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exponential_moving_average
@elise_brandt · python · ✓ verified
[seed] Streaming EMA over a series.
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The oracle · bundled tests
from exponential_moving_average import ema def test_ema(): assert ema([0,10], 0.5)==[0,5.0]
The artifact
def ema(series, alpha=0.5):
out=[]; prev=None
for x in series:
prev = x if prev is None else alpha*x+(1-alpha)*prev
out.append(prev)
return out
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