├── .editorconfig ├── .eslintrc.json ├── .gitattributes ├── .github └── contributing.md ├── .gitignore ├── .travis.yml ├── .verb.md ├── LICENSE ├── README.md ├── example.js ├── index.js ├── package.json └── test.js /.editorconfig: -------------------------------------------------------------------------------- 1 | root = true 2 | 3 | [*] 4 | indent_style = space 5 | end_of_line = lf 6 | charset = utf-8 7 | indent_size = 2 8 | trim_trailing_whitespace = true 9 | insert_final_newline = true 10 | 11 | [{**/{actual,fixtures,expected,templates}/**,*.md}] 12 | trim_trailing_whitespace = false 13 | insert_final_newline = false -------------------------------------------------------------------------------- /.eslintrc.json: -------------------------------------------------------------------------------- 1 | { 2 | "ecmaFeatures": { 3 | "modules": true, 4 | "experimentalObjectRestSpread": true 5 | }, 6 | 7 | "env": { 8 | "browser": false, 9 | "es6": true, 10 | "node": true, 11 | "mocha": true 12 | }, 13 | 14 | "globals": { 15 | "document": false, 16 | "navigator": false, 17 | "window": false 18 | }, 19 | 20 | "rules": { 21 | "accessor-pairs": 2, 22 | "arrow-spacing": [2, { "before": true, "after": true }], 23 | "block-spacing": [2, "always"], 24 | "brace-style": [2, "1tbs", { "allowSingleLine": true }], 25 | "comma-dangle": [2, "never"], 26 | "comma-spacing": [2, { "before": false, "after": true }], 27 | "comma-style": [2, "last"], 28 | "constructor-super": 2, 29 | "curly": [2, "multi-line"], 30 | "dot-location": [2, "property"], 31 | "eol-last": 2, 32 | "eqeqeq": [2, "allow-null"], 33 | "generator-star-spacing": [2, { "before": true, "after": true }], 34 | "handle-callback-err": [2, "^(err|error)$" ], 35 | "indent": [2, 2, { "SwitchCase": 1 }], 36 | "key-spacing": [2, { "beforeColon": false, "afterColon": true }], 37 | "keyword-spacing": [2, { "before": true, "after": true }], 38 | "new-cap": [2, { "newIsCap": true, "capIsNew": false }], 39 | "new-parens": 2, 40 | "no-array-constructor": 2, 41 | "no-caller": 2, 42 | "no-class-assign": 2, 43 | "no-cond-assign": 2, 44 | "no-const-assign": 2, 45 | "no-control-regex": 2, 46 | "no-debugger": 2, 47 | "no-delete-var": 2, 48 | "no-dupe-args": 2, 49 | "no-dupe-class-members": 2, 50 | "no-dupe-keys": 2, 51 | "no-duplicate-case": 2, 52 | "no-empty-character-class": 2, 53 | "no-eval": 2, 54 | "no-ex-assign": 2, 55 | "no-extend-native": 2, 56 | "no-extra-bind": 2, 57 | "no-extra-boolean-cast": 2, 58 | "no-extra-parens": [2, "functions"], 59 | "no-fallthrough": 2, 60 | "no-floating-decimal": 2, 61 | "no-func-assign": 2, 62 | "no-implied-eval": 2, 63 | "no-inner-declarations": [2, "functions"], 64 | "no-invalid-regexp": 2, 65 | "no-irregular-whitespace": 2, 66 | "no-iterator": 2, 67 | "no-label-var": 2, 68 | "no-labels": 2, 69 | "no-lone-blocks": 2, 70 | "no-mixed-spaces-and-tabs": 2, 71 | "no-multi-spaces": 2, 72 | "no-multi-str": 2, 73 | "no-multiple-empty-lines": [2, { "max": 1 }], 74 | "no-native-reassign": 0, 75 | "no-negated-in-lhs": 2, 76 | "no-new": 2, 77 | "no-new-func": 2, 78 | "no-new-object": 2, 79 | "no-new-require": 2, 80 | "no-new-wrappers": 2, 81 | "no-obj-calls": 2, 82 | "no-octal": 2, 83 | "no-octal-escape": 2, 84 | "no-proto": 0, 85 | "no-redeclare": 2, 86 | "no-regex-spaces": 2, 87 | "no-return-assign": 2, 88 | "no-self-compare": 2, 89 | "no-sequences": 2, 90 | "no-shadow-restricted-names": 2, 91 | "no-spaced-func": 2, 92 | "no-sparse-arrays": 2, 93 | "no-this-before-super": 2, 94 | "no-throw-literal": 2, 95 | "no-trailing-spaces": 0, 96 | "no-undef": 2, 97 | "no-undef-init": 2, 98 | "no-unexpected-multiline": 2, 99 | "no-unneeded-ternary": [2, { "defaultAssignment": false }], 100 | "no-unreachable": 2, 101 | "no-unused-vars": [2, { "vars": "all", "args": "none" }], 102 | "no-useless-call": 0, 103 | "no-with": 2, 104 | "one-var": [0, { "initialized": "never" }], 105 | "operator-linebreak": [0, "after", { "overrides": { "?": "before", ":": "before" } }], 106 | "padded-blocks": [0, "never"], 107 | "quotes": [2, "single", "avoid-escape"], 108 | "radix": 2, 109 | "semi": [2, "always"], 110 | "semi-spacing": [2, { "before": false, "after": true }], 111 | "space-before-blocks": [2, "always"], 112 | "space-before-function-paren": [2, "never"], 113 | "space-in-parens": [2, "never"], 114 | "space-infix-ops": 2, 115 | "space-unary-ops": [2, { "words": true, "nonwords": false }], 116 | "spaced-comment": [0, "always", { "markers": ["global", "globals", "eslint", "eslint-disable", "*package", "!", ","] }], 117 | "use-isnan": 2, 118 | "valid-typeof": 2, 119 | "wrap-iife": [2, "any"], 120 | "yoda": [2, "never"] 121 | } 122 | } 123 | -------------------------------------------------------------------------------- /.gitattributes: -------------------------------------------------------------------------------- 1 | # Enforce Unix newlines 2 | * text eol=lf 3 | 4 | # binaries 5 | *.ai binary 6 | *.psd binary 7 | *.jpg binary 8 | *.gif binary 9 | *.png binary 10 | *.jpeg binary 11 | -------------------------------------------------------------------------------- /.github/contributing.md: -------------------------------------------------------------------------------- 1 | # Contributing to exponential-moving-average 2 | 3 | First and foremost, thank you! We appreciate that you want to contribute to exponential-moving-average, your time is valuable, and your contributions mean a lot to us. 4 | 5 | **What does "contributing" mean?** 6 | 7 | Creating an issue is the simplest form of contributing to a project. But there are many ways to contribute, including the following: 8 | 9 | - Updating or correcting documentation 10 | - Feature requests 11 | - Bug reports 12 | 13 | If you'd like to learn more about contributing in general, the [Guide to Idiomatic Contributing](https://github.com/jonschlinkert/idiomatic-contributing) has a lot of useful information. 14 | 15 | **Showing support for exponential-moving-average** 16 | 17 | Please keep in mind that open source software is built by people like you, who spend their free time creating things the rest the community can use. 18 | 19 | Don't have time to contribute? No worries, here are some other ways to show your support for exponential-moving-average: 20 | 21 | - star the [project](https://github.com/jonschlinkert/exponential-moving-average) 22 | - tweet your support for exponential-moving-average 23 | 24 | ## Issues 25 | 26 | ### Before creating an issue 27 | 28 | Please try to determine if the issue is caused by an underlying library, and if so, create the issue there. Sometimes this is difficult to know. We only ask that you attempt to give a reasonable attempt to find out. Oftentimes the readme will have advice about where to go to create issues. 29 | 30 | Try to follow these guidelines 31 | 32 | - **Investigate the issue**: 33 | - **Check the readme** - oftentimes you will find notes about creating issues, and where to go depending on the type of issue. 34 | - Create the issue in the appropriate repository. 35 | 36 | ### Creating an issue 37 | 38 | Please be as descriptive as possible when creating an issue. Give us the information we need to successfully answer your question or address your issue by answering the following in your issue: 39 | 40 | - **version**: please note the version of exponential-moving-average are you using 41 | - **extensions, plugins, helpers, etc** (if applicable): please list any extensions you're using 42 | - **error messages**: please paste any error messages into the issue, or a [gist](https://gist.github.com/) 43 | 44 | ## Above and beyond 45 | 46 | Here are some tips for creating idiomatic issues. Taking just a little bit extra time will make your issue easier to read, easier to resolve, more likely to be found by others who have the same or similar issue in the future. 47 | 48 | - read the [Guide to Idiomatic Contributing](https://github.com/jonschlinkert/idiomatic-contributing) 49 | - take some time to learn basic markdown. This [markdown cheatsheet](https://gist.github.com/jonschlinkert/5854601) is super helpful, as is the GitHub guide to [basic markdown](https://help.github.com/articles/markdown-basics/). 50 | - Learn about [GitHub Flavored Markdown](https://help.github.com/articles/github-flavored-markdown/). And if you want to really go above and beyond, read [mastering markdown](https://guides.github.com/features/mastering-markdown/). 51 | - use backticks to wrap code. This ensures that code will retain its format, making it much more readable to others 52 | - use syntax highlighting by adding the correct language name after the first "code fence" 53 | 54 | 55 | [node-glob]: https://github.com/isaacs/node-glob 56 | [micromatch]: https://github.com/jonschlinkert/micromatch 57 | [so]: http://stackoverflow.com/questions/tagged/exponential-moving-average -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # always ignore files 2 | *.DS_Store 3 | *.sublime-* 4 | 5 | # test related, or directories generated by tests 6 | test/actual 7 | actual 8 | coverage 9 | .nyc* 10 | 11 | # npm 12 | node_modules 13 | npm-debug.log 14 | 15 | # yarn 16 | yarn.lock 17 | yarn-error.log 18 | 19 | # misc 20 | _gh_pages 21 | _draft 22 | _drafts 23 | bower_components 24 | vendor 25 | temp 26 | tmp 27 | TODO.md 28 | -------------------------------------------------------------------------------- /.travis.yml: -------------------------------------------------------------------------------- 1 | sudo: false 2 | os: 3 | - linux 4 | - osx 5 | language: node_js 6 | node_js: 7 | - node 8 | - '7' 9 | - '6' 10 | - '5' 11 | - '4' 12 | - '0.12' 13 | - '0.10' 14 | -------------------------------------------------------------------------------- /.verb.md: -------------------------------------------------------------------------------- 1 | ## Usage 2 | 3 | ```js 4 | var ema = require('{%= name %}'); 5 | 6 | var arr = [ 7 | '22.27', 8 | '22.19', 9 | '22.08', 10 | '22.17', 11 | '22.18', 12 | '22.13', 13 | '22.23', 14 | '22.43', 15 | '22.24', 16 | '22.29', 17 | '22.15', 18 | '22.39', 19 | '22.38', 20 | '22.61', 21 | '23.36', 22 | '24.05', 23 | '23.75', 24 | '23.83', 25 | '23.95', 26 | '23.63', 27 | '23.82', 28 | '23.87', 29 | '23.65', 30 | '23.19', 31 | '23.10', 32 | '23.33', 33 | '22.68', 34 | '23.10', 35 | '22.40', 36 | '22.17' 37 | ]; 38 | 39 | // calculate ema over 10 days 40 | console.log(ema(arr, 10)); 41 | ``` 42 | Results in: 43 | 44 | ```js 45 | [ 46 | '22.22', 47 | '22.21', 48 | '22.24', 49 | '22.27', 50 | '22.33', 51 | '22.52', 52 | '22.80', 53 | '22.97', 54 | '23.13', 55 | '23.28', 56 | '23.34', 57 | '23.43', 58 | '23.51', 59 | '23.53', 60 | '23.47', 61 | '23.40', 62 | '23.39', 63 | '23.26', 64 | '23.23', 65 | '23.08', 66 | '22.92' 67 | ] 68 | ``` 69 | 70 | 71 | ## Options 72 | 73 | Options may be passed as an object or as a number to specify only the [range](#range) to use. 74 | 75 | ### range 76 | 77 | The number of array elements to use for the moving average. If no number is specified half of the length of the array is used. 78 | 79 | **Example** 80 | 81 | ```js 82 | ema(arr, 10); 83 | // or 84 | ema(arr, {range: 10}); 85 | ``` 86 | 87 | ### format 88 | 89 | Format the numbers as they're added to the result. 90 | 91 | ```js 92 | ema(arr, { 93 | format: function(num) { 94 | return num.toFixed(3); 95 | } 96 | }); 97 | ``` 98 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | The MIT License (MIT) 2 | 3 | Copyright (c) 2016-2017, Jon Schlinkert 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in 13 | all copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN 21 | THE SOFTWARE. 22 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # exponential-moving-average [![NPM version](https://img.shields.io/npm/v/exponential-moving-average.svg?style=flat)](https://www.npmjs.com/package/exponential-moving-average) [![NPM monthly downloads](https://img.shields.io/npm/dm/exponential-moving-average.svg?style=flat)](https://npmjs.org/package/exponential-moving-average) [![NPM total downloads](https://img.shields.io/npm/dt/exponential-moving-average.svg?style=flat)](https://npmjs.org/package/exponential-moving-average) [![Linux Build Status](https://img.shields.io/travis/jonschlinkert/exponential-moving-average.svg?style=flat&label=Travis)](https://travis-ci.org/jonschlinkert/exponential-moving-average) 2 | 3 | > Calculate an exponential moving average from an array of numbers. 4 | 5 | ## Install 6 | 7 | Install with [npm](https://www.npmjs.com/): 8 | 9 | ```sh 10 | $ npm install --save exponential-moving-average 11 | ``` 12 | 13 | ## Usage 14 | 15 | ```js 16 | var ema = require('exponential-moving-average'); 17 | 18 | var arr = [ 19 | '22.27', 20 | '22.19', 21 | '22.08', 22 | '22.17', 23 | '22.18', 24 | '22.13', 25 | '22.23', 26 | '22.43', 27 | '22.24', 28 | '22.29', 29 | '22.15', 30 | '22.39', 31 | '22.38', 32 | '22.61', 33 | '23.36', 34 | '24.05', 35 | '23.75', 36 | '23.83', 37 | '23.95', 38 | '23.63', 39 | '23.82', 40 | '23.87', 41 | '23.65', 42 | '23.19', 43 | '23.10', 44 | '23.33', 45 | '22.68', 46 | '23.10', 47 | '22.40', 48 | '22.17' 49 | ]; 50 | 51 | // calculate ema over 10 days 52 | console.log(ema(arr, 10)); 53 | ``` 54 | Results in: 55 | 56 | ```js 57 | [ 58 | '22.22', 59 | '22.21', 60 | '22.24', 61 | '22.27', 62 | '22.33', 63 | '22.52', 64 | '22.80', 65 | '22.97', 66 | '23.13', 67 | '23.28', 68 | '23.34', 69 | '23.43', 70 | '23.51', 71 | '23.53', 72 | '23.47', 73 | '23.40', 74 | '23.39', 75 | '23.26', 76 | '23.23', 77 | '23.08', 78 | '22.92' 79 | ] 80 | ``` 81 | 82 | ## Options 83 | 84 | Options may be passed as an object or as a number to specify only the [range](#range) to use. 85 | 86 | ### range 87 | 88 | The number of array elements to use for the moving average. If no number is specified half of the length of the array is used. 89 | 90 | **Example** 91 | 92 | ```js 93 | ema(arr, 10); 94 | // or 95 | ema(arr, {range: 10}); 96 | ``` 97 | 98 | ### format 99 | 100 | Format the numbers as they're added to the result. 101 | 102 | ```js 103 | ema(arr, { 104 | format: function(num) { 105 | return num.toFixed(3); 106 | } 107 | }); 108 | ``` 109 | 110 | ## About 111 | 112 | ### Contributing 113 | 114 | Pull requests and stars are always welcome. For bugs and feature requests, [please create an issue](../../issues/new). 115 | 116 | Please read the [contributing guide](.github/contributing.md) for advice on opening issues, pull requests, and coding standards. 117 | 118 | ### Building docs 119 | 120 | _(This project's readme.md is generated by [verb](https://github.com/verbose/verb-generate-readme), please don't edit the readme directly. Any changes to the readme must be made in the [.verb.md](.verb.md) readme template.)_ 121 | 122 | To generate the readme, run the following command: 123 | 124 | ```sh 125 | $ npm install -g verbose/verb#dev verb-generate-readme && verb 126 | ``` 127 | 128 | ### Running tests 129 | 130 | Running and reviewing unit tests is a great way to get familiarized with a library and its API. You can install dependencies and run tests with the following command: 131 | 132 | ```sh 133 | $ npm install && npm test 134 | ``` 135 | 136 | ### Author 137 | 138 | **Jon Schlinkert** 139 | 140 | * [github/jonschlinkert](https://github.com/jonschlinkert) 141 | * [twitter/jonschlinkert](https://twitter.com/jonschlinkert) 142 | 143 | ### License 144 | 145 | Copyright © 2017, [Jon Schlinkert](https://github.com/jonschlinkert). 146 | Released under the [MIT License](LICENSE). 147 | 148 | *** 149 | 150 | _This file was generated by [verb-generate-readme](https://github.com/verbose/verb-generate-readme), v0.5.0, on April 09, 2017._ -------------------------------------------------------------------------------- /example.js: -------------------------------------------------------------------------------- 1 | var ema = require('./'); 2 | 3 | var arr = ['22.27', '22.19', '22.08', '22.17', '22.18', '22.13', '22.23', '22.43', '22.24', '22.29', '22.15', '22.39', '22.38', '22.61', '23.36', '24.05', '23.75', '23.83', '23.95', '23.63', '23.82', '23.87', '23.65', '23.19', '23.10', '23.33', '22.68', '23.10', '22.40', '22.17']; 4 | 5 | console.log(ema(arr, 10).join('\n')); 6 | -------------------------------------------------------------------------------- /index.js: -------------------------------------------------------------------------------- 1 | 'use strict'; 2 | 3 | var extend = require('extend-shallow'); 4 | 5 | module.exports = function(arr, options) { 6 | if (!Array.isArray(arr)) { 7 | throw new TypeError('expected an array'); 8 | } 9 | 10 | if (typeof options === 'number') { 11 | options = { range: options }; 12 | } 13 | 14 | var defaults = {range: Math.round(arr.length / 2), format: toFixed}; 15 | var opts = extend({}, defaults, options); 16 | var range = opts.range; 17 | 18 | if (arr.length < range) { 19 | throw new RangeError('expected range to be greater than array length'); 20 | } 21 | 22 | var c = smooth(range); 23 | var num = avg(arr.slice(0, range), opts); 24 | var acc = [opts.format(num)]; 25 | for (var i = range; i < arr.length; i++) { 26 | num = (c * Number(arr[i])) + ((1 - c) * num); 27 | acc.push(opts.format(num)); 28 | } 29 | return acc; 30 | }; 31 | 32 | function avg(arr, options) { 33 | var len = arr.length, i = -1; 34 | var num = 0; 35 | while (++i < len) num += Number(arr[i]); 36 | return num / len; 37 | } 38 | 39 | function smooth(n) { 40 | return 2 / (n + 1); 41 | } 42 | 43 | function toFixed(n) { 44 | return n.toFixed(2); 45 | } 46 | -------------------------------------------------------------------------------- /package.json: -------------------------------------------------------------------------------- 1 | { 2 | "name": "exponential-moving-average", 3 | "description": "Calculate an exponential moving average from an array of numbers.", 4 | "version": "1.0.0", 5 | "homepage": "https://github.com/jonschlinkert/exponential-moving-average", 6 | "author": "Jon Schlinkert (https://github.com/jonschlinkert)", 7 | "repository": "jonschlinkert/exponential-moving-average", 8 | "bugs": { 9 | "url": "https://github.com/jonschlinkert/exponential-moving-average/issues" 10 | }, 11 | "license": "MIT", 12 | "files": [ 13 | "index.js" 14 | ], 15 | "main": "index.js", 16 | "engines": { 17 | "node": ">=0.10.0" 18 | }, 19 | "scripts": { 20 | "test": "mocha" 21 | }, 22 | "dependencies": { 23 | "extend-shallow": "^2.0.1" 24 | }, 25 | "devDependencies": { 26 | "gulp-format-md": "^0.1.12", 27 | "mocha": "^3.2.0" 28 | }, 29 | "keywords": [ 30 | "average", 31 | "exponential", 32 | "moving" 33 | ], 34 | "verb": { 35 | "toc": false, 36 | "layout": "default", 37 | "tasks": [ 38 | "readme" 39 | ], 40 | "plugins": [ 41 | "gulp-format-md" 42 | ], 43 | "lint": { 44 | "reflinks": true 45 | } 46 | } 47 | } 48 | -------------------------------------------------------------------------------- /test.js: -------------------------------------------------------------------------------- 1 | 'use strict'; 2 | 3 | require('mocha'); 4 | var assert = require('assert'); 5 | var ema = require('./'); 6 | 7 | describe('exponential-moving-average', function() { 8 | it('should export a function', function() { 9 | assert.equal(typeof ema, 'function'); 10 | }); 11 | 12 | it('should throw an error when array is not passed', function() { 13 | assert.throws(function() { 14 | ema(); 15 | }); 16 | }); 17 | 18 | it('should throw an error when range is invalid', function() { 19 | assert.throws(function() { 20 | ema([1, 2, 3, 4, 5], 10); 21 | }); 22 | }); 23 | 24 | it('should select an appropriate default range for even-length input', function() { 25 | var fixture = ['1.00', '1.00', '1.00', '1.00']; 26 | 27 | assert.deepEqual(ema(fixture), ['1.00', '1.00', '1.00']); 28 | }); 29 | 30 | it('should select an appropriate default range for odd-length input', function() { 31 | var fixture = ['1.00', '1.00', '1.00']; 32 | 33 | assert.deepEqual(ema(fixture), ['1.00', '1.00']); 34 | }); 35 | 36 | it('should calculate exponential moving average', function() { 37 | var fixture = ['22.27', '22.19', '22.08', '22.17', '22.18', '22.13', '22.23', '22.43', '22.24', '22.29', '22.15', '22.39', '22.38', '22.61', '23.36', '24.05', '23.75', '23.83', '23.95', '23.63', '23.82', '23.87', '23.65', '23.19', '23.10', '23.33', '22.68', '23.10', '22.40', '22.17']; 38 | 39 | assert.deepEqual(ema(fixture, 10), [ 40 | '22.22', 41 | '22.21', 42 | '22.24', 43 | '22.27', 44 | '22.33', 45 | '22.52', 46 | '22.80', 47 | '22.97', 48 | '23.13', 49 | '23.28', 50 | '23.34', 51 | '23.43', 52 | '23.51', 53 | '23.53', 54 | '23.47', 55 | '23.40', 56 | '23.39', 57 | '23.26', 58 | '23.23', 59 | '23.08', 60 | '22.92' 61 | ]); 62 | }); 63 | }); 64 | --------------------------------------------------------------------------------