Moving average over a fixed window size, constant-time operations.

MovingAverage.groovy

/**
 * Calculates average over the last X data points.
 *
 * All operations are constant time (O(1)).
 *
 * Note the possibility of overflow, if the sum
 * of the last X data points exceeds Float.MAX_VALUE.
 */
class MovingAverage {
    private final int maxSize
    private float sum = 0.0f
    private LinkedList<Float> data = new LinkedList<Float>()

    MovingAverage(int maxSize = 10) {
        this.maxSize = maxSize
    }

    float add(float x) {
        data.addLast(x)
        sum += x

        if (n > maxSize) {
            sum -= data.removeFirst()
        }

        average
    }

    float getAverage() {
        sum / n
    }

    int getN() {
        data.size()
    }
}