I'm putting together a Master's Algorithm for a time series analysis assignment. However, I appear to have encountered an unusual bug that is preventing my code from running as planned. The relevant section of the code is as follows:
The method seeks the timestamp that corresponds to the highest moving average of the data points, as seen in this [Only registered and activated users can see links. Click Here To Register...]. However, when the code is executed with the sample data_points, it does not yield the expected timestamp. I believe there is a problem with how I calculate the moving averages or obtain the correct date.
Could you kindly assist me in determining the source of the problem and making recommendations for how to resolve it? Your help would be highly appreciated!
Thank you very much!
Code:
def masters_algorithm(data):
if not data or len(data) == 0:
return None
# Extracting timestamps and values from data
timestamps = [item[0] for item in data]
values = [item[1] for item in data]
# Applying a moving average to the values
window_size = 3
moving_averages = []
for i in range(len(values) - window_size + 1):
window_sum = sum(values[i:i + window_size])
moving_averages.append(window_sum / window_size)
# Finding the timestamp corresponding to the highest moving average
max_average = max(moving_averages)
max_average_index = moving_averages.index(max_average)
result_timestamp = timestamps[max_average_index]
return result_timestamp
# Example usage
data_points = [(1609459200, 10), (1609545600, 5), (1609632000, 2), (1609718400, 7), (1609804800, 15)]
result = masters_algorithm(data_points)
print(result)
Could you kindly assist me in determining the source of the problem and making recommendations for how to resolve it? Your help would be highly appreciated!
Thank you very much!
