Class MovingAverage

java.lang.Object

com.wualabs.qtsurfer.engine.core.state.WindowSeriesStore

com.wualabs.qtsurfer.engine.indicators.statistics.MovingAverage

All Implemented Interfaces:

WindowSeries, WritableWindowSeries, Iterable<Double>

public final class MovingAverage
extends WindowSeriesStore

MovingAverage

Constructor Summary

Constructors

Constructor	Description
MovingAverage(int periods)

Method Summary

Modifier and Type	Method	Description
double	getAverage()
double	getAverageSample()
protected void	onRollingWindow(double firstValue)	Called when the oldest value is evicted from the window.
void	reset()
void	update(double value)	Adds a value to the rolling window and updates the running sum.

Methods inherited from class WindowSeriesStore

add, clear, getValue, getWindowSize, isEmpty, iterator, size

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface Iterable

forEach, spliterator

Methods inherited from interface WritableWindowSeries

add

Constructor Details

MovingAverage

public MovingAverage(int periods)

Method Details

update

public void update(double value)

Adds a value to the rolling window and updates the running sum. When the window is full, the oldest value is automatically evicted via onRollingWindow(double), which subtracts it from the sum.

Parameters:

value - the value to add

reset

public void reset()

getAverage

public double getAverage()

getAverageSample

public double getAverageSample()

Returns:

See Also:

• https://en.wikipedia.org/wiki/Bessel%27s_correction

onRollingWindow

protected void onRollingWindow(double firstValue)

Called when the oldest value is evicted from the window. Subtracts it from the running sum for O(1) average computation instead of re-summing all values.

Overrides:

onRollingWindow in class WindowSeriesStore

Parameters:

firstValue -