A simple class to calculate moving averages.

moving_average.py

class MovingAverage(object):
    def __init__(self):
        self.mutant_range = lambda start, end: range(start, end + 1)

    def exponential_moving_average(self, values, index=None, tail=None):
        index, tail = self.__index_and_tail_or_defaults(values, index, tail)
        alpha = 2.0 / (tail + 1)

        n = sum(map(lambda x: ((1 - alpha) ** (x - 1) * values[index - x + 1]),
            self.mutant_range(1, tail)))
        d = sum(map(lambda x: ((1 - alpha) ** (x -1)),
            self.mutant_range(1, tail)))

        return n / d

    def __index_and_tail_or_defaults(self, values, index, tail):
        if tail is None:
            tail = len(values)

            if index is None:
                index = len(values) - 1

        return [index, tail]