EWMA

A lightweight, streaming-friendly Exponentially Weighted Moving Average (EWMA) library for Python.
Designed for real-time metrics, analytics, and streaming data.

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Features

• Streaming / online updates in O(1) time and memory
• Configurable smoothing factor (alpha)
• Optional initial value
• Reset and reuse EWMA instances
• Fully tested with pytest
• Type hints for modern Python (>=3.9)

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Usage

from ewma import EWMA

# Create an EWMA instance
ewma = EWMA(alpha=0.2)

# Stream data
for x in [10, 20, 30]:
    print(ewma.update(x))

# Access current value
print("Current EWMA:", ewma.value())

# Reset
ewma.reset(initial_value=5.0)

Installation

From GitHub

pip install git+https://github.com/udaypatel1/ewma.git