Calcul de la moyenne mobile exponentielle en Python

Je suis en train de créer un algorithme de trading forex et je voulais essayer de calculer lEMA (moyennes mobiles exponentielles) Mes résultats semblent être corrects (comparés aux calculs que jai faits à la main) donc je pense que la méthode suivante fonctionne, mais je voulais juste avoir une paire dyeux supplémentaire pour massurer de ne rien manquer.

Notez que cela renvoie simplement lEMA pour le dernier prix, il ne renvoie pas un tableau dEMA car ce nest pas ce dont jai besoin pour mon application.

I Jutilise ce lien comme référence: Moyenne mobile exponentielle

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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