From e20d2e92a4ad95324dfd7c62ca37cfe68b88ab9c Mon Sep 17 00:00:00 2001
From: Denis Tereshkin <denis@kasan.ws>
Date: Wed, 19 Dec 2018 18:03:38 +0700
Subject: [PATCH] Add SMA indicator

---
 src/naiback/indicators/__init__.py | 1 +
 src/naiback/indicators/sma.py      | 9 +++++++++
 2 files changed, 10 insertions(+)
 create mode 100644 src/naiback/indicators/sma.py

diff --git a/src/naiback/indicators/__init__.py b/src/naiback/indicators/__init__.py
index bea4471..e3a1002 100644
--- a/src/naiback/indicators/__init__.py
+++ b/src/naiback/indicators/__init__.py
@@ -1,5 +1,6 @@
 
 from .ema import EMA
+from .sma import SMA
 from .rsi import RSI
 from .intradaybarnumber import IntradayBarNumber
 from .highest import Highest,HighestValue
diff --git a/src/naiback/indicators/sma.py b/src/naiback/indicators/sma.py
new file mode 100644
index 0000000..a6a7fbf
--- /dev/null
+++ b/src/naiback/indicators/sma.py
@@ -0,0 +1,9 @@
+
+import numpy as np
+
+def SMA(data, period):
+    result = np.zeros(len(data))
+    for i in range(1, len(data)):
+        result[i] = sum(data[max(0, i-period+1):(i + 1)]) / period
+    return result
+