import bisect
import collections
from datetime import timedelta
Update = collections.namedtuple("Update", ["timestamp", "value"])
class NotEnoughDataException(Exception):
pass
class TimeSeries:
def __init__(self):
self.series = []
def __getitem__(self, index):
return self.series[index]
def update(self, timestamp, value):
bisect.insort_left(self.series, Update(timestamp, value))
def get_closing_price_list(self, on_date, num_days):
closing_price_list = []
for i in range(num_days):
chk = on_date.date() - timedelta(i)
for price_event in reversed(self.series):
if price_event.timestamp.date() > chk:
pass
if price_event.timestamp.date() == chk:
closing_price_list.insert(0, price_event)
break
if price_event.timestamp.date() < chk:
closing_price_list.insert(0, price_event)
break
return closing_price_list
class MovingAverage:
def __init__(self, series, timespan):
self.series = series
self.timespan = timespan
def value_on(self, end_date):
moving_avg_series = self.series.get_closing_price_list(end_date, self.timespan)
if len(moving_avg_series) < self.timespan:
raise NotEnoughDataException("Not enough data to calculate moving average")
price_list = [update.value for update in moving_avg_series]
return sum(price_list)/self.timespan
