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如何在C#中计算简单移动平均线?

如何在C#中计算简单移动平均线?

C#
元芳怎么了 2022-08-20 15:29:01
我只是迷路了,似乎不知道该怎么计算简单的移动平均线?这是文件中用于计算简单移动平均线的方法之一。        public async Task<decimal?> UpdateAsync(decimal? value, CancellationToken cancelToken)        {            await Task.Run(() =>            {                var av = default(decimal?);                if (_av.Count - 1 >= _p)                {                }                else                {                    av = value;                }                _av.Add(av);                return av;            }, cancelToken).ConfigureAwait(false);            throw new Exception("major issue");        }    }
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慕勒3428872

TA贡献1848条经验 获得超6个赞

让我们从问题开始:


我只是迷路了,似乎不知道该怎么计算简单的移动平均线?


鉴于


public static class Extensions

{

   public static IEnumerable<decimal> MovingAvg(this IEnumerable<decimal> source, int period)

   {

      var buffer = new Queue<decimal>();


      foreach (var value in source)

      {

         buffer.Enqueue(value);


         // sume the buffer for the average at any given time

         yield return buffer.Sum() / buffer.Count;


         // Dequeue when needed 

         if (buffer.Count == period)

            buffer.Dequeue();

      }

   }

}

用法


static  void Main(string[] args)

{

   var input = new decimal[] { 1, 2, 2, 4, 5, 6, 6, 6, 9, 10, 11, 12, 13, 14, 15 };

   var result = input.MovingAvg(2);

   Console.WriteLine(string.Join(", ",result));

}

输出


1, 1.5, 2, 3, 4.5, 5.5, 6, 6, 7.5, 9.5, 10.5, 11.5, 12.5, 13.5, 14.5


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反对 回复 2022-08-20
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慕慕森

TA贡献1856条经验 获得超17个赞

所以首先什么是移动平均线


简单移动平均线是一种计算数字流平均值的方法,它仅对流中的最后一个 P 数字求平均值,其中 P 称为周期。


接下来是代码,就像我想象我的移动平均线是如何实现的。可以使用,但是在我们添加数字后的每一步,我都希望我的平均值得到更新。LINQ


我的代码被大量注释,所以请阅读注释。


public class MovingAverageCalculator {


    /// <summary>

    /// Maximum number of numbers this moving average calculator can hold.

    /// </summary>

    private readonly int maxElementCount;


    /// <summary>

    /// Numbers which will be used for calculating moving average.

    /// </summary>

    private readonly int[] currentElements;


    /// <summary>

    /// At which index the next number will be added.

    /// </summary>

    private int currentIndex;


    /// <summary>

    /// How many elements are there currently in this moving average calculator.

    /// </summary>

    private int currentElementCount;


    /// <summary>

    /// Current total of all the numbers that are being managed by this moving average calculator

    /// </summary>

    private double currentTotal;


    /// <summary>

    /// Current Average of all the numbers.

    /// </summary>

    private double currentAvg;


    /// <summary>

    /// An object which can calcauclate moving average of given numbers.

    /// </summary>

    /// <param name="period">Maximum number elements</param>

    public MovingAverageCalculator(int period) {

        maxElementCount = period;

        currentElements = new int[maxElementCount];

        currentIndex = 0;

        currentTotal = 0;

        currentAvg = 0;

    }


    /// <summary>

    /// Adds an item to the moving average series then updates the average.

    /// </summary>

    /// <param name="number">Number to add.</param>

    public void AddElement(int number){

        // You can only have at most maximum elements in your moving average series.

        currentElementCount = Math.Min(++currentElementCount, maxElementCount);

        // IF your current index reached the maximum allowable number then you must reset

        if (currentIndex == maxElementCount){

            currentIndex = 0;

        }

        // Copy the current index number to the local variable

        var temp = currentElements[currentIndex];

        // Substract the value from the current total because it will be replaced by the added number.

        currentTotal -= temp;

        // Add the number to the current index

        currentElements[currentIndex] = number;

        // Increase the total by the added number.

        currentTotal += number;

        // Increase index

        currentIndex++;

        // Calculate average

        currentAvg = (double)currentTotal / currentElementCount;

    }


    /// <summary>

    /// Gets the current average

    /// </summary>

    /// <returns>Average</returns>

    public double GetAverage() => currentAvg;

}

最后,我检查了你的代码,但它对我来说没有意义


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反对 回复 2022-08-20
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