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adding a GetLastValue() function to MovingAverageSeries.

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This commit is contained in:
Will Charczuk 2016-07-14 12:07:51 -07:00
parent b6e3ceaafa
commit c7e5443982
1 changed files with 28 additions and 3 deletions
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31
moving_average_series.go
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@ -39,6 +39,9 @@ func (mas *MovingAverageSeries) Len() int {
// GetValue gets a value at a given index.
func (mas *MovingAverageSeries) GetValue(index int) (x float64, y float64) {
if mas.InnerSeries == nil {
return
}
if mas.valueBuffer == nil {
mas.valueBuffer = NewRingBufferWithCapacity(mas.GetWindowSize())
}
@ -48,7 +51,29 @@ func (mas *MovingAverageSeries) GetValue(index int) (x float64, y float64) {
px, py := mas.InnerSeries.GetValue(index)
mas.valueBuffer.Enqueue(py)
x = px
y = mas.getAverage()
y = mas.getAverage(mas.valueBuffer)
return
}
// GetLastValue computes the last moving average value but walking back window size samples,
// and recomputing the last moving average chunk.
func (mas MovingAverageSeries) GetLastValue() (x float64, y float64) {
if mas.InnerSeries == nil {
return
}
windowSize := mas.GetWindowSize()
seriesLength := mas.InnerSeries.Len()
startAt := seriesLength - (windowSize + 1)
if (seriesLength - startAt) < 0 {
startAt = 0
}
vb := NewRingBufferWithCapacity(windowSize)
for index := startAt; index < seriesLength; index++ {
xn, yn := mas.InnerSeries.GetValue(index)
vb.Enqueue(yn)
x = xn
}
y = mas.getAverage(vb)
return
}
@ -63,9 +88,9 @@ func (mas MovingAverageSeries) GetWindowSize(defaults ...int) int {
return mas.WindowSize
}
func (mas MovingAverageSeries) getAverage() float64 {
func (mas MovingAverageSeries) getAverage(valueBuffer *RingBuffer) float64 {
var accum float64
mas.valueBuffer.Each(func(v interface{}) {
valueBuffer.Each(func(v interface{}) {
if typed, isTyped := v.(float64); isTyped {
accum += typed
}