moving-averages-js/src/ma.ts

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

// simple moving average

import { isNumber } from "./common";

export default (data: number[], size: number): number[] | number => {
  const length = data.length;

  if (!size) {
    return data.reduce((a, b) => a + b) / length;
  }

  if (size <= 1) {
    return data.slice();
  }

  if (size > length) {
    return Array(length);
  }

  const prepare = size - 1;
  const ret = [];
  let sum = 0;
  let i = 0;
  let counter = 0;
  let datum;

  for (; i < length && counter < prepare; i++) {
    datum = data[i];

    if (isNumber(datum)) {
      sum += datum;
      counter++;
    }
  }

  for (; i < length; i++) {
    datum = data[i];

    if (isNumber(datum)) {
      sum += datum;
    }

    if (isNumber(data[i - size])) {
      sum -= data[i - size];
    }

    ret[i] = sum / size;
  }

  return ret;
};