feat: add exponential moving average to financial#1021
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AliAlimohammadi wants to merge 2 commits intoTheAlgorithms:masterfrom
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feat: add exponential moving average to financial#1021AliAlimohammadi wants to merge 2 commits intoTheAlgorithms:masterfrom
AliAlimohammadi wants to merge 2 commits intoTheAlgorithms:masterfrom
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## master #1021 +/- ##
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+ Coverage 95.98% 96.02% +0.04%
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Files 384 385 +1
Lines 28890 28950 +60
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+ Hits 27729 27799 +70
+ Misses 1161 1151 -10 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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@siriak, this is ready to be merged. |
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Description
Adds an implementation of Exponential Moving Average (EMA) calculation to the
financialmodule. EMA is a technique used in financial analysis to smooth time series data, weighting recent prices more heavily than older ones, making it more responsive to price changes than Simple Moving Average (SMA).The formula used is:
where$x_t$ is the stock price at time $t$ , $s_{t-1}$ is the previous EMA value, and $\alpha = \frac{2}{1 + w}$ is the smoothing factor derived from the window size $w$ . A simple moving average is used to seed the initial values until the window is first filled.
Reference: Exponential Smoothing — Wikipedia
Checklist
cargo clippy --all -- -D warningsjust before my last commit and fixed any issue that was found.cargo fmtjust before my last commit.cargo testjust before my last commit and all tests passed.mod.rsfile within its own folder, and in any parent folder(s).DIRECTORY.mdwith the correct link.CONTRIBUTING.mdand my code follows its guidelines.