movingaverage

README

golang-moving-average

Moving average implementation for Go. View the documentation.

Usage

import "github.com/RobinUS2/golang-moving-average"

ma := movingaverage.New(5) // 5 is the window size
ma.Add(10)
ma.Add(15)
ma.Add(20)
ma.Add(1)
ma.Add(1)
ma.Add(5) // This one will effectively overwrite the first value (10 in this example)
avg := ma.Avg() // Will return 8.4

Concurrency

By default the library is not thread safe. It is however possible to wrap the object in a thread safe manner that can be used concurrently from many routines:

ma := movingaverage.Concurrent(movingaverage.New(5)) // concurrent safe version
ma.Add(10)
avg := ma.Avg() // Will return 10.0

Min/Max/Count

Basic operations are possible:

ma := movingaverage.New(5) // 5 is the window size
min, err := ma.Min() // min will return lowest value, error is set if there's no values yet
max, err := ma.Max() // max will return highest value, error is set if there's no values yet
count := ma.Count() // count will return number of filled slots

Partially used windows

In case you define a window of let's say 5 and only put in 2 values, the average will be based on those 2 values.

Window 5 - Values: 2, 2 - Average: 2 (not 0.8)

Documentation

Index

• type ConcurrentMovingAverage
  • func Concurrent(ma *MovingAverage) *ConcurrentMovingAverage
  • func (c *ConcurrentMovingAverage) Add(values ...float64)
  • func (c *ConcurrentMovingAverage) Avg() float64
  • func (c *ConcurrentMovingAverage) Count() int
  • func (c *ConcurrentMovingAverage) Max() (float64, error)
  • func (c *ConcurrentMovingAverage) Min() (float64, error)
  • func (c *ConcurrentMovingAverage) SlotsFilled() bool
  • func (c *ConcurrentMovingAverage) Values() []float64
• type MovingAverage
  • func New(window int) *MovingAverage
  • func (ma *MovingAverage) Add(values ...float64)
  • func (ma *MovingAverage) Avg() float64
  • func (ma *MovingAverage) Count() int
  • func (ma *MovingAverage) Max() (float64, error)
  • func (ma *MovingAverage) Min() (float64, error)
  • func (ma *MovingAverage) SetIgnoreInfValues(ignoreInfValues bool)
  • func (ma *MovingAverage) SetIgnoreNanValues(ignoreNanValues bool)
  • func (ma *MovingAverage) SlotsFilled() bool
  • func (ma *MovingAverage) Values() []float64

Types

type ConcurrentMovingAverage

type ConcurrentMovingAverage struct {
	// contains filtered or unexported fields
}

func Concurrent

func Concurrent(ma *MovingAverage) *ConcurrentMovingAverage

func (*ConcurrentMovingAverage) Add

func (c *ConcurrentMovingAverage) Add(values ...float64)

func (*ConcurrentMovingAverage) Avg

func (c *ConcurrentMovingAverage) Avg() float64

func (*ConcurrentMovingAverage) Count

func (c *ConcurrentMovingAverage) Count() int

func (*ConcurrentMovingAverage) Max

func (c *ConcurrentMovingAverage) Max() (float64, error)

func (*ConcurrentMovingAverage) Min

func (c *ConcurrentMovingAverage) Min() (float64, error)

func (*ConcurrentMovingAverage) SlotsFilled

func (c *ConcurrentMovingAverage) SlotsFilled() bool

func (*ConcurrentMovingAverage) Values

func (c *ConcurrentMovingAverage) Values() []float64

type MovingAverage

type MovingAverage struct {
	Window int
	// contains filtered or unexported fields
}

func New

func New(window int) *MovingAverage

func (*MovingAverage) Add

func (ma *MovingAverage) Add(values ...float64)

func (*MovingAverage) Avg

func (ma *MovingAverage) Avg() float64

func (*MovingAverage) Count

func (ma *MovingAverage) Count() int

func (*MovingAverage) Max

func (ma *MovingAverage) Max() (float64, error)

func (*MovingAverage) Min

func (ma *MovingAverage) Min() (float64, error)

func (*MovingAverage) SetIgnoreInfValues

func (ma *MovingAverage) SetIgnoreInfValues(ignoreInfValues bool)

func (*MovingAverage) SetIgnoreNanValues

func (ma *MovingAverage) SetIgnoreNanValues(ignoreNanValues bool)

func (*MovingAverage) SlotsFilled

func (ma *MovingAverage) SlotsFilled() bool

func (*MovingAverage) Values

func (ma *MovingAverage) Values() []float64