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Speed up WMA by removing the for loop and repeated len() calls #161

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Speed up WMA by removing the for loop and repeated len() calls #161

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13 changes: 8 additions & 5 deletions talipp/indicators/WMA.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import numpy as np
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand Down Expand Up @@ -38,9 +39,11 @@ def _calculate_new_value(self) -> Any:
if not has_valid_values(self.input_values, self.period):
return None

s = 0.0
for i in range(self.period, 0, -1):
index = len(self.input_values) - self.period + i - 1 # decreases from end of array with increasing i
s += self.input_values[index] * i
# Convert input_values to a NumPy array for vectorized operations
input_values_np = np.array(self.input_values[-self.period:])

return s / self.denom_sum
# Calculate weighted moving average using NumPy vectorized operations
weights = np.arange(1, self.period + 1)
wma = np.sum(input_values_np * weights) / self.denom_sum

return wma
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