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Improve SimpleEWMA zero value handling #29

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Improve SimpleEWMA zero value handling #29

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b66e7d6
Improve SimpleEWMA zero value handling
andig Aug 13, 2021
dd51f37
Update ewma.go
andig Aug 14, 2021
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16 changes: 10 additions & 6 deletions ewma.go
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Original file line number Diff line number Diff line change
Expand Up @@ -59,26 +59,30 @@ func NewMovingAverage(age ...float64) MovingAverage {
type SimpleEWMA struct {
// The current value of the average. After adding with Add(), this is
// updated to reflect the average of all values seen thus far.
value float64
value *float64
}

// Add adds a value to the series and updates the moving average.
func (e *SimpleEWMA) Add(value float64) {
if e.value == 0 { // this is a proxy for "uninitialized"
e.value = value
if e.value == nil { // this is a proxy for "uninitialized"
e.value = &value
} else {
e.value = (value * DECAY) + (e.value * (1 - DECAY))
*e.value = (value * DECAY) + (e.Value() * (1 - DECAY))
}
}

// Value returns the current value of the moving average.
func (e *SimpleEWMA) Value() float64 {
return e.value
if e.value == nil { // this is a proxy for "uninitialized"
return 0
} else {
return *e.value
}
}

// Set sets the EWMA's value.
func (e *SimpleEWMA) Set(value float64) {
e.value = value
e.value = &value
}

// VariableEWMA represents the exponentially weighted moving average of a series of
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