Obliczanie wykładniczej średniej kroczącej w Pythonie

Jestem w trakcie tworzenia algorytmu handlu na rynku Forex i chciałem spróbować obliczyć EMA (wykładnicze średnie kroczące) Moje wyniki wydają się być poprawne (w porównaniu z obliczeniami, które wykonałem ręcznie), więc uważam, że następująca metoda działa, ale chciałem tylko uzyskać dodatkową parę oczu, aby upewnić się, że niczego mi nie brakuje.

Zwróć uwagę, że to tylko zwraca EMA dla najnowszej ceny, nie zwraca tablicy EMA, ponieważ nie jest to potrzebne do mojej aplikacji.

I używam tego linku jako odniesienia: Wykładnicza średnia krocząca

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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