Výpočet exponenciálního klouzavého průměru v Pythonu

Jsem v procesu vytváření algoritmu obchodování na forexu a chtěl jsem vyzkoušet svůj pokus o výpočet EMA (Exponenciální klouzavé průměry) Moje výsledky se zdají být správné (ve srovnání s výpočty, které jsem provedl ručně), takže věřím, že následující metoda funguje, ale chtěl jsem jen získat další sadu očí, abych se ujistil, že mi nic nechybí.

Všimněte si, že toto vrací EMA za nejnovější cenu, nevrací pole EMA, protože to není to, co pro svoji aplikaci potřebuji.

I používám tento odkaz jako referenci: Exponenciální klouzavý průměr

class Indicators: def sma(self, data, window): """ Calculates Simple Moving Average http://fxtrade.oanda.com/learn/forex-indicators/simple-moving-average """ if len(data) < window: return None return sum(data[-window:]) / float(window) def ema(self, data, window, position=None, previous_ema=None): """ Calculates Exponential Moving Average http://fxtrade.oanda.com/learn/forex-indicators/exponential-moving-average """ if len(data) < window + 2: return None c = 2 / float(window + 1) if not previous_ema: return self.ema(data, window, window, self.sma(data[-window*2 + 1:-window + 1], window)) else: current_ema = (c * data[-position]) + ((1 - c) * previous_ema) if position > 0: return self.ema(data, window, position - 1, current_ema) return previous_ema # Sample close prices for GBP_USD currency pair on the 2 hour timeframe close_prices = [1.682555, 1.682545, 1.682535, 1.682655, 1.682455, 1.682685, 1.68205, 1.683245, 1.68405, 1.68401, 1.68506, 1.685825, 1.685955, 1.686595, 1.686325, 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