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package movingaverage
import (
"errors"
"math"
)
// @author Robin Verlangen
// Moving average implementation for Go
var errNoValues = errors.New("no values")
type MovingAverage struct {
Window int
values []float64
valPos int
slotsFilled bool
ignoreNanValues bool
ignoreInfValues bool
}
func (ma *MovingAverage) SetIgnoreInfValues(ignoreInfValues bool) {
ma.ignoreInfValues = ignoreInfValues
}
func (ma *MovingAverage) SetIgnoreNanValues(ignoreNanValues bool) {
ma.ignoreNanValues = ignoreNanValues
}
func (ma *MovingAverage) Avg() float64 {
var sum = float64(0)
values := ma.filledValues()
if values == nil {
return 0
}
n := len(values)
for _, value := range values {
sum += value
}
// Finalize average and return
avg := sum / float64(n)
return avg
}
func (ma *MovingAverage) filledValues() []float64 {
var c = ma.Window - 1
// Are all slots filled? If not, ignore unused
if !ma.slotsFilled {
c = ma.valPos - 1
if c < 0 {
// Empty register
return nil
}
}
return ma.values[0 : c+1]
}
func (ma *MovingAverage) Add(values ...float64) {
for _, val := range values {
// ignore NaN?
if ma.ignoreNanValues && math.IsNaN(val) {
continue
}
// ignore Inf?
if ma.ignoreInfValues && math.IsInf(val, 0) {
continue
}
// Put into values array
ma.values[ma.valPos] = val
// Increment value position
ma.valPos = (ma.valPos + 1) % ma.Window
// Did we just go back to 0, effectively meaning we filled all registers?
if !ma.slotsFilled && ma.valPos == 0 {
ma.slotsFilled = true
}
}
}
func (ma *MovingAverage) SlotsFilled() bool {
return ma.slotsFilled
}
func (ma *MovingAverage) Values() []float64 {
return ma.filledValues()
}
func (ma *MovingAverage) Count() int {
return len(ma.Values())
}
func (ma *MovingAverage) Max() (float64, error) {
best := math.MaxFloat64 * -1
values := ma.filledValues()
if values == nil {
return 0, errNoValues
}
for _, value := range values {
if value > best {
best = value
}
}
return best, nil
}
func (ma *MovingAverage) Min() (float64, error) {
if !ma.slotsFilled && ma.valPos == 0 {
return 0, errNoValues
}
best := math.MaxFloat64
values := ma.filledValues()
for _, value := range values {
if value < best {
best = value
}
}
return best, nil
}
func New(window int) *MovingAverage {
return &MovingAverage{
Window: window,
values: make([]float64, window),
valPos: 0,
slotsFilled: false,
}
}
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