Weighted Moving Average - Ruby Implementation

wma_hash.rb

# Weighted Moving Average (WMA)
# http://en.wikipedia.org/wiki/Moving_average#Weighted_moving_average
#
# Given a hash, calculates the weighted moving averages of its values within
# a window size given. Modifies the original hash values.
#
# @param hash [Hash] the hash for whom values calculate the weighted moving
#   averages.
# @param maws [Fixnum] the Moving Average Window Size. The greatest this
#   number is the smoothest the calculated averages will be.
#
# @return [Hash] hash the modified hash containing the weighted moving
#   averages in its values.
def wma_hash(hash, maws = MAWS)
  sum = maws * (maws + 1) / 2

  values = hash.to_a.reverse # recent averages are the most important ones
  values_size = values.size

  values.each_with_index do |kv, pos|
    weighted_sum = 0

    0.upto(maws - 1) do |i|
      weighted_sum += values[i + pos].last * (i + 1)
    end

    hash[values[pos+1].first] = weighted_sum.to_f / sum

    return hash if pos + maws == values_size
  end
end