Michael Schimmel
831525b402
Introduce new indicators for Simple Moving Average (SMA) and Weighted Moving Average (WMA), along with their Hull Moving Average (HMA) derivative. Also refactors series implementation to use `RefCell` for interior mutability and adds `SeriesMember` trait for better dynamic series access. Updates `soa_series.myc` example to reflect new series creation and push syntax.
31 lines
800 B
Plaintext
31 lines
800 B
Plaintext
(do
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;; Simple Moving Average O(1)
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(def SMA (fn [len]
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(do
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(def s (Series len))
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(def sum 0.0)
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(fn [val]
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(do
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(if (>= (count s) len)
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(set sum (- sum (get_item s (- len 1))))
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(nop))
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(push s val)
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(set sum (+ sum val))
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(/ sum (count s)))))))
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;; Weighted Moving Average
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(def WMA (fn [len]
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(do
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(def s (Series len))
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(def weight_sum (/ (* len (+ len 1)) 2))
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(fn [val]
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(do
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(push s val)
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(def current_sum 0.0)
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(def i 0)
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(while (< i (count s))
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(do
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(set current_sum (+ current_sum (* (get_item s i) (- len i))))
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(set i (+ i 1))))
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(/ current_sum weight_sum)))))))
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