Beregning af eksponentielt glidende gennemsnit i Python

Jeg er i færd med at oprette en forex handelsalgoritme og ville prøve mit skud til beregning af EMA (eksponentiel glidende gennemsnit) Mine resultater ser ud til at være korrekte (sammenlignet med de beregninger, jeg har foretaget i hånden), så jeg tror, at følgende metode fungerer, men ville bare få et ekstra sæt øjne til at sikre, at jeg ikke går glip af noget.

Bemærk, at dette bare returnerer EMA til den nyeste pris, det returnerer ikke en matrix med EMA, da det ikke er det, jeg har brug for til min applikation.

I bruger dette link som reference: Eksponentielt glidende gennemsnit

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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