Beregning av eksponentielt glidende gjennomsnitt i Python

Jeg er i ferd med å lage en forex trading algoritme og ønsket å prøve meg på å beregne EMA (Exponential Moving Averages) Resultatene mine ser ut til å være korrekte (sammenlignet med beregningene jeg gjorde for hånd), så jeg tror følgende metode fungerer, men ville bare få et ekstra sett med øyne for å sikre at jeg ikke savner noe.

Merk at dette bare returnerer EMA for den siste prisen, det returnerer ikke en rekke EMA, da det ikke er det jeg trenger for søknaden min.

I bruker denne lenken som referanse: Eksponentiell glidende gjennomsnitt

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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Kommentarer

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