Berekenen van exponentieel voortschrijdend gemiddelde in Python

Ik ben bezig met het maken van een forex-handelsalgoritme en wilde mijn kans proberen om EMA (exponentiële voortschrijdende gemiddelden) te berekenen Mijn resultaten lijken correct te zijn (vergeleken met de berekeningen die ik met de hand heb gedaan), dus ik denk dat de volgende methode werkt, maar ik wilde gewoon een paar extra ogen krijgen om er zeker van te zijn dat ik niets mis.

Merk op dat dit alleen de EMA retourneert voor de laatste prijs, het retourneert geen “array van EMA” s, want dat is niet wat ik nodig heb voor mijn aanvraag.

I gebruik deze link als referentie: Exponentieel voortschrijdend gemiddelde

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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