Take rolling mean by using boost::accumulators

boost-rolling-mean.cpp

#include <iostream>
#include <vector>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics.hpp>
#include <boost/accumulators/statistics/rolling_mean.hpp>
#include <boost/accumulators/statistics/stats.hpp>

namespace ba = boost::accumulators;

int main() {
    // Set the window size
    size_t window_size = 3;

    // Initialize accumulator
    ba::accumulator_set<double, ba::stats<ba::tag::rolling_mean>> acc(
        ba::tag::rolling_window::window_size = window_size
    );

    // Sample data points
    std::vector<double> prices = {4166.82, 4117.37, 4137.23, 4186.77, 4247.68, 4217.04, 4224.16};

    // Calculate and print rolling mean for each data point
    for (double price : prices) {
        acc(price);
        std::cout << "Rolling Mean: " << ba::rolling_mean(acc) << std::endl;
    }

    return 0;
}