wwvmon.py 文件源码

def smooth(values, window):
    oavg = numpy.mean(abs(values))
    #weights = numpy.repeat(1.0, window)/window
    weights = numpy.hamming(window)
    sma = numpy.convolve(values, weights, 'valid')
    sma = sma[0:len(values)]
    navg = numpy.mean(abs(sma))
    sma = sma * (oavg / navg)
    return sma