Calculating EMA and MACD - could be used to parse stock data via csv.

MACD.kt

fun main(args: Array<String>) = main2(args)

/**
 * Simple Moving Average
 */
fun sma(p: Int): (Double) -> Double {
    if (p < 1) throw IllegalArgumentException("Period must be a positive integer")
    val list = mutableListOf<Double>()
    return {
        list.add(it)
        if (list.size > p) list.removeAt(0)
        list.average()
    }
}

data class Ref<T>(var ref: T)

/**
 * Exponential Moving Average
 */
fun ema(numberOfDays: Int): (Double) -> Double {
    if (numberOfDays < 1) throw IllegalArgumentException("Period must be a positive integer")
    val list = mutableListOf<Double>()
    val previousEMA = Ref(0.0)
    return { curr ->
        list.add(curr)
        when {
            list.size == numberOfDays -> {
                list.average().also { previousEMA.ref = it }
            }
            list.size > numberOfDays -> {
                val prev = previousEMA.ref
                val smoothingFactor = 2.0
                val smoothing = smoothingFactor / (numberOfDays + 1)
                val ema = (curr * smoothing) + (prev * (1 - smoothing))
                ema.also { previousEMA.ref = it }
            }
            else -> 0.0
        }
    }
}

fun List<Double>.macd(short: Int, long: Int, signalStart: Int) = sequence {
    val emaShort = ema(short)
    val emaLong = ema(long)
    val emaSignal = ema(signalStart)
    val buyfactorStart = long + short

    asSequence().forEachIndexed { index, it ->
        val e12 = emaShort(it)
        val e26 = emaLong(it)
        val macd = if (long < index) e12 - e26 else 0.0
        val signal = if (long < index) emaSignal(macd) else 0.0
        val buyfactor = if (buyfactorStart < index) macd - signal else 0.0

        print("${index}\t")
        println(listOf(buyfactor, e12, e26, macd, signal))

        yield(buyfactor)
    }
}

fun main2(args: Array<String>) {
    n2.macd(12, 26, 9).forEach { println(it) }
    println()
    n2.macd(12, 26, 9).drop(26 + 8).take(10).forEach { println(it) }

    val value = -0.8739320861266349 == n2.macd(12, 26, 9).toList().last()
    println(value)

    Thread.sleep(200)
}

val n2 = listOf(
    10.4,
    10.5,
    10.1,
    10.48,
    10.51,
    10.8,
    10.8,
    10.71,
    10.79,
    11.21,
    11.42,
    11.84,
    11.75,
    10.51,
    10.8,
    10.8,
    10.71,
    10.79,
    11.21,
    11.42,
    11.84,
    11.75,
    10.51,
    10.8,
    10.8,
    10.71,
    10.79,
    11.21,
    11.42,
    11.75,
    10.51,
    10.8,
    10.8,
    10.71,
    10.79,
    11.21,
    11.42,
    11.84,
    11.75,
    4.0,
    4.0,
    4.0,
    4.0,
)