174 – Moving average

174 – Moving average#

To compute the moving average of an iterable of values, use collections.deque to manage the window. The parameter maxlen that the deque has makes it very easy to manage the window and its elements:

from collections import deque
from itertools import islice

def moving_average(values, n):
    source = iter(values)
    window = deque(islice(source, n - 1), maxlen=n)
    averages = []
    for value in source:
        window.append(value)
        averages.append(sum(window) / n)
    return averages

moving_average([10, 20, 30], 2)
# [15.0, 25.0]

When you append to the window inside the for loop, the window will automatically evict its leftmost element to keep its size at n elements.