calculating Moving averages - review fixes jagathkumarks/jagathkumarks@gmail.com
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@ -15,10 +15,8 @@ public class ExponentialMovingAverage {
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public double calculateEMA(double newValue) {
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if (previousEMA == null) {
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// First data point, EMA is same as the value itself
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previousEMA = newValue;
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} else {
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// Calculate EMA using the formula: EMA = alpha * newValue + (1 - alpha) * previousEMA
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previousEMA = alpha * newValue + (1 - alpha) * previousEMA;
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}
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return previousEMA;
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@ -24,7 +24,7 @@ public class MovingAverageByCircularBuffer {
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}
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double sum = 0;
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for (int i = 0; i < count; i++) {
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sum += buffer[i]; //buffer[(head + i) % buffer.length];
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sum += buffer[i];
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}
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return sum / count;
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}
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@ -5,19 +5,20 @@ import org.junit.Test;
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import static org.junit.Assert.assertEquals;
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public class ExponentialMovingAverageUnitTest {
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@Test(expected = IllegalArgumentException.class)
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public void when_alpha_is_invalid_should_throw_exception() {
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new ExponentialMovingAverage(0); // Alpha outside valid range
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public void whenAlphaIsInvalid_shouldThrowException() {
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new ExponentialMovingAverage(0);
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}
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@Test
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public void when_first_value_is_added_EMA_should_be_same_as_value() {
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public void whenFirstValueIsAdded_shouldHaveExponentialMovingAverageSameAsValue() {
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ExponentialMovingAverage ema = new ExponentialMovingAverage(0.5);
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assertEquals(10.0, ema.calculateEMA(10.0), 0.001);
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}
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@Test
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public void when_values_are_added_EMA_should_update_correctly() {
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public void whenValuesAreAdded_shouldUpdateExponentialMovingAverageCorrectly() {
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ExponentialMovingAverage ema = new ExponentialMovingAverage(0.4);
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assertEquals(10.0, ema.calculateEMA(10.0), 0.001);
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assertEquals(14.0, ema.calculateEMA(20.0), 0.001);
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@ -25,14 +26,14 @@ public class ExponentialMovingAverageUnitTest {
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}
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@Test
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public void when_alpha_is_closer_to_one_EMA_should_respond_faster_to_changes() {
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public void whenAlphaIsCloserToOne_exponentialMovingAverageShouldRespondFasterToChanges() {
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ExponentialMovingAverage ema1 = new ExponentialMovingAverage(0.2);
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ExponentialMovingAverage ema2 = new ExponentialMovingAverage(0.8);
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assertEquals(10.0, ema1.calculateEMA(10.0), 0.001);
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assertEquals(10.0, ema2.calculateEMA(10.0), 0.001);
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assertEquals(12.0, ema1.calculateEMA(20.0), 0.001); // Responds slower
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assertEquals(18.0, ema2.calculateEMA(20.0), 0.001); // Responds faster
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assertEquals(12.0, ema1.calculateEMA(20.0), 0.001);
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assertEquals(18.0, ema2.calculateEMA(20.0), 0.001);
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}
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}
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@ -6,30 +6,30 @@ import static org.junit.Assert.assertEquals;
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public class MovingAverageByCircularBufferUnitTest {
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@Test
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public void when_initial_average_is_calculated_it_should_be_zero() {
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MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(5);
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assertEquals(Double.NaN, ma.getMovingAverage(), 0.001); // Empty buffer
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}
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@Test
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public void whenInitialAverageIsCalculated_shouldReturnNAN() {
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MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(5);
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assertEquals(Double.NaN, ma.getMovingAverage(), 0.001);
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}
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@Test
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public void when_values_are_added_average_should_update_correctly() {
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MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(3);
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ma.add(10);
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assertEquals(10.0, ma.getMovingAverage(), 0.001);
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ma.add(20);
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assertEquals(15.0, ma.getMovingAverage(), 0.001);
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ma.add(30);
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assertEquals(20.0, ma.getMovingAverage(), 0.001);
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}
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@Test
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public void whenValuesAreAdded_shouldUpdateAverageCorrectly() {
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MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(3);
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ma.add(10);
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assertEquals(10.0, ma.getMovingAverage(), 0.001);
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ma.add(20);
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assertEquals(15.0, ma.getMovingAverage(), 0.001);
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ma.add(30);
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assertEquals(20.0, ma.getMovingAverage(), 0.001);
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}
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@Test
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public void when_window_size_is_full_oldest_value_should_be_overwritten() {
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MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(2);
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ma.add(10);
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ma.add(20);
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assertEquals(15.0, ma.getMovingAverage(), 0.001);
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ma.add(30); // Overwrites 10
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assertEquals(25.0, ma.getMovingAverage(), 0.001);
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}
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@Test
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public void whenWindowSizeIsFull_shouldOverrideTheOldestValue() {
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MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(2);
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ma.add(10);
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ma.add(20);
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assertEquals(15.0, ma.getMovingAverage(), 0.001);
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ma.add(30);
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assertEquals(25.0, ma.getMovingAverage(), 0.001);
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}
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}
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@ -7,13 +7,13 @@ import static org.junit.Assert.assertEquals;
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public class MovingAverageWithApacheCommonsMathUnitTest {
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@Test
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public void when_initial_average_is_calculated_it_should_be_NAN() {
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public void whenInitialAverageIsCalculated_shouldReturnNAN() {
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MovingAverageWithApacheCommonsMath movingAverageCalculator = new MovingAverageWithApacheCommonsMath(5);
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assertEquals(Double.NaN, movingAverageCalculator.getMovingAverage(), 0.001);
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}
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@Test
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public void when_values_are_added_average_should_update_correctly() {
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public void whenValuesAreAdded_shouldUpdateAverageCorrectly() {
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MovingAverageWithApacheCommonsMath movingAverageCalculator = new MovingAverageWithApacheCommonsMath(3);
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movingAverageCalculator.add(10);
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assertEquals(10.0, movingAverageCalculator.getMovingAverage(), 0.001);
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@ -24,13 +24,13 @@ public class MovingAverageWithApacheCommonsMathUnitTest {
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}
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@Test
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public void when_window_size_is_full_oldest_value_should_be_dropped() {
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public void whenWindowSizeIsFull_shouldDropTheOldestValue() {
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MovingAverageWithApacheCommonsMath ma = new MovingAverageWithApacheCommonsMath(2);
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ma.add(10);
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ma.add(20);
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assertEquals(15.0, ma.getMovingAverage(), 0.001);
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ma.add(30);
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assertEquals(25.0, ma.getMovingAverage(), 0.001); // 10 dropped, 20 and 30 remain
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assertEquals(25.0, ma.getMovingAverage(), 0.001);
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}
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}
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