Indicators

Author: artemiusgreat

Core/Core/Services/AverageService.cs

@@ -0,0 +1,108 @@
+using System.Collections.Generic;
+using System.Linq;
+
+namespace Core.Services
+{
+  public class AverageService
+  {
+    /// <summary>
+    /// Simple moving average
+    /// </summary>
+    /// <param name="collection"></param>
+    /// <param name="index"></param>
+    /// <param name="interval"></param>
+    public virtual double SimpleAverage(IEnumerable<double> collection, int index, int interval)
+    {
+      var response = collection.ElementAtOrDefault(index);
+
+      if (interval > 0 && index >= interval - 1)
+      {
+        response = collection
+          .Skip(index - interval + 1)
+          .Take(interval)
+          .Average();
+      }
+
+      return response;
+    }
+
+    /// <summary>
+    /// Exponential moving average
+    /// </summary>
+    /// <param name="collection"></param>
+    /// <param name="index"></param>
+    /// <param name="interval"></param>
+    /// <param name="previous"></param>
+    /// <returns></returns>
+    public virtual double ExponentialAverage(IEnumerable<double> collection, int index, int interval, double previous)
+    {
+      var pr = 2.0 / (interval + 1.0);
+      var response = collection.ElementAtOrDefault(index);
+
+      if (interval > 0)
+      {
+        response = collection.ElementAt(index) * pr + previous * (1 - pr);
+      }
+
+      return response;
+    }
+
+    /// <summary>
+    /// Smooth moving average
+    /// </summary>
+    /// <param name="collection"></param>
+    /// <param name="index"></param>
+    /// <param name="interval"></param>
+    /// <param name="previous"></param>
+    /// <returns></returns>
+    public virtual double SmoothAverage(IEnumerable<double> collection, int index, int interval, double previous)
+    {
+      var response = collection.ElementAtOrDefault(index);
+
+      if (interval > 0)
+      {
+        if (index == interval - 1)
+        {
+          response = collection
+            .Skip(index - interval + 1)
+            .Take(interval)
+            .Average();
+        }
+
+        if (index >= interval)
+        {
+          response = (previous * (interval - 1) + collection.ElementAt(index)) / interval;
+        }
+      }
+
+      return response;
+    }
+
+    /// <summary>
+    /// Linear weighted moving average
+    /// </summary>
+    /// <param name="collection"></param>
+    /// <param name="index"></param>
+    /// <param name="interval"></param>
+    /// <returns></returns>
+    public virtual double LinearWeightAverage(IEnumerable<double> collection, int index, int interval)
+    {
+      var sum = 0.0;
+      var wsum = 0.0;
+      var response = collection.ElementAtOrDefault(index);
+
+      if (interval > 0 && index >= interval - 1)
+      {
+        for (var i = interval; i > 0; i--)
+        {
+          wsum += i;
+          sum += collection.ElementAt(index - i + 1) * (interval - i + 1);
+        }
+
+        response = sum / wsum;
+      }
+
+      return response;
+    }
+  }
+}