A-M baby
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Ingy döt Net
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19005 changed files with 197040 additions and 7 deletions
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class MovingAverage
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{
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Int period
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Int[] stream
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new make (Int period)
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{
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this.period = period
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stream = [,]
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}
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// add number to end of stream and remove numbers from start if
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// stream is larger than period
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public Void addNumber (Int number)
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{
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stream.add (number)
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while (stream.size > period)
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{
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stream.removeAt (0)
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}
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}
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// compute average of numbers in stream
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public Float average ()
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{
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if (stream.isEmpty)
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return 0.0f
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else
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1.0f * (Int)(stream.reduce(0, |a,b| { (Int) a + b })) / stream.size
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}
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}
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class Main
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{
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public static Void main ()
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{ // test by adding random numbers and printing average after each number
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av := MovingAverage (5)
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10.times |i|
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{
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echo ("After $i numbers list is ${av.stream} average is ${av.average}")
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av.addNumber (Int.random(0..100))
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}
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}
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}
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MovingAverage := function(n)
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local sma, buffer, pos, sum, len;
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buffer := List([1 .. n], i -> 0);
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pos := 0;
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len := 0;
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sum := 0;
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sma := function(x)
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pos := RemInt(pos, n) + 1;
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sum := sum + x - buffer[pos];
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buffer[pos] := x;
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len := Minimum(len + 1, n);
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return sum/len;
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end;
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return sma;
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end;
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f := MovingAverage(3);
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f(1); # 1
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f(2); # 3/2
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f(3); # 2
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f(4); # 3
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f(5); # 4
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f(5); # 14/3
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f(4); # 14/3
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f(3); # 4
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f(2); # 3
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f(1); # 2
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@ -0,0 +1,15 @@
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def simple_moving_average = { size ->
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def nums = []
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double total = 0.0
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return { newElement ->
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nums += newElement
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oldestElement = nums.size() > size ? nums.remove(0) : 0
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total += newElement - oldestElement
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total / nums.size()
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}
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}
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ma5 = simple_moving_average(5)
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(1..5).each{ printf( "%1.1f ", ma5(it)) }
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(5..1).each{ printf( "%1.1f ", ma5(it)) }
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REAL :: n=10, nums(n)
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nums = (1,2,3,4,5, 5,4,3,2,1)
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DO i = 1, n
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WRITE() "num=", i, "SMA3=", SMA(3,nums(i)), "SMA5=",SMA(5,nums(i))
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ENDDO
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END ! of "main"
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FUNCTION SMA(period, num) ! maxID independent streams
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REAL :: maxID=10, now(maxID), Periods(maxID), Offsets(maxID), Pool(1000)
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ID = INDEX(Periods, period)
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IF( ID == 0) THEN ! initialization
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IDs = IDs + 1
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ID = IDs
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Offsets(ID) = SUM(Periods) + 1
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Periods(ID) = period
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ENDIF
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now(ID) = now(ID) + 1
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ALIAS(Pool,Offsets(ID), Past,Periods(ID)) ! renames relevant part of data pool
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Past = Past($+1) ! shift left
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Past(Periods(ID)) = num
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SMA = SUM(Past) / MIN( now(ID), Periods(ID) )
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END
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procedure main(A)
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sma := buildSMA(3) # Use better name than "I".
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every write(sma(!A))
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end
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procedure buildSMA(P)
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local stream
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c := create {
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stream := []
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while n := (avg@&source)[1] do {
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put(stream, n)
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if *stream > P then pop(stream)
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every (avg := 0.0) +:= !stream
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avg := avg/*stream
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}
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}
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return (@c, c)
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end
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@ -0,0 +1,14 @@
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import Utils
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procedure main(A)
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sma1 := closure(SMA,[],3)
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sma2 := closure(SMA,[],4)
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every every n := !A do write(left(sma1(n),20), sma2(n))
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end
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procedure SMA(stream,P,n)
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put(stream, n)
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if *stream > P then pop(stream)
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every (avg := 0.0) +:= !stream
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return avg / *stream
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end
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5 (+/%#)\ 1 2 3 4 5 5 4 3 2 1 NB. not a solution for this task
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3 3.8 4.2 4.2 3.8 3
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lex =: 1 :'(a[n__a=.m#_.[a=.18!:3$~0)&(4 :''(+/%#)(#~1-128!:5)n__x=.1|.!.y n__x'')'
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sma =: 5 lex
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sma&> 1 2 3 4 5 5 4 3 2 1
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1 1.5 2 2.5 3 3.8 4.2 4.2 3.8 3
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avg=: +/ % #
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SEQ=:''
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moveAvg=:4 :0"0
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SEQ=:SEQ,y
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avg ({.~ x -@<. #) SEQ
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)
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5 moveAvg 1 2 3 4 5 5 4 3 2 1
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1 1.5 2 2.5 3 3.8 4.2 4.2 3.8 3
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@ -0,0 +1,68 @@
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dim v$( 100) ' Each array term stores a particular SMA of period p in p*10 bytes
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nomainwin
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WindowWidth =1080
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WindowHeight = 780
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graphicbox #w.gb1, 20, 20, 1000, 700
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open "Running averages to smooth data" for window as #w
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#w "trapclose quit"
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#w.gb1 "down"
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old.x = 0
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old.y.orig =500 ' black
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old.y.3.SMA =350 ' red
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old.y.20.SMA =300 ' green
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for i =0 to 999 step 1
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scan
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v =1.1 +sin( i /1000 *2 *3.14159265) + 0.2 *rnd( 1) ' sin wave with added random noise
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x =i /6.28318 *1000
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y.orig =500 -v /2.5 *500
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#w.gb1 "color black ; down ; line "; i-1; " "; old.y.orig; " "; i; " "; y.orig; " ; up"
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y.3.SMA =500 -SMA( 1, v, 3) /2.5 *500 ' SMA given ID of 1 is to do 3-term running average
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#w.gb1 "color red ; down ; line "; i-1; " "; old.y.3.SMA +50; " "; i; " "; y.3.SMA +50; " ; up"
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y.20.SMA =500 -SMA( 2, v, 20) /2.5 *500 ' SMA given ID of 2 is to do 20-term running average
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#w.gb1 "color green ; down ; line "; i-1; " "; old.y.20.SMA +100; " "; i; " "; y.20.SMA +100; " ; up"
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'print "Supplied with "; v; ", so SMAs are now "; using( "###.###", SMA( 1, v, 3)); " over 3 terms or "; using( "###.###", SMA( 2, v, 5)) ; " over 5 terms." ' ID, latest data, period
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old.y.orig =y.orig
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old.y.3.SMA =y.3.SMA
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old.y.20.SMA =y.20.SMA
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next i
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wait
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sub quit j$
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close #w
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end
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end sub
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function SMA( ID, Number, Period)
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v$( ID) =right$( " " +str$( Number), 10) +v$( ID) ' add new number at left, lose last number on right
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v$( ID) =left$( v$( ID), Period *10)
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'print "{"; v$( ID); "}",
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k =0 ' number of terms read
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total =0 ' sum of terms read
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do
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p$ =mid$( v$( ID), 1 +k *10, 10)
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if p$ ="" then exit do
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vv =val( p$)
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total =total +vv
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k =k +1
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loop until p$ =""
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if k <Period then SMA =total / k else SMA =total /Period
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end function
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to average :l
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output quotient apply "sum :l count :l
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end
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to make.sma :name :period
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localmake "qn word :name ".queue
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make :qn []
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define :name `[ [n] ; parameter list
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[if equal? count :,:qn ,:period [ignore dequeue ",:qn]]
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[queue ",:qn :n]
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[output average :,:qn]
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]
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end
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make.sma "avg3 3
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show map "avg3 [1 2 3 4 5] ; [1 1.5 2 3 4]
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show text "avg3 ; examine what substitutions took place
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[[n] [if equal? count :avg3.queue 3 [ignore dequeue "avg3.queue]] [queue "avg3.queue :n] [output average :avg3.queue]]
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; the internal queue is in the global namespace, easy to inspect
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show :avg3.queue ; [3 4 5]
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...
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localmake "qn word :name gensym
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...
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; list user-defined functions and variables
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show procedures ; [average avg3 make.sma]
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show names ; [[[] [avg3.g1]]
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MA[x_List, r_] := Join[Table[Mean[x[[1;;y]]],{y,r-1}], MovingAverage[x,r]]
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MAData = {{}, 0};
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MAS[x_, t_: Null] :=
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With[{r = If[t === Null, MAData[[2]], t]},
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Mean[MAData[[1]] =
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If[Length[#] > (MAData[[2]] = r), #[[-r ;; -1]], #] &@
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Append[MAData[[1]], x]]]
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% state(period, list of floats from [newest, ..., oldest])
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:- type state ---> state(int, list(float)).
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:- func init(int) = state.
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init(Period) = state(Period, []).
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:- pred sma(float::in, float::out, state::in, state::out) is det.
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sma(N, Average, state(P, L0), state(P, L)) :-
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take_upto(P, [N|L0], L),
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Average = foldl((+), L, 0.0) / float(length(L)).
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