moving-averages-js/lib/ma.js

The FinTech utility collections of simple, cumulative, and exponential moving averages.

"use strict";
// simple moving average
Object.defineProperty(exports, "__esModule", { value: true });
var common_1 = require("./common");
exports.default = (function (data, size) {
    var length = data.length;
    if (!size) {
        return data.reduce(function (a, b) { return a + b; }) / length;
    }
    if (size <= 1) {
        return data.slice();
    }
    if (size > length) {
        return Array(length);
    }
    var prepare = size - 1;
    var ret = [];
    var sum = 0;
    var i = 0;
    var counter = 0;
    var datum;
    for (; i < length && counter < prepare; i++) {
        datum = data[i];
        if ((0, common_1.isNumber)(datum)) {
            sum += datum;
            counter++;
        }
    }
    for (; i < length; i++) {
        datum = data[i];
        if ((0, common_1.isNumber)(datum)) {
            sum += datum;
        }
        if ((0, common_1.isNumber)(data[i - size])) {
            sum -= data[i - size];
        }
        ret[i] = sum / size;
    }
    return ret;
});