Beräkna exponentiellt glidande medelvärde i Python

Jag är i färd med att skapa en valutahandelsalgoritm och ville prova mitt skott för att beräkna EMA (Exponential Moving Averages) Mina resultat verkar vara korrekta (jämfört med de beräkningar som jag gjorde för hand) så jag tror att följande metod fungerar, men ville bara få en extra uppsättning ögon för att se till att jag inte saknar någonting.

Observera att detta bara returnerar EMA för det senaste priset, det returnerar inte en array med EMA eftersom det inte är vad jag behöver för min ansökan.

I använder denna länk som referens: Exponentiellt glidande medelvärde

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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