Adds exponential moving average algorithm by PoojanSmart · Pull Request #10273 · TheAlgorithms/Python

PoojanSmart · 2023-10-11T14:54:25Z

Describe your change:

Add an algorithm?
Fix a bug or typo in an existing algorithm?
Documentation change?

Checklist:

cclauss · 2023-10-11T21:18:20Z

+
+
+def exponential_moving_average(series: list[float], window_size: int) -> list[float]:
+ """
+ Returns the exponential moving average of the given array list
+ >>> exponential_moving_average([2, 5, 3, 8.2, 6, 9, 10], 3)


The financial calculations seem artificial and trivial when they are supplied with all the data upfront.
Could we convert series: list[float] --> series: Iterable[float] so that we could continuously create/add to an EMA as new data came in from some generator expression? We will no longer be able to do len(series) but will other issues arise?
Suggested change
defexponential_moving_average(series: list[float], window_size: int) ->list[float]:
"""
Returnstheexponentialmovingaverageofthegivenarraylist
>>>exponential_moving_average([2, 5, 3, 8.2, 6, 9, 10], 3)
fromcollections.abcimportIterable
defexponential_moving_average(series: Iteratable[float], window_size: int) ->list[float]:
"""
Returnstheexponentialmovingaverageofthegivenarraylist
>>>exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3)

Instead of return list[float] could we consider yielding floats as we finish windows?

Thanks for the suggestion!
I have added generator as parameter instead of an iterator which acts as mock for file or data stream.

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algorithms-keeper · 2023-10-12T06:43:13Z

+
+ doctest.testmod()
+
+ def test_gen_func(arr: list[float]):


As there is no test file in this pull request nor any test function or class in the file financial/exponential_moving_average.py, please provide doctest for the function test_gen_func
Please provide return type hint for the function: test_gen_func. If the function does not return a value, please provide the type hint as:def function() -> None:

cclauss · 2023-10-12T07:02:25Z

+ t = 0
+
+ # Exponential average at timestamp t
+ st = None


Suggested change
st=None
st=0

cclauss · 2023-10-12T07:52:27Z

@@ -0,0 +1,72 @@
+"""
+ Calculates exponential moving average (EMA) on the series of numbers


Active tense
Suggested change
Calculatesexponentialmovingaverage (EMA) ontheseriesofnumbers
Calculatetheexponentialmovingaverage (EMA) ontheseriesofnumbers.

cclauss · 2023-10-12T07:54:15Z

+"""
+ Calculates exponential moving average (EMA) on the series of numbers
+ Wikipedia Reference: https://en.wikipedia.org/wiki/Exponential_smoothing
+ Reference: https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema


Lines of Python code should be max 88 characters so let's not overdo it.
Suggested change
Reference: https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema
https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema

cclauss · 2023-10-12T08:06:04Z

+ """
+ Returns the generator which generates exponential moving average of the given
+ series generator
+ >>> list(exponential_moving_average((ele for ele in [2, 5, 3, 8.2, 6, 9, 10]), 3))


Just easier to read...
Suggested change
>>>list(exponential_moving_average((eleforelein[2, 5, 3, 8.2, 6, 9, 10]), 3))
>>>list(exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3))

cclauss · 2023-10-12T08:10:25Z

+ alpha = 2 / (1 + window_size)
+
+ # Defining timestamp t
+ t = 0


Suggested change
t=0
timestamp=0
Or maybe even better, ticks.

cclauss · 2023-10-12T08:11:07Z

+ t = 0
+
+ # Exponential average at timestamp t
+ st = 0.0


Suggested change
st=0.0
exponential_average=0.0

cclauss · 2023-10-12T08:15:09Z

+
+
+def exponential_moving_average(
+ series_generator: Iterator[float], window_size: int


Just plain series is fine.
Suggested change
series_generator: Iterator[float], window_size: int
series: Iterator[float], window_size: int

cclauss · 2023-10-12T08:25:15Z

+ test_generator = (ele for ele in test_series)
+ test_window_size = 3
+ result = exponential_moving_average(test_generator, test_window_size)


Suggested change
test_generator= (eleforeleintest_series)
test_window_size=3
result=exponential_moving_average(test_generator, test_window_size)
test_window_size=3
result=exponential_moving_average(series=iter(test_series), window_size=test_window_size)

cclauss · 2023-10-12T13:55:35Z

Final edits: ce8ecce

PoojanSmart added 2 commits October 11, 2023 19:50

Adds exponential moving average algorithm
a33bc05

code clean up
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spell correction
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Modifies I/O types of function
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algorithms-keeperBot added require tests Tests [doctest/unittest/pytest] are required require type hints https://docs.python.org/3/library/typing.html labels Oct 12, 2023

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algorithms-keeperBot added awaiting reviews This PR is ready to be reviewed and removed awaiting changes A maintainer has requested changes to this PR labels Oct 12, 2023

Replaces generator function
040379f

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cclauss reviewed Oct 12, 2023
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Resolved mypy type error
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PoojanSmartand others added 2 commits October 12, 2023 17:28

readibility of code and documentation
68c4bb8

Update exponential_moving_average.py
ce8ecce

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cclauss merged commit 7ea8129 into TheAlgorithms:masterOct 12, 2023

cclauss mentioned this pull request Oct 15, 2023
add monotonic queue algorithm #10531
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isidroas mentioned this pull request Jan 25, 2025
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-defexponential_moving_average(series: list[float], window_size: int) ->list[float]:
- """
-Returnstheexponentialmovingaverageofthegivenarraylist
->>>exponential_moving_average([2, 5, 3, 8.2, 6, 9, 10], 3)
+fromcollections.abcimportIterable
+defexponential_moving_average(series: Iteratable[float], window_size: int) ->list[float]:
+ """
+Returnstheexponentialmovingaverageofthegivenarraylist
+>>>exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3)

		@@ -0,0 +1,72 @@
		"""
		Calculates exponential moving average (EMA) on the series of numbers

	Calculatesexponentialmovingaverage (EMA) ontheseriesofnumbers
	Calculatetheexponentialmovingaverage (EMA) ontheseriesofnumbers.

	Reference: https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema
	https://www.investopedia.com/terms/e/ema.asp#toc-what-is-an-exponential-moving-average-ema

	>>>list(exponential_moving_average((eleforelein[2, 5, 3, 8.2, 6, 9, 10]), 3))
	>>>list(exponential_moving_average(iter([2, 5, 3, 8.2, 6, 9, 10]), 3))



		def exponential_moving_average(
		series_generator: Iterator[float], window_size: int

	series_generator: Iterator[float], window_size: int
	series: Iterator[float], window_size: int

-test_generator= (eleforeleintest_series)
-test_window_size=3
-result=exponential_moving_average(test_generator, test_window_size)
+test_window_size=3
+result=exponential_moving_average(series=iter(test_series), window_size=test_window_size)

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PoojanSmart commented Oct 11, 2023• edited Loading Uh oh! There was an error while loading. Please reload this page.

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cclaussOct 11, 2023• edited Loading Uh oh! There was an error while loading. Please reload this page.

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cclauss commented Oct 12, 2023

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PoojanSmart commented Oct 11, 2023•
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cclaussOct 11, 2023•
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