[boost] time_series and accumulators integration

From: Tom Brinkman (reportbase_at_[hidden])
Date: 2007-07-25 20:45:59

It struck me that the circular_buffer would work great as an great underlying
container in the boost::accumulators library.

It would allow us to create a generic functor such as the following:

template <typename Accumulator>
struct generic_smoothing_functor
{
        Accumulator accumulator;
        generic_smoothing_functor(std::size_t periods) :
                accumulator(periods) {}
                        
        out operator()(type value, offset start, offset end)
        {
                return accumulator(value);
        }
};

typedef generic_smoothing_functor<
        tag::variance> variance_smoothing_functor;
typedef generic_smoothing_functor<
        tag::momentum> momentum_smoothing_functor;
typedef generic_smoothing_functor<
        tag::simple_moving_average> simple_smoothing_functor;
typedef generic_smoothing_functor<
        tag::rate_of_change> rate_of_change_smoothing_functor;

This would be superior to creating a seperate smoothing functor
for each of the algorithms in the "accumulators" library.