@livefolio/sdk / sma

Function: sma()

sma(series, period): Series

Defined in: features/indicators/sma.ts:43

Computes a Simple Moving Average (SMA) over a price series.

Math definition:

SMA[i] = (series[i] + series[i-1] + ... + series[i-period+1]) / period

Warmup: the first output point corresponds to index period - 1 in the input. Inputs series[0] through series[period - 2] have no SMA value and are excluded from the output entirely (no undefined placeholders; the output array is shorter than the input).

Edge cases:

• period <= 0 — throws Error.
• series.length < period — returns [] (not enough data for even one window).
• series.length === period — returns a single-point Series.

Parameters

Parameter	Type	Description
series	Series	Input price series sorted in ascending timestamp order.
period	number	Window size in bars. Must be a positive integer.

Returns

Series

A Series of length max(0, series.length - period + 1). Each point's timestamp t is taken from the last bar in its window (series[i + period - 1]).

Example

import { sma } from '@livefolio/sdk';

const prices = [
  { t: new Date('2023-01-02'), v: 100 },
  { t: new Date('2023-01-03'), v: 110 },
  { t: new Date('2023-01-04'), v: 120 },
  { t: new Date('2023-01-05'), v: 130 },
];

const result = sma(prices, 3);
// result.length === 2
// result[0] => { t: new Date('2023-01-04'), v: 110 }  // (100+110+120)/3
// result[1] => { t: new Date('2023-01-05'), v: 120 }  // (110+120+130)/3