Cálculo de la media móvil exponencial en Python

Estoy en el proceso de crear un algoritmo de negociación de divisas y quería probar mi oportunidad de calcular la EMA (medias móviles exponenciales) Mis resultados parecen ser correctos (en comparación con los cálculos que hice a mano), así que creo que el siguiente método funciona, pero solo quería tener un par de ojos extra para asegurarme de que no me falta nada.

Tenga en cuenta que esto solo devuelve la EMA por el precio más reciente, no devuelve una matriz de EMA, ya que no es lo que necesito para mi aplicación.

I Estoy usando este enlace como referencia: Media móvil exponencial

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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Comentarios

• ¡Bienvenido a CodeReview.SE! ¿Podría proporcionar datos ficticios para que uno pueda probar su código antes de revisarlo?
• Hola Josay, yo ' le agregamos una lista de muestra de datos si ' desea probar.