Moving averages over a price series: simple MA window, full-series mean, and a momentum signal from an SMA crossover

moving_average.cell

// Moving averages over a price series: simple MA window, full-series mean,
// and a momentum signal from an SMA crossover. Uses range(), avg(), slicing
// by index, sum() reductions.

cell MovingAverage {
    face {
        signal sma(prices: List, window: Int) -> List
        signal mean(prices: List) -> Float
        signal latest_sma(prices: List, window: Int) -> Float
        signal crossover(prices: List, fast: Int, slow: Int) -> String
    }

    // simple moving average → list of window-means, one per valid position
    on sma(prices: List, window: Int) {
        let out = list()
        let n = len(prices)
        for i in range(0, n - window + 1) {
            let acc = 0.0
            for j in range(i, i + window) {
                acc = acc + prices[j]
            }
            out = push(out, acc / window)
        }
        return out
    }

    on mean(prices: List) {
        return sum(prices) / len(prices)
    }

    // most recent window mean
    on latest_sma(prices: List, window: Int) {
        let n = len(prices)
        let acc = 0.0
        for j in range(n - window, n) {
            acc = acc + prices[j]
        }
        return acc / window
    }

    // golden/death cross signal from the last value of two SMAs
    on crossover(prices: List, fast: Int, slow: Int) {
        let f = latest_sma(prices, fast)
        let s = latest_sma(prices, slow)
        if f > s { return "bullish" }
        if f < s { return "bearish" }
        return "neutral"
    }
}

cell test MovingAverageTests {
    rules {
        // SMA of [1,2,3,4] window 2 → [1.5, 2.5, 3.5]
        assert len(sma(list(1.0, 2.0, 3.0, 4.0), 2)) == 3
        assert abs(sma(list(1.0, 2.0, 3.0, 4.0), 2)[0] - 1.5) < 0.0001
        assert abs(sma(list(1.0, 2.0, 3.0, 4.0), 2)[2] - 3.5) < 0.0001
        assert abs(mean(list(2.0, 4.0, 6.0)) - 4.0) < 0.0001
        // rising series → fast SMA above slow → bullish
        assert crossover(list(1.0, 2.0, 3.0, 4.0, 5.0, 6.0), 2, 4) == "bullish"
        // falling series → bearish
        assert crossover(list(6.0, 5.0, 4.0, 3.0, 2.0, 1.0), 2, 4) == "bearish"
    }
}