moving-averages-js/lib/wma.js

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

"use strict";
// Weighted moving average
Object.defineProperty(exports, "__esModule", { value: true });
var common_1 = require("./common");
exports.default = (function (data, size) {
    var length = data.length;
    if (size <= 1) {
        return data.slice();
    }
    if (size > length) {
        return Array(length);
    }
    var ret = [];
    var denominator = (size * (size + 1)) / 2;
    var prepare = size - 1;
    var sum = 0;
    var numerator = 0;
    var datum = 0;
    var i = 0;
    var real = -1;
    for (; i < prepare; i++) {
        datum = data[i];
        if ((0, common_1.isNumber)(datum)) {
            sum += datum;
            numerator += (i + 1) * datum;
        }
    }
    for (; i < length; i++, real++) {
        datum = data[i];
        if ((0, common_1.isNumber)(datum)) {
            sum += datum;
            numerator += size * datum;
        }
        if (real >= 0 && (0, common_1.isNumber)(data[real])) {
            sum -= data[real];
        }
        ret[i] = numerator / denominator;
        numerator -= sum;
    }
    return ret;
});