Adds exponential moving average algorithm #10273

PoojanSmart · 2023-10-11T14:54:25Z

Describe your change:

Add an algorithm?
Fix a bug or typo in an existing algorithm?
Documentation change?

Checklist:

cclauss · 2023-10-11T21:18:20Z

financial/exponential_moving_average.py

+
+
+def exponential_moving_average(series: list[float], window_size: int) -> list[float]:
+    """
+    Returns the exponential moving average of the given array list
+    >>> exponential_moving_average([2, 5, 3, 8.2, 6, 9, 10], 3)


The financial calculations seem artificial and trivial when they are supplied with all the data upfront.

Could we convert series: list[float] --> series: Iterable[float] so that we could continuously create/add to an EMA as new data came in from some generator expression? We will no longer be able to do len(series) but will other issues arise?

Suggested change

def exponential_moving_average(series: list[float], window_size: int) -> list[float]:

"""

Returns the exponential moving average of the given array list

>>> exponential_moving_average([2, 5, 3, 8.2, 6, 9, 10], 3)

from collections.abc import Iterable

def exponential_moving_average(series: Iteratable[float], window_size: int) -> list[float]:

"""

Returns the exponential moving average of the given array list

>>> exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3)

Instead of return list[float] could we consider yielding floats as we finish windows?

Thanks for the suggestion!
I have added generator as parameter instead of an iterator which acts as mock for file or data stream.

financial/exponential_moving_average.py

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algorithms-keeper · 2023-10-12T06:43:13Z

financial/exponential_moving_average.py

+
+    doctest.testmod()
+
+    def test_gen_func(arr: list[float]):


As there is no test file in this pull request nor any test function or class in the file financial/exponential_moving_average.py, please provide doctest for the function test_gen_func

Please provide return type hint for the function: test_gen_func. If the function does not return a value, please provide the type hint as: def function() -> None:

cclauss · 2023-10-12T07:02:25Z

financial/exponential_moving_average.py

+    t = 0
+
+    # Exponential average at timestamp t
+    st = None


Suggested change

st = None

st = 0

cclauss · 2023-10-12T07:52:27Z

financial/exponential_moving_average.py

@@ -0,0 +1,72 @@
+"""
+    Calculates exponential moving average (EMA) on the series of numbers


Active tense

Suggested change

Calculates exponential moving average (EMA) on the series of numbers

Calculate the exponential moving average (EMA) on the series of numbers.

cclauss · 2023-10-12T07:54:15Z

financial/exponential_moving_average.py

+"""
+    Calculates exponential moving average (EMA) on the series of numbers
+    Wikipedia Reference: https://en.wikipedia.org/wiki/Exponential_smoothing
+    Reference: https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema


Lines of Python code should be max 88 characters so let's not overdo it.

Suggested change

Reference: https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema

https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema

cclauss · 2023-10-12T08:06:04Z

financial/exponential_moving_average.py

+    """
+    Returns the generator which generates exponential moving average of the given
+    series generator
+    >>> list(exponential_moving_average((ele for ele in [2, 5, 3, 8.2, 6, 9, 10]), 3))


Just easier to read...

Suggested change

>>> list(exponential_moving_average((ele for ele in [2, 5, 3, 8.2, 6, 9, 10]), 3))

>>> list(exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3))

cclauss · 2023-10-12T08:10:25Z

financial/exponential_moving_average.py

+    alpha = 2 / (1 + window_size)
+
+    # Defining timestamp t
+    t = 0


Suggested change

t = 0

timestamp = 0

Or maybe even better, ticks.

financial/exponential_moving_average.py

cclauss · 2023-10-12T08:11:07Z

financial/exponential_moving_average.py

+    t = 0
+
+    # Exponential average at timestamp t
+    st = 0.0


Suggested change

st = 0.0

exponential_average = 0.0

cclauss · 2023-10-12T08:15:09Z

financial/exponential_moving_average.py

+
+
+def exponential_moving_average(
+    series_generator: Iterator[float], window_size: int


Just plain series is fine.

Suggested change

series_generator: Iterator[float], window_size: int

series: Iterator[float], window_size: int

cclauss · 2023-10-12T08:25:15Z

financial/exponential_moving_average.py

+    test_generator = (ele for ele in test_series)
+    test_window_size = 3
+    result = exponential_moving_average(test_generator, test_window_size)


Suggested change

test_generator = (ele for ele in test_series)

test_window_size = 3

result = exponential_moving_average(test_generator, test_window_size)

test_window_size = 3

result = exponential_moving_average(series=iter(test_series), window_size=test_window_size)

financial/exponential_moving_average.py

cclauss · 2023-10-12T13:55:35Z

Final edits: ce8ecce

* Adds exponential moving average algorithm * code clean up * spell correction * Modifies I/O types of function * Replaces generator function * Resolved mypy type error * readibility of code and documentation * Update exponential_moving_average.py --------- Co-authored-by: Christian Clauss <cclauss@me.com>

PoojanSmart added 2 commits October 11, 2023 19:50

Adds exponential moving average algorithm

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code clean up

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spell correction

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Modifies I/O types of function

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Replaces generator function

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Resolved mypy type error

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PoojanSmart and others added 2 commits October 12, 2023 17:28

readibility of code and documentation

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Update exponential_moving_average.py

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cclauss merged commit 7ea8129 into TheAlgorithms:master Oct 12, 2023

cclauss mentioned this pull request Oct 15, 2023

add monotonic queue algorithm #10531

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Adds exponential moving average algorithm #10273

Adds exponential moving average algorithm #10273

PoojanSmart commented Oct 11, 2023 •

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cclauss Oct 11, 2023 •

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cclauss commented Oct 12, 2023

		@@ -0,0 +1,72 @@
		"""
		Calculates exponential moving average (EMA) on the series of numbers

	Calculates exponential moving average (EMA) on the series of numbers
	Calculate the exponential moving average (EMA) on the series of numbers.

	Reference: https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema
	https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema

	>>> list(exponential_moving_average((ele for ele in [2, 5, 3, 8.2, 6, 9, 10]), 3))
	>>> list(exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3))



		def exponential_moving_average(
		series_generator: Iterator[float], window_size: int

	series_generator: Iterator[float], window_size: int
	series: Iterator[float], window_size: int

Adds exponential moving average algorithm #10273

Adds exponential moving average algorithm #10273

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PoojanSmart commented Oct 11, 2023 • edited Loading

Describe your change:

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cclauss Oct 11, 2023 • edited Loading

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cclauss commented Oct 12, 2023

PoojanSmart commented Oct 11, 2023 •

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cclauss Oct 11, 2023 •

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