Implement movingAverage

pkg/timeseries/moving_average.go

@@ -0,0 +1,35 @@
+package timeseries
+
+import "math"
+
+func (ts TimeSeries) SimpleMovingAverage(n int) TimeSeries {
+	if ts.Len() == 0 {
+		return ts
+	}
+
+	sma := NewTimeSeries()
+
+	// It's not possible to calculate MA if n greater than number of points
+	n = int(math.Min(float64(ts.Len()), float64(n)))
+
+	for i := n; i < ts.Len(); i++ {
+		windowEdgeRight := i
+		windowCount := 0
+		var windowSum float64 = 0
+		for j := 0; j < n; j++ {
+			point := ts[i-j]
+			if point.Value != nil {
+				windowSum += *point.Value
+				windowCount++
+			}
+		}
+		if windowCount > 0 {
+			windowAvg := windowSum / float64(windowCount)
+			sma = append(sma, TimePoint{Time: ts[windowEdgeRight].Time, Value: &windowAvg})
+		} else {
+			sma = append(sma, TimePoint{Time: ts[windowEdgeRight].Time, Value: nil})
+		}
+	}
+
+	return sma
+}