@naturalcycles/js-lib/dist/math/sma.js

Standard library for universal (browser + Node.js) javascript

/**
 * Implements a Simple Moving Average algorithm.
 */
export class SimpleMovingAverage {
    size;
    data;
    constructor(size, data = []) {
        this.size = size;
        this.data = data;
    }
    /**
     * Next index of array to push to
     */
    nextIndex = 0;
    /**
     * Current average (calculated on the fly).
     * Returns 0 (not undefined) for empty data.
     */
    get avg() {
        if (this.data.length === 0)
            return 0;
        let total = 0;
        for (const n of this.data)
            total += n;
        return total / this.data.length;
    }
    /**
     * Push new value.
     * Returns newly calculated average (using newly pushed value).
     */
    pushGetAvg(n) {
        this.push(n);
        return this.avg;
    }
    /**
     * Push new value.
     */
    push(n) {
        this.data[this.nextIndex] = n;
        this.nextIndex =
            this.nextIndex === this.size - 1
                ? 0 // reset
                : this.nextIndex + 1;
    }
}