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Program to find simple moving average

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  • Difficulty Level : Easy
  • Last Updated : 01 Aug, 2022
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Simple Moving Average is the average obtained from the data for some t period of time . In normal mean, it’s value get changed with the changing data but in this type of mean it also changes with the time interval . We get the mean for some period t and then we remove some previous data . Again we get new mean and this process continues . This is why it is moving average . This have a great application in financial market . Examples:

Input : { 1, 3, 5, 6, 8 } 
        Period = 3
Output :New number added is 1.0, SMA = 0.3333333333333333
        New number added is 3.0, SMA = 1.3333333333333333
        New number added is 5.0, SMA = 3.0
        New number added is 6.0, SMA = 4.666666666666667
        New number added is 8.0, SMA = 6.333333333333333

Approach Given a series of numbers and a fixed subset size, the first element of the moving average is obtained by taking the average of the initial fixed subset of the number series. Then the subset is modified by “shifting forward”, i.e excluding the first number of the series and including the next value in the subset. 

Here is a java program to calculate the Simple Moving Average. 

C++




// C++ program to calculate
// Simple Moving Average
#include <bits/stdc++.h>
using namespace std;
 
class SimpleMovingAverage {
 
  // queue used to store list so that we get the average
  queue<double> Dataset;
  int period;
  double sum;
 
  public:
  // constructor to initialize period
  SimpleMovingAverage(int per) { period = per; }
 
  // function to add new data in the
  // list and update the sum so that
  // we get the new mean
  void addData(double num)
  {
    sum += num;
    Dataset.push(num);
 
    // Updating size so that length
    // of data set should be equal
    // to period as a normal mean has
    if (Dataset.size() > period) {
      sum -= Dataset.front();
      Dataset.pop();
    }
  }
 
  // function to calculate mean
  double getMean() { return sum / period; }
};
 
int main()
{
  double input_data[]
    = { 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 };
  int per = 3;
  SimpleMovingAverage obj(per);
  for (double x : input_data) {
    obj.addData(x);
    cout << "New number added is " << x
      << ", SMA = " << obj.getMean() << endl;
  }
}
 
// This code is contributed by phasing17

Java




// Java program to calculate
// Simple Moving Average
import java.util.*;
 
public class SimpleMovingAverage {
 
    // queue used to store list so that we get the average
    private final Queue<Double> Dataset
        = new LinkedList<Double>();
    private final int period;
    private double sum;
 
    // constructor to initialize period
    public SimpleMovingAverage(int period)
    {
        this.period = period;
    }
 
    // function to add new data in the
    // list and update the sum so that
    // we get the new mean
    public void addData(double num)
    {
        sum += num;
        Dataset.add(num);
 
        // Updating size so that length
        // of data set should be equal
        // to period as a normal mean has
        if (Dataset.size() > period) {
            sum -= Dataset.remove();
        }
    }
 
    // function to calculate mean
    public double getMean() { return sum / period; }
 
    public static void main(String[] args)
    {
        double[] input_data
            = { 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 };
        int per = 3;
        SimpleMovingAverage obj
            = new SimpleMovingAverage(per);
        for (double x : input_data) {
            obj.addData(x);
            System.out.println("New number added is " + x
                               + ", SMA = "
                               + obj.getMean());
        }
    }
}

Python3




# Python3 program to calculate
# Simple Moving Average
 
# queue used to store list so that we get the average
Dataset = []
sum = 0
 
# function to add new data in the
# list and update the sum so that
# we get the new mean
 
 
def addData(num):
    global sum
    sum += num
    Dataset.append(num)
 
    # Updating size so that length
    # of data set should be equal
    # to period as a normal mean has
    if (len(Dataset) > period):
        sum -= Dataset.pop(0)
 
 
# function to calculate mean
def getMean():
    global sum
 
    return sum / period
 
 
input_data = [1, 3, 5, 6, 8, 12, 18, 21, 22, 25]
per = 3
period = per
for x in input_data:
    addData(x)
    print("New number added is", x, ", SMA =", getMean())
 
# This code is contributed by phasing17

C#




// C# program to calculate
// Simple Moving Average
using System;
using System.Collections.Generic;
 
public class SimpleMovingAverage {
 
    // queue used to store list so that we get the average
    private Queue<Double> Dataset = new Queue<Double>();
    private int period;
    private double sum;
 
    // constructor to initialize period
    public SimpleMovingAverage(int period)
    {
        this.period = period;
    }
 
    // function to add new data in the
    // list and update the sum so that
    // we get the new mean
    public void addData(double num)
    {
        sum += num;
        Dataset.Enqueue(num);
 
        // Updating size so that length
        // of data set should be equal
        // to period as a normal mean has
        if (Dataset.Count > period) {
            sum -= Dataset.Dequeue();
        }
    }
 
    // function to calculate mean
    public double getMean() { return sum / period; }
 
    // Driver code
    public static void Main(String[] args)
    {
        double[] input_data
            = { 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 };
        int per = 3;
        SimpleMovingAverage obj
            = new SimpleMovingAverage(per);
        foreach(double x in input_data)
        {
            obj.addData(x);
            Console.WriteLine("New number added is " + x
                              + ", SMA = " + obj.getMean());
        }
    }
}
 
// This code contributed by Rajput-Ji

Javascript




// JavaScript program to calculate
// Simple Moving Average
 
// queue used to store list so that we get the average
let Dataset = [];
let period;
let sum = 0;
 
// function to add new data in the
// list and update the sum so that
// we get the new mean
function addData(num)
{
    sum += num;
    Dataset.push(num);
 
    // Updating size so that length
    // of data set should be equal
    // to period as a normal mean has
    if (Dataset.length > period) {
        sum -= Dataset.shift();
    }
}
 
// function to calculate mean
function getMean() { return sum / period; }
 
let input_data = [ 1, 3, 5, 6, 8, 12, 18, 21, 22, 25 ];
let per = 3;
period = per;
for (var x of input_data) {
    addData(x);
    console.log("New number added is " + x
                + ", SMA = " + getMean());
}
 
// This code is contributed by phasing17

Output:

New number added is 1.0, SMA = 0.3333333333333333
New number added is 3.0, SMA = 1.3333333333333333
New number added is 5.0, SMA = 3.0
New number added is 6.0, SMA = 4.666666666666667
New number added is 8.0, SMA = 6.333333333333333
New number added is 12.0, SMA = 8.666666666666666
New number added is 18.0, SMA = 12.666666666666666
New number added is 21.0, SMA = 17.0
New number added is 22.0, SMA = 20.333333333333332
New number added is 25.0, SMA = 22.666666666666668

References : Wiki


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