moving_avg 0.2.1 → 0.2.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 6eb784a3b6a78e557f4ff8edbab656fb6078caaf
-  data.tar.gz: '0951b130c9ad9888019b8bdb03c584419de9fd1d'
+  metadata.gz: adf8514ee1c03754bf5734d85b70b0913985e0e1
+  data.tar.gz: 6e3bd9a1cea91bdf14cde1e996fe2370e32daaf7
 SHA512:
-  metadata.gz: 84de89f0dbff245ee119a700b6d425acc2568dba54e2f141156b49bdff80914c5b2c12b9f6130f69004b92b3935be11b3f76c354952fccd6a7fd5e3ced8112a8
-  data.tar.gz: bb6bf5691b1663b56f2f67574a1c9c6d27b79cabd3a11f1eb83e92e53a1999d984e28f9290d0789f1cd7b7bea4b27d1b0252f506b084e607262d8b50652cca6e
+  metadata.gz: 7705e47e999f35c1afbda368b7da1ecbb5c166ebe2a58231e0a1aec107d0598225b1ec0b702fc22dbae83fee64e957c3137af4ae8b8b1d2d6adeffb2e558f2ce
+  data.tar.gz: b23f4c4d35581244bced91058111766c80f376815867d514f05bce0222efe40e5a38b43891fc0861cff48154b6873560520bccb7bc8f9b8cd9b879f478460f34

data/CHANGELOG.md

@@ -0,0 +1,17 @@
+## v0.2.2
+- add MovingAvg::Calculator for strategy facade class
+- add Simple Moving Mean
+
+## v0.2.1
+- ignore NaN for Evaluator.error_sum
+
+## v0.2.0
+- add basic moving average strategies
+  - Simple Moving Average
+  - Weighted Moving Average
+  - Exponentially Weighted Moving Average
+  - Modified Moving Average
+
+## v0.1.0
+
+- Hello, world!

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    moving_avg (0.2.1)
+    moving_avg (0.2.2)
 
 GEM
   remote: https://rubygems.org/

data/README.md

@@ -22,12 +22,27 @@ Or install it yourself as:
 
 ```ruby
 data = [100, 200, 200, 500]
+
+# Basic Usage
+calculator = MovingAvg::Calculator.new(strategy: :sma)
+p calculator.moving_avg(data)  #=> 250.0
+
+# You can call MovingAvg::Base class methods
 p MovingAvg::Base.sma(data)  #=> 250.0
 p MovingAvg::Base.wma(data)  #=> 190.0
 p MovingAvg::Base.ewma(data) #=> 298.4
 p MovingAvg::Base.mma(data)  #=> 232.8125
 ```
 
+## `MovingAvg::Calculator`
+
+```ruby
+data = [100, 200, 200, 500]
+
+calculator = MovingAvg::Calculator.new(strategy: :sma)
+p calculator.moving_avg(data)  #=> 250.0
+```
+
 ## `MovingAvg::Base`
 
 ### Simple Moving Average
@@ -52,6 +67,10 @@ p MovingAvg::Base.mma(data)  #=> 232.8125
   - `MovingAvg::Base.modified_moving_average()`
   - `MovingAvg::Base.mma()`
 
+### Simple Moving Mean
+- aliases
+  - `MovingAvg::Base.simple_moving_mean()`
+  - `MovingAvg::Base.smm()`
 
 ## `MovingAvg::Evaluator`
 
@@ -61,7 +80,7 @@ Helper method for calculating the sum of errors.
 
 ```ruby
 training_items = [100, 300, 350, 280, 500]
-teacher_items = [110.0, 200.0, 300.0, 400.0]
+teacher_items = [110.0, 200.0, 300.0]
 %i(sma wma ewma mma).each { |strategy|
   error = MovingAvg::Evaluator.error_sum(
     training_items: training_items,
@@ -70,6 +89,10 @@ teacher_items = [110.0, 200.0, 300.0, 400.0]
     strategy: strategy,
   )
   puts "#{strategy.to_s.ljust(4).rjust(10)} = #{error}"
+  # sma  = 326.6666666666667
+  # wma  = 263.33333333333337
+  # ewma = 375.0
+  # mma  = 306.66666666666674
 }
 ```
 

data/lib/moving_avg.rb

@@ -1,5 +1,6 @@
 require "moving_avg/version"
 require "moving_avg/base"
+require "moving_avg/calculator"
 require "moving_avg/evaluator"
 require "moving_avg/helper"
 

data/lib/moving_avg/base.rb

@@ -4,12 +4,16 @@ module MovingAvg
   class Base
     class << self
       # SMA - Simple Moving Average
+      #
+      # https://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
       def simple_moving_average(u)
         sum_vector(u).to_f / u.size
       end
       alias_method :sma, :simple_moving_average
 
       # WMA - Weighted Moving Average
+      #
+      # https://en.wikipedia.org/wiki/Moving_average#Weighted_moving_average
       def weighted_moving_average(u)
         weights = (1..u.size).to_a.reverse # [n, n-1, n-2 ... 2, 1]
         weighted = weights.zip(u).map { |w, x| w * x  }
@@ -19,6 +23,8 @@ module MovingAvg
       alias_method :lwma, :weighted_moving_average
 
       # EWMA - Exponentially Weighted Moving Average
+      #
+      # https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
       def exponentially_weighted_moving_average(u)
         factor = 2.0 / (u.size + 1) # 2 / (N + 1) a.k.a. smoothing factor
         weighted = exponentially_weighting(u, factor)
@@ -27,6 +33,8 @@ module MovingAvg
       alias_method :ewma, :exponentially_weighted_moving_average
 
       # MMA - Modified Moving Average
+      #
+      # https://en.wikipedia.org/wiki/Moving_average#Modified_moving_average
       def modified_moving_average(u)
         factor = 1.0 / u.size # 1 / N
         weighted = exponentially_weighting(u, factor)
@@ -34,6 +42,16 @@ module MovingAvg
       end
       alias_method :mma, :modified_moving_average
 
+      # SMM - Simple Moving Median
+      #
+      # https://en.wikipedia.org/wiki/Moving_average#Moving_median
+      def simple_moving_median(u)
+        sorted = u.sort
+        len = sorted.length
+        (sorted[(len - 1) / 2] + sorted[len / 2]) / 2
+      end
+      alias_method :smm, :simple_moving_median
+
       private
 
       def exponentially_weighting(u, factor)

data/lib/moving_avg/calculator.rb

@@ -0,0 +1,14 @@
+module MovingAvg
+  class Calculator
+    attr_reader :strategy, :options
+
+    def initialize(strategy:, options: {})
+      @strategy = strategy
+      @options = options
+    end
+
+    def moving_avg(items)
+      MovingAvg::Base.public_send(strategy, items)
+    end
+  end
+end

data/lib/moving_avg/version.rb

@@ -1,3 +1,3 @@
 module MovingAvg
-  VERSION = "0.2.1"
+  VERSION = "0.2.2"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: moving_avg
 version: !ruby/object:Gem::Version
-  version: 0.2.1
+  version: 0.2.2
 platform: ruby
 authors:
 - kenju
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2017-12-27 00:00:00.000000000 Z
+date: 2017-12-28 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -90,6 +90,7 @@ files:
 - ".gitignore"
 - ".rspec"
 - ".travis.yml"
+- CHANGELOG.md
 - Gemfile
 - Gemfile.lock
 - LICENSE
@@ -99,6 +100,7 @@ files:
 - bin/setup
 - lib/moving_avg.rb
 - lib/moving_avg/base.rb
+- lib/moving_avg/calculator.rb
 - lib/moving_avg/evaluator.rb
 - lib/moving_avg/helper.rb
 - lib/moving_avg/version.rb