moving_avg 0.2.0
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- checksums.yaml +7 -0
- data/.gitignore +13 -0
- data/.rspec +3 -0
- data/.travis.yml +5 -0
- data/Gemfile +6 -0
- data/Gemfile.lock +46 -0
- data/README.md +84 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/moving_avg/base.rb +50 -0
- data/lib/moving_avg/evaluator.rb +26 -0
- data/lib/moving_avg/helper.rb +36 -0
- data/lib/moving_avg/version.rb +3 -0
- data/lib/moving_avg.rb +7 -0
- data/moving_avg.gemspec +27 -0
- metadata +128 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 9ca3a31aa83c9ee4734e42d2b1473e4454a37d7a
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data.tar.gz: 28ddfa0b6d617b230ecc2b48ef3971b3bead7bcf
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SHA512:
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metadata.gz: 19bd75386f757b260aa9ea4a4b841aae58e84afb7e0c674301b9630766715caa1e3bf3db8bcffedd1095a03e0c93319d76117e07e74cbb335345554bff5fb7a7
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data.tar.gz: 4b5812e266961e95e9a47988807b317f2c1f7447faf02b395aad6aa6a572ece5e6c4d477142be37f94d96878e0a26be2d346687b168dfa7dfab5a81264e45c5a
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data/.gitignore
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data/.rspec
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data/.travis.yml
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data/Gemfile
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data/Gemfile.lock
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PATH
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remote: .
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specs:
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moving_avg (0.2.0)
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GEM
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remote: https://rubygems.org/
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specs:
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byebug (9.1.0)
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coderay (1.1.2)
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diff-lcs (1.3)
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method_source (0.9.0)
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pry (0.11.3)
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coderay (~> 1.1.0)
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method_source (~> 0.9.0)
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pry-byebug (3.5.1)
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byebug (~> 9.1)
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pry (~> 0.10)
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rake (10.5.0)
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rspec (3.6.0)
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rspec-core (~> 3.6.0)
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rspec-expectations (~> 3.6.0)
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rspec-mocks (~> 3.6.0)
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rspec-core (3.6.0)
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rspec-support (~> 3.6.0)
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rspec-expectations (3.6.0)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.6.0)
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rspec-mocks (3.6.0)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.6.0)
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rspec-support (3.6.0)
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PLATFORMS
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ruby
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DEPENDENCIES
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bundler (~> 1.16.a)
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moving_avg!
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pry
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pry-byebug
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rake (~> 10.0)
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rspec (~> 3.0)
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BUNDLED WITH
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1.16.0.pre.3
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data/README.md
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# MovingAvg
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Calculate Moving Average in Ruby.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'moving_avg'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install moving_avg
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## Usage
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```ruby
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data = [100, 200, 200, 500]
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p MovingAvg::Base.sma(data) #=> 250.0
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p MovingAvg::Base.wma(data) #=> 190.0
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p MovingAvg::Base.ewma(data) #=> 298.4
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p MovingAvg::Base.mma(data) #=> 232.8125
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```
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## `MovingAvg::Base`
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### Simple Moving Average
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- aliases
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- `MovingAvg::Base.simple_moving_average()`
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- `MovingAvg::Base.sma()`
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### Weighted Moving Average
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- a.k.a. Linear Weighted Moving Average
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- aliases
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- `MovingAvg::Base.weighted_moving_average()`
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- `MovingAvg::Base.wma()`
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- `MovingAvg::Base.lwma()`
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### Exponentially Weighted Moving Average
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- aliases
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- `MovingAvg::Base.exponentially_weighted_moving_average()`
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- `MovingAvg::Base.ewma()`
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### Modified Moving Average
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- aliases
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- `MovingAvg::Base.modified_moving_average()`
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- `MovingAvg::Base.mma()`
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## `MovingAvg::Evaluator`
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### `.error_sum`
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Helper method for calculating the sum of errors.
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```ruby
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training_items = [100, 300, 350, 280, 500]
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teacher_items = [110.0, 200.0, 300.0, 400.0]
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%i(sma wma ewma mma).each { |strategy|
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error = MovingAvg::Evaluator.error_sum(
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training_items: training_items,
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teacher_items: teacher_items,
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window_size: 3,
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strategy: strategy,
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)
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puts "#{strategy.to_s.ljust(4).rjust(10)} = #{error}"
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}
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```
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## Development
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After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/kenju/moving_avg.
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "moving_avg"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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require "moving_avg/version"
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module MovingAvg
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class Base
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class << self
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# SMA - Simple Moving Average
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def simple_moving_average(u)
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sum_vector(u).to_f / u.size
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end
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alias_method :sma, :simple_moving_average
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# WMA - Weighted Moving Average
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def weighted_moving_average(u)
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weights = (1..u.size).to_a.reverse # [n, n-1, n-2 ... 2, 1]
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weighted = weights.zip(u).map { |w, x| w * x }
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sum_vector(weighted).to_f / sum_vector(weights)
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end
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alias_method :wma, :weighted_moving_average
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alias_method :lwma, :weighted_moving_average
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# EWMA - Exponentially Weighted Moving Average
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def exponentially_weighted_moving_average(u)
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factor = 2.0 / (u.size + 1) # 2 / (N + 1) a.k.a. smoothing factor
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weighted = exponentially_weighting(u, factor)
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weighted.last
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end
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alias_method :ewma, :exponentially_weighted_moving_average
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# MMA - Modified Moving Average
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def modified_moving_average(u)
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factor = 1.0 / u.size # 1 / N
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weighted = exponentially_weighting(u, factor)
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weighted.last
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end
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alias_method :mma, :modified_moving_average
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private
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def exponentially_weighting(u, factor)
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u.inject([]) { |acc, x|
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acc << factor * x + (1 - factor) * (acc.last || x)
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}
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end
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def sum_vector(u)
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u.reduce(0) { |x, y| x + y }
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end
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end
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end
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end
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module MovingAvg
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class Evaluator
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class << self
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def error_sum(training_items:, teacher_items:, window_size:, strategy:)
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errors = self.errors(
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training_items: training_items,
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teacher_items: teacher_items,
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window_size: window_size,
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strategy: strategy,
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)
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errors.reduce(0) { |x, y| x + y }
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end
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def errors(training_items:, teacher_items:, window_size:, strategy:)
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trained = MovingAvg::Helper.build_with_sliding(
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items: training_items,
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window_size: window_size,
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strategy: strategy,
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)
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trained.zip(teacher_items).map { |trained, teacher|
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(trained - teacher).abs
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}
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end
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end
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end
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end
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module MovingAvg
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class Helper
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class << self
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# repeatedly calculate moving average
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# separating items by window size.
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# the first N-1 items should be padded
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# or calculated from inconvinient data
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def build_with_sliding(items:, window_size:, strategy:)
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map_with_sliding(
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items: items,
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window_size: window_size,
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).map { |data|
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MovingAvg::Base.public_send(strategy, data)
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}
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end
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def map_with_sliding(items:, window_size:)
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items.each_with_object([]) { |val, acc|
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if acc.last.nil?
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# the first time
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acc << [val]
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elsif acc.last.size < window_size
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# the first window
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acc.last << val
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else
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# the following windows
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next_window = acc.last.dup
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next_window.shift
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next_window << val
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acc << next_window
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end
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}
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end
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end
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end
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end
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data/lib/moving_avg.rb
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data/moving_avg.gemspec
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lib = File.expand_path("../lib", __FILE__)
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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require "moving_avg/version"
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Gem::Specification.new do |spec|
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spec.name = "moving_avg"
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spec.version = MovingAvg::VERSION
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spec.authors = ["kenju"]
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spec.email = ["ken901waga@gmail.com"]
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spec.summary = %q{Moving Average in Ruby.}
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spec.homepage = "https://github.com/kenju/moving_avg-ruby"
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spec.files = `git ls-files -z`.split("\x0").reject do |f|
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f.match(%r{^(test|spec|features)/})
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end
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spec.bindir = "exe"
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spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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spec.require_paths = ["lib"]
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spec.add_development_dependency "bundler", "~> 1.16.a"
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spec.add_development_dependency "rake", "~> 10.0"
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spec.add_development_dependency "rspec", "~> 3.0"
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spec.add_development_dependency "pry"
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spec.add_development_dependency "pry-byebug"
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end
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metadata
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--- !ruby/object:Gem::Specification
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name: moving_avg
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version: !ruby/object:Gem::Version
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version: 0.2.0
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platform: ruby
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authors:
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- kenju
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autorequire:
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bindir: exe
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cert_chain: []
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date: 2017-12-27 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bundler
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requirement: !ruby/object:Gem::Requirement
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requirements:
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- - "~>"
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- !ruby/object:Gem::Version
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version: 1.16.a
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type: :development
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
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- - "~>"
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- !ruby/object:Gem::Version
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version: 1.16.a
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- !ruby/object:Gem::Dependency
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name: rake
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requirement: !ruby/object:Gem::Requirement
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requirements:
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- - "~>"
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- !ruby/object:Gem::Version
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version: '10.0'
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type: :development
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
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- - "~>"
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- !ruby/object:Gem::Version
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version: '10.0'
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- !ruby/object:Gem::Dependency
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name: rspec
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requirement: !ruby/object:Gem::Requirement
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requirements:
|
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- - "~>"
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- !ruby/object:Gem::Version
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version: '3.0'
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type: :development
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
|
52
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- - "~>"
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53
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+
- !ruby/object:Gem::Version
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54
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version: '3.0'
|
55
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+
- !ruby/object:Gem::Dependency
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name: pry
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requirement: !ruby/object:Gem::Requirement
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requirements:
|
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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|
+
type: :development
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - ">="
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '0'
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
name: pry-byebug
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
72
|
+
requirements:
|
73
|
+
- - ">="
|
74
|
+
- !ruby/object:Gem::Version
|
75
|
+
version: '0'
|
76
|
+
type: :development
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - ">="
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '0'
|
83
|
+
description:
|
84
|
+
email:
|
85
|
+
- ken901waga@gmail.com
|
86
|
+
executables: []
|
87
|
+
extensions: []
|
88
|
+
extra_rdoc_files: []
|
89
|
+
files:
|
90
|
+
- ".gitignore"
|
91
|
+
- ".rspec"
|
92
|
+
- ".travis.yml"
|
93
|
+
- Gemfile
|
94
|
+
- Gemfile.lock
|
95
|
+
- README.md
|
96
|
+
- Rakefile
|
97
|
+
- bin/console
|
98
|
+
- bin/setup
|
99
|
+
- lib/moving_avg.rb
|
100
|
+
- lib/moving_avg/base.rb
|
101
|
+
- lib/moving_avg/evaluator.rb
|
102
|
+
- lib/moving_avg/helper.rb
|
103
|
+
- lib/moving_avg/version.rb
|
104
|
+
- moving_avg.gemspec
|
105
|
+
homepage: https://github.com/kenju/moving_avg-ruby
|
106
|
+
licenses: []
|
107
|
+
metadata: {}
|
108
|
+
post_install_message:
|
109
|
+
rdoc_options: []
|
110
|
+
require_paths:
|
111
|
+
- lib
|
112
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
113
|
+
requirements:
|
114
|
+
- - ">="
|
115
|
+
- !ruby/object:Gem::Version
|
116
|
+
version: '0'
|
117
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
118
|
+
requirements:
|
119
|
+
- - ">="
|
120
|
+
- !ruby/object:Gem::Version
|
121
|
+
version: '0'
|
122
|
+
requirements: []
|
123
|
+
rubyforge_project:
|
124
|
+
rubygems_version: 2.6.13
|
125
|
+
signing_key:
|
126
|
+
specification_version: 4
|
127
|
+
summary: Moving Average in Ruby.
|
128
|
+
test_files: []
|