Calculation of Simple Moving Average 9

sma9.rb

# Require the json library to parse json into Ruby objects
require 'json'
require 'simple_statistics'

# The input
json = '[
  {
    "Low": 8.63,
    "Volume": 14211900,
    "Date": "2012-10-26",
    "High": 8.79,
    "Close": 8.65,
    "Adj Close": 8.65,
    "Open": 8.7
  },
  {
    "Low": 8.65,
    "Volume": 12167500,
    "Date": "2012-10-25",
    "High": 8.81,
    "Close": 8.73,
    "Adj Close": 8.73,
    "Open": 8.76
  },
  {
    "Low": 8.68,
    "Volume": 20239700,
    "Date": "2012-10-24",
    "High": 8.92,
    "Close": 8.7,
    "Adj Close": 8.7,
    "Open": 8.85
  }
]'

# The function to do the actual calculation of the SMA9
def sma9(array, i)
  # Extract the relevant days from the array
  days = array[i..i+8]
  # Extract all the relevant closing values into an array
  closing = days.each_with_object([]) { |day, ary| ary << day['Close'] if day['Close']}
  # Calculate the average of the closing values
  # sma9 = closing.inject(:+).to_f / closing.length
  # This should do the same except you have the extra dependency
  sma9 = closing.mean
  # Round the result
  sma9.round(2)
end

# Here the program begins
# Parse json into Ruby objects, here an array consisting of hashes
array = JSON.parse(json)

# Iterate over every day... 
array = array.each_with_index do |day, i| 
  # ... to calculate the SMA9 for this day
  # and write it to this day's hash
  day['SMA9'] = sma9(array, i)
end

p array
# => [{"Low"=>8.63, "Volume"=>14211900, "Date"=>"2012-10-26", "High"=>8.79, "Close"=>8.65, "Adj Close"=>8.65, "Open"=>8.7, "SMA9"=>8.69}, {"Low"=>8.65, "Volume"=>12167500, "Date"=>"2012-10-25", "High"=>8.81, "Close"=>8.73, "Adj Close"=>8.73, "Open"=>8.76, "SMA9"=>8.72}, {"Low"=>8.68, "Volume"=>20239700, "Date"=>"2012-10-24", "High"=>8.92, "Close"=>8.7, "Adj Close"=>8.7, "Open"=>8.85, "SMA9"=>8.7}]