moving_average 0.0.4 → 0.1.0

data/lib/moving_average/moving_average.rb

@@ -67,6 +67,47 @@ class Array
   end
   alias_method :sma, :simple_moving_average
 
+  # Compute the smoothed moving average of the values of an Array.
+  #
+  # Formally, given that the first value for the SMMA is the SMA, subsequent
+  # values can be computed as
+  #
+  #     (sma – smma_i-1 + a[i])
+  #     -----------------------
+  #               n
+  #
+  # where
+  #
+  #     smma_i-1
+  #
+  # is the smoothed moving average of the previous index.
+  #
+  # Formula taken from
+  # https://mahifx.com/indicators/smoothed-moving-average-smma
+  #
+  # ==== Parameters
+  #
+  # * +idx+ - Optional, the index of the last datum to consider.
+  # * +tail+ - Optional, the number of data to consider.
+  def smoothed_moving_average(idx=nil, tail=nil)
+    # Set these manually here since we need the leading SMA.
+    if tail.nil?
+      idx = self.size - 1 if idx.nil?
+      tail = idx / 2
+      tail += 1 if idx.odd?
+    end
+    idx, tail = idx_and_tail_or_defaults(idx, tail)
+    valid_for_ma(idx, tail)
+    valid_for_ma(idx - tail, tail)
+    smma1 = self[idx - 2 * tail + 1..idx - tail].sma
+    (idx - tail + 1..idx).to_a.each do |tidx|
+      prevsum = self[tidx - tail + 1..tidx].sum
+      smma1 = (prevsum - smma1 + self[idx - (idx - tidx)]) / tail
+    end
+    smma1
+  end
+  alias_method :smma, :smoothed_moving_average
+
   # Compute the weighted moving average of the values of an Array.
   #
   # Formally, the WMA can be computed as n / d, where

data/lib/moving_average/version.rb

@@ -1,3 +1,3 @@
 module MovingAverage
-  VERSION = '0.0.4'
+  VERSION = '0.1.0'
 end

data/spec/moving_average_spec.rb

@@ -52,6 +52,33 @@ describe MovingAverage do
       expect { [1, 2, 3].simple_moving_average(1, -1) }.to raise_exception(MovingAverage::Errors::InvalidTailError, "Given tail is <= 0.")
       expect { [1, 2, 3].simple_moving_average(1, 3) }.to raise_exception(MovingAverage::Errors::NotEnoughDataError, "Given tail is too large for idx.")
     end
+
+  end
+
+  describe "smoothed moving average" do
+
+    SMMA_DATA = (1..10).to_a.freeze
+    SMMA = 8.5
+
+    it "should work for missing arguments" do
+      SMMA_DATA.smoothed_moving_average.round(1).should ==(SMMA)
+      SMMA_DATA.smma.round(1).should ==(SMMA)
+      SMMA_DATA.smoothed_moving_average(9).round(1).should ==(SMMA)
+      SMMA_DATA.smma(9).round(1).should ==(SMMA)
+    end
+
+    it "should work for valid arguments" do
+      SMMA_DATA.smoothed_moving_average(9, 5).round(1).should ==(SMMA)
+      SMMA_DATA.smma(9, 5).round(1).should ==(SMMA)
+    end
+
+    it "should raise proper errors for invalid arguments" do
+      expect { [1, 2, 3].smoothed_moving_average(-1, 3) }.to raise_exception(MovingAverage::Errors::InvalidIndexError, "Given idx is outside the Array.")
+      expect { [1, 2, 3].smoothed_moving_average(3, 3) }.to raise_exception(MovingAverage::Errors::InvalidIndexError, "Given idx is outside the Array.")
+      expect { [1, 2, 3].smoothed_moving_average(1, -1) }.to raise_exception(MovingAverage::Errors::InvalidTailError, "Given tail is <= 0.")
+      expect { [1, 2, 3].smoothed_moving_average(1, 3) }.to raise_exception(MovingAverage::Errors::NotEnoughDataError, "Given tail is too large for idx.")
+    end
+
   end
 
   describe "weighted moving average" do

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: moving_average
 version: !ruby/object:Gem::Version
-  version: 0.0.4
+  version: 0.1.0
   prerelease: 
 platform: ruby
 authors:
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-03-17 00:00:00.000000000 Z
+date: 2013-03-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec