init

com/ema.go

@@ -0,0 +1,28 @@
+package com
+
+import "math"
+
+type Ema struct {
+	Alpha float64
+	Val   float64
+}
+
+func NewEMA(alpha float64) *Ema {
+	return &Ema{Alpha: alpha}
+}
+
+func (e *Ema) Update(val float64) float64 {
+	if math.IsNaN(val) || math.IsInf(val, 0) {
+		return math.NaN()
+	}
+	if e.Val == 0 {
+		e.Val = val
+	} else {
+		e.Val = e.Val*(1-e.Alpha) + val*e.Alpha
+	}
+	return e.Val
+}
+
+func (e *Ema) Reset() {
+	e.Val = 0
+}