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SMA — Simple Moving Average

The arithmetic mean of the last period values. The simplest and most widely used smoothing method.

Inputs: [real]  |  Options: [period]  |  Outputs: [sma]

Basic

use tulip_rs::indicators::sma::indicator;

let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
                 83.15, 82.84, 83.99, 84.55, 84.36_f64];

// Full computation
let (outputs, _state) = indicator(&[close.as_slice()], &[5.0], None).unwrap();
println!("SMA(5): {:?}", outputs[0]);

// Partial computation + state continuation
let partial = vec![81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99];
let (outputs2, mut state) = indicator(&[partial.as_slice()], &[5.0], None).unwrap();
println!("Partial SMA: {:?}", outputs2[0]);

let new_close = vec![84.55, 84.36_f64];
let continued = state.batch_indicator(&[new_close.as_slice()], None).unwrap();
println!("Continued SMA: {:?}", continued[0]);
import numpy as np
import tulip_rs

close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
                  83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)

# Full computation
outputs, state = tulip_rs.indicators.sma.indicator([close], [5.0])
print("SMA(5):", outputs[0])

# Partial computation + state continuation
partial = close[:-2]
outputs2, state = tulip_rs.indicators.sma.indicator([partial], [5.0])
print("Partial SMA:", outputs2[0])

new_close = close[-2:]
continued = state.batch_indicator([new_close])
print("Continued SMA:", continued[0])
import * as ti from 'tulip-rs-node';

const close = [81.59, 81.06, 82.87, 83.00, 83.61,
               83.15, 82.84, 83.99, 84.55, 84.36,
               85.53, 86.54, 86.89, 87.77, 87.29];

const [outputs, state] = ti.sma.indicator([close], [5]);
console.log('SMA(5):', outputs[0]);

// State continuation
const [, state2] = ti.sma.indicator([close.slice(0, -5)], [5]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued SMA:', continued[0]);
import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';

await init(); // bundler resolves the WASM asset automatically

const close = [81.59, 81.06, 82.87, 83.00, 83.61,
               83.15, 82.84, 83.99, 84.55, 84.36,
               85.53, 86.54, 86.89, 87.77, 87.29];

const [outputs, state] = ti.sma.indicator([close], [5]);
console.log('SMA(5):', outputs[0]);

// State continuation
const [, state2] = ti.sma.indicator([close.slice(0, -5)], [5]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued SMA:', continued[0]);

SIMD

By assets — same period applied to 4 assets in parallel:

use tulip_rs::indicators::sma::indicator_by_assets;

let a1 = vec![81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36_f64];
let a2 = vec![72.10, 72.85, 73.40, 73.00, 74.20, 74.85, 75.10, 75.60, 76.00, 76.50_f64];
let a3 = vec![55.30, 55.80, 56.10, 56.40, 56.90, 57.20, 57.50, 57.80, 58.10, 58.40_f64];
let a4 = vec![100.1, 100.5, 101.0, 101.3, 101.8, 102.0, 102.5, 103.0, 103.3, 103.8_f64];

let inputs: [&[&[f64]; 1]; 4] = [
    &[a1.as_slice()],
    &[a2.as_slice()],
    &[a3.as_slice()],
    &[a4.as_slice()],
];

let results = indicator_by_assets::<4>(&inputs, &[5.0], None).unwrap();
for (i, asset_outputs) in results.0.iter().enumerate() {
    println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}

By options — same asset, 4 different periods in parallel:

use tulip_rs::indicators::sma::indicator_by_options;

let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
                 83.15, 82.84, 83.99, 84.55, 84.36_f64];

let opts: [&[f64; 1]; 4] = [&[50.0], &[100.0], &[200.0], &[300.0]];

let results = indicator_by_options::<4>(&[close.as_slice()], &opts, None).unwrap();
for (i, opt_outputs) in results.0.iter().enumerate() {
    println!("Period set {}: {:?}", i + 1, opt_outputs[0]);
}

By assets — same period applied to N assets in parallel (must be 2, 4, 8, or 16):

import numpy as np
import tulip_rs

close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
                  83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)

a1 = close
a2 = close + 5.0
a3 = close - 5.0
a4 = close * 1.02

simd_inputs = [[a1], [a2], [a3], [a4]]
outputs_list, states = tulip_rs.indicators.sma.simd_by_assets(simd_inputs, [5.0])
for i, out in enumerate(outputs_list):
    print(f"Asset {i + 1}: {out[0]}")

By options — same asset, N different periods in parallel:

import numpy as np
import tulip_rs

close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
                  83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)

simd_options = [[50.0], [100.0], [200.0], [300.0]]
outputs_list, states = tulip_rs.indicators.sma.simd_by_options([close], simd_options)
for i, out in enumerate(outputs_list):
    print(f"Period set {i + 1}: {out[0]}")

By assets — same period applied to 4 assets in parallel:

const simdInputs = [
    [[...close]],
    [close.map(v => v * 1.1)],
    [close.map(v => v * 0.9)],
    [close.map(v => v * 1.02)],
];
const [results] = ti.sma.simdByAssets(simdInputs, [5]);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[0]));

By options — same asset, 4 different periods in parallel:

const simdOptions = [[50], [100], [200], [300]];
const [results] = ti.sma.simdByOptions([close], simdOptions);
results.forEach((out, i) => console.log(`Period ${simdOptions[i][0]}:`, out[0]));