Class ExponentialMovingAverage

java.lang.Object

com.biglybt.core.util.average.ExponentialMovingAverage

All Implemented Interfaces:

Average

public class ExponentialMovingAverage
extends Object
implements Average

Implements an exponential moving average.

Field Summary

Fields

Modifier and Type	Field	Description
private double	prevEMA
private final float	weight

Constructor Summary

Constructors

Constructor	Description
ExponentialMovingAverage(float weight)	Create a new exponential moving average, using the given smoothing rate weight.
ExponentialMovingAverage(int periods)	Create a new exponential moving average which smooths over the given number of periods.

Method Summary

Modifier and Type	Method	Description
double	getAverage()	Return average-so-far.
void	reset()	sets back to start-of-day
double	update(double newValue)	Update average and return average-so-far.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

weight

private final float weight

prevEMA

private double prevEMA

Constructor Details

ExponentialMovingAverage

public ExponentialMovingAverage(int periods)

Create a new exponential moving average which smooths over the given number of periods.

ExponentialMovingAverage

public ExponentialMovingAverage(float weight)

Create a new exponential moving average, using the given smoothing rate weight.

Method Details

reset

public void reset()

Description copied from interface: Average

sets back to start-of-day

Specified by:

reset in interface Average

update

public double update(double newValue)

Update average and return average-so-far.

Specified by:

update in interface Average

getAverage

public double getAverage()

Return average-so-far.

Specified by:

getAverage in interface Average