> sma5
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[ 1, 2, 3, 4, 5, 5, 4, 3, 2, 1 ] ->l
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"SMA3" .cr l apply( #[ sma3 perform . ] ) printcr
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"SMA5" .cr l apply( #[ sma5 perform . ] ) ;
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sequence sma = {} -- {{period,history,circnxt}} (private to sma.e)
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integer sma_free = 0
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global function new_sma(integer period)
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integer res
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if sma_free then
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res = sma_free
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sma_free = sma[sma_free]
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sma[res] = {period,{},0}
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else
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sma = append(sma,{period,{},0})
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res = length(sma)
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end if
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return res
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end function
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global procedure add_sma(integer sidx, atom val)
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integer period, circnxt
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sequence history
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{period,history,circnxt} = sma[sidx]
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sma[sidx][2] = 0 -- (kill refcount)
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if length(history)<period then
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history = append(history,val)
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else
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circnxt += 1
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if circnxt>period then
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circnxt = 1
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end if
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sma[sidx][3] = circnxt
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history[circnxt] = val
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end if
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sma[sidx][2] = history
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end procedure
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global function get_sma_average(integer sidx)
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sequence history = sma[sidx][2]
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integer l = length(history)
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if l=0 then return 0 end if
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return sum(history)/l
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end function
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global function moving_average(integer sidx, atom val)
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add_sma(sidx,val)
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return get_sma_average(sidx)
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end function
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global procedure free_sma(integer sidx)
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sma[sidx] = sma_free
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sma_free = sidx
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end procedure
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include sma.e
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constant sma3 = new_sma(3)
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constant sma5 = new_sma(5)
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constant s = {1,2,3,4,5,5,4,3,2,1}
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integer si
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for i=1 to length(s) do
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si = s[i]
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printf(1,"%2g: sma3=%8g, sma5=%8g\n",{si,moving_average(sma3,si),moving_average(sma5,si)})
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end for
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load "stdlib.ring"
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decimals(8)
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maxperiod = 20
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nums = newlist(maxperiod,maxperiod)
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accum = list(maxperiod)
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index = list(maxperiod)
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window = list(maxperiod)
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for i = 1 to maxperiod
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index[i] = 1
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accum[i] = 0
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window[i] = 0
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next
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for i = 1 to maxperiod
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for j = 1 to maxperiod
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nums[i][j] = 0
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next
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next
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for n = 1 to 5
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see "number = " + n + " sma3 = " + left((string(sma(n,3)) + " "),9) + " sma5 = " + sma(n,5) + nl
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next
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for n = 5 to 1 step -1
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see "number = " + n + " sma3 = " + left((string(sma(n,3)) + " "),9) + " sma5 = " + sma(n,5) + nl
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next
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see nl
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func sma number, period
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accum[period] += number - nums[period][index[period]]
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nums[period][index[period]] = number
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index[period]= (index[period] + 1) % period + 1
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if window[period]<period window[period] += 1 ok
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return (accum[period] / window[period])
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load "stdlib.ring"
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decimals(8)
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maxperiod = 20
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nums = newlist(maxperiod,maxperiod)
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accum = list(maxperiod)
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index = list(maxperiod)
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window = list(maxperiod)
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for i = 1 to maxperiod
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index[i] = 1
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accum[i] = 0
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window[i] = 0
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next
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for i = 1 to maxperiod
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for j = 1 to maxperiod
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nums[i][j] = 0
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next
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next
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for n = 1 to 5
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see "number = " + n + " sma3 = " + left((string(sma(n,3)) + " "),9) + " sma5 = " + sma(n,5) + nl
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next
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for n = 5 to 1 step -1
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see "number = " + n + " sma3 = " + left((string(sma(n,3)) + " "),9) + " sma5 = " + sma(n,5) + nl
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next
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see nl
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func sma number, period
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accum[period] += number - nums[period][index[period]]
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nums[period][index[period]] = number
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index[period]= (index[period] + 1) % period + 1
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if window[period]<period window[period] += 1 ok
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return (accum[period] / window[period])
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### RING: Function Moving Average. Bert Mariani 2016-06-22
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###------------------------------
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### Data array of Google prices
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aGOOGPrices = ["658","675","670","664","664","663","663","662","675","693","689","675",
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"636","633","632","607","607","617","617","581","593","570","574","571","575","596",
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"596","601","583","635","587","574","552","531","536","502","488","482","490","503",
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"507","521","534","525","534","559","552","554","555","555","552","579","580","577",
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"575","562","560","559","558","569","573","577","574","559","552","553","560","569",
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"582","579","593","598","593","598","593","586","602","591","594","595","603","614",
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"620","625","635","627","632","631","620","626","616","606","602","659","683","671",
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"670","659","673","679"]
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###-------------------------------------------------------------
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### CALL the Function: MovingAverage arrayOfPrices timePeriod
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aGOOGMvgAvg = MovingAverage( aGOOGPrices, 10 )
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aGOOGMvgAvg = MovingAverage( aGOOGPrices, 30 )
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###-------------------------------------------------------------
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### FUNCTION: MovingAverage
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Func MovingAverage arrayPrices, timePeriod
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arrayMvgAvg = [] ### Output Results to this array
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z = len(arrayPrices) ### array data length
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sumPrices = 0
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###--------------------------------
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### First MAvg Sum 1 to timePeriod
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###--------------------------------
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for i = 1 to timePeriod
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sumPrices = sumPrices + arrayPrices[i]
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mvgAvg = sumPrices / i
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Add( arrayMvgAvg, mvgAvg)
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next
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###-----------------------------------------------
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### Second MAvg Sum timePeriod +1 to End of Data
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###-----------------------------------------------
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for i = timePeriod + 1 to z
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sumPrices = sumPrices - arrayPrices[i-timePeriod] + arrayPrices[i]
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mvgAvg = sumPrices / timePeriod
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Add (arrayMvgAvg, mvgAvg
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next
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return arrayMvgAvg
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###-------------------------------------------------------------
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OUTPUT Google Prices moving average using timePeriod = 10
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Index 88 CurPrice 631 Sum 17735 MvgAvg 591.17
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Index 89 CurPrice 620 Sum 17797 MvgAvg 593.23
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Index 90 CurPrice 626 Sum 17854 MvgAvg 595.13
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Index 91 CurPrice 616 Sum 17897 MvgAvg 596.57
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Index 92 CurPrice 606 Sum 17926 MvgAvg 597.53
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Index 93 CurPrice 602 Sum 17954 MvgAvg 598.47
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Index 94 CurPrice 659 Sum 18054 MvgAvg 601.80
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Index 95 CurPrice 683 Sum 18185 MvgAvg 606.17
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Index 96 CurPrice 671 Sum 18303 MvgAvg 610.10
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Index 97 CurPrice 670 Sum 18413 MvgAvg 613.77
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Index 98 CurPrice 659 Sum 18503 MvgAvg 616.77
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Index 99 CurPrice 673 Sum 18594 MvgAvg 619.80
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Index 100 CurPrice 679 Sum 18694 MvgAvg 623.13
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###-------------------------------------------------------------
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func simple_moving_average(period) {
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var list = []
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var sum = 0
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func (number) {
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list.append(number)
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sum += number
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if (list.len > period) {
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sum -= list.shift
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}
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(sum / list.length)
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}
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}
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var ma3 = simple_moving_average(3);
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var ma5 = simple_moving_average(5);
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[1 ..^ 6, 6 ^.. 1].map{@|_} -> each {|num|
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printf("Next number = %d, SMA_3 = %.3f, SMA_5 = %.1f\n",
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num, ma3.call(num), ma5.call(num))
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}
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class sma_generator(period, list=[], sum=0) {
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method SMA(number) {
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list.append(number)
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sum += number
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if (list.len > period) {
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sum -= list.shift
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}
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(sum / list.len)
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}
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}
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var ma3 = sma_generator(3)
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var ma5 = sma_generator(5)
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for num in [@|(1..5), @|(1..5 -> flip)] {
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printf("Next number = %d, SMA_3 = %.3f, SMA_5 = %.1f\n",
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num, ma3.SMA(num), ma5.SMA(num))
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}
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