RE: [xsl] Calculating a Moving Average

Subject: RE: [xsl] Calculating a Moving Average
From: Mukul Gandhi <mukul_gandhi@xxxxxxxxx>
Date: Sun, 30 May 2004 06:16:43 -0700 (PDT)
Hi John,
  The syntax you have written is a valid XSLT syntax.
But it does not calculate correctly the average of
last 20 (varDays) <cl> (within <day>) elements. 

My XSL relies on nodeset extension function. If you
are using Xalan, you can use my code as it is,
otherwise you have to use your XSLT processor's
nodeset syntax.

Regards,
Mukul

--- John Reid <John.Reid@xxxxxxxxxxxxxxx> wrote:
> 
> Thanx Mukul,
> 
> Taking parts of your code is it valid to say:
> 
> <xsl:param name="varDays" select="0"/>
> 	   
> <xsl:variable name="MA" select="sum(day[(last() -
> position()) &lt;
> $varDays]/cl) div $varDays"/>
> 
> Salud
> 
> John
> 
> 
> 
> -----Original Message-----
> From: Mukul Gandhi [mailto:mukul_gandhi@xxxxxxxxx] 
> Sent: Sunday, 30 May 2004 6:35 PM
> To: xsl-list@xxxxxxxxxxxxxxxxxxxxxx
> Subject: Re: [xsl] Calculating a Moving Average
> 
> 
> Hi John,
>   Please try the XSL -
> 
> <?xml version="1.0" encoding="UTF-8"?>
> <xsl:stylesheet version="1.0"
> xmlns:xsl="http://www.w3.org/1999/XSL/Transform";
> xmlns:xalan="http://xml.apache.org/xalan";>
> <xsl:output method="text" version="1.0"
> encoding="UTF-8" indent="yes"/>
> 	
> <xsl:param name="varDays" select="0"/>
> 	   
> <xsl:template match="/asx">
>   <xsl:variable name="rtf">
>     <xsl:for-each select="day[(last() - position())
> &lt; $varDays]">
>       <cl>
> 	<xsl:value-of select="cl"/>
>       </cl>
>     </xsl:for-each>
>   </xsl:variable>  
> 	  
>   Moving Average = <xsl:value-of
> select="sum(xalan:nodeset($rtf)/cl) div $varDays"/>
> 
> </xsl:template>
> 
> </xsl:stylesheet>
> 
> Regards,
> Mukul
> 
> --- John Reid <John.Reid@xxxxxxxxxxxxxxx> wrote:
> > G'day,
> > 
> > I am trying to calculate a moving average based on
> > the below XML, according to
> > a number of days parameter. Ie 20 day moving
> > average, would sum the last
> > (starting at the end 20040528) 20 days closing
> price
> > <cl> and divide by 20.
> > 
> > <xsl:param name="varDays" select="0" />
> > <xsl:variable name="varTotalMA"
> > select="sum(day[(last() - $varDays) and
> > last()]/cl)" />
> > 
> > <xsl:variable name="varMA" select="$varTotalMA /
> > $varDays" />
> > 
> > Any help appreciated
> > 
> > John
> > 
> > 	<asx id="AAC" coy="AUSTRALIAN AGRICULTURAL
> COMPANY
> > LIMITED."
> > sector="Food Beverage &amp; Tobacco"
> asxNo="ASX300"
> > currHi="122" currOp="121"
> > currCl="120" currVol="113728" currDate="20040528">
> > 		<day id="20040329" weekno="1">
> > 			<op>116</op>
> > 			<hi>116</hi>
> > 			<lo>114</lo>
> > 			<cl>114</cl>
> > 			<vol>73200</vol>
> > 		</day>
> > 		<day id="20040330" weekno="1">
> > 			<op>114</op>
> > 			<hi>115</hi>
> > 			<lo>114</lo>
> > 			<cl>115</cl>
> > 			<vol>73745</vol>
> > 		</day>
> > 		<day id="20040331" weekno="1">
> > 			<op>115</op>
> > 			<hi>115</hi>
> > 			<lo>113</lo>
> > 			<cl>113</cl>
> > 			<vol>262756</vol>
> > 		</day>
> > 		<day id="20040401" weekno="1">
> > 			<op>114</op>
> > 			<hi>114</hi>
> > 			<lo>113</lo>
> > 			<cl>114</cl>
> > 			<vol>95200</vol>
> > 		</day>
> > 		<day id="20040402" weekno="1">
> > 			<op>114</op>
> > 			<hi>114</hi>
> > 			<lo>113</lo>
> > 			<cl>113</cl>
> > 			<vol>198992</vol>
> > 		</day>
> > 		<day id="20040405" weekno="2">
> > 			<op>113</op>
> > 			<hi>116</hi>
> > 			<lo>113</lo>
> > 			<cl>116</cl>
> > 			<vol>643913</vol>
> > 		</day>
> > 		<day id="20040406" weekno="2">
> > 			<op>116</op>
> > 			<hi>116</hi>
> > 			<lo>115</lo>
> > 			<cl>116</cl>
> > 			<vol>421525</vol>
> > 		</day>
> > 		<day id="20040407" weekno="2">
> > 			<op>116</op>
> > 			<hi>116</hi>
> > 			<lo>115</lo>
> > 			<cl>116</cl>
> > 			<vol>351438</vol>
> > 		</day>
> > 		<day id="20040408" weekno="2">
> > 			<op>116</op>
> > 			<hi>116</hi>
> > 			<lo>114</lo>
> > 			<cl>116</cl>
> > 			<vol>154881</vol>
> > 		</day>
> > 		<day id="20040409" weekno="2">
> > 			<op>116</op>
> > 			<hi>116</hi>
> > 			<lo>116</lo>
> > 			<cl>116</cl>
> > 			<vol>0</vol>
> > 		</day>
> > 		<day id="20040413" weekno="3">
> > 			<op>116</op>
> > 			<hi>117</hi>
> > 			<lo>115</lo>
> > 			<cl>115</cl>
> > 			<vol>127715</vol>
> > 		</day>
> > 		<day id="20040413" weekno="3">
> > 			<op>116</op>
> > 			<hi>117</hi>
> > 			<lo>115</lo>
> > 			<cl>115</cl>
> > 			<vol>127715</vol>
> > 		</day>
> > 		<day id="20040414" weekno="3">
> > 			<op>115</op>
> > 			<hi>116</hi>
> > 			<lo>115</lo>
> > 			<cl>116</cl>
> > 			<vol>133444</vol>
> > 		</day>
> > 		<day id="20040415" weekno="3">
> > 			<op>114</op>
> > 			<hi>115</hi>
> > 			<lo>113</lo>
> > 			<cl>114</cl>
> > 			<vol>218466</vol>
> > 		</day>
> > 		<day id="20040416" weekno="3">
> > 			<op>114</op>
> > 			<hi>114</hi>
> > 			<lo>113</lo>
> > 			<cl>114</cl>
> > 			<vol>151423</vol>
> > 		</day>
> > 		<day id="20040419" weekno="4">
> > 			<op>113</op>
> > 			<hi>114</hi>
> > 			<lo>113</lo>
> > 			<cl>113</cl>
> > 			<vol>79202</vol>
> > 		</day>
> > 		<day id="20040420" weekno="4">
> > 			<op>114</op>
> > 			<hi>115</hi>
> > 			<lo>113</lo>
> > 			<cl>115</cl>
> > 			<vol>151972</vol>
> > 		</day>
> > 		<day id="20040421" weekno="4">
> > 			<op>114</op>
> > 			<hi>114</hi>
> > 			<lo>113</lo>
> > 			<cl>113</cl>
> > 			<vol>125633</vol>
> > 		</day>
> > 		<day id="20040422" weekno="4">
> > 			<op>114</op>
> > 			<hi>119</hi>
> > 			<lo>113</lo>
> > 			<cl>118</cl>
> > 			<vol>744055</vol>
> > 		</day>
> > 		<day id="20040423" weekno="4">
> > 			<op>118</op>
> > 			<hi>119</hi>
> > 			<lo>118</lo>
> > 			<cl>118</cl>
> > 			<vol>513601</vol>
> > 		</day>
> > 		<day id="20040426" weekno="5">
> > 			<op>118</op>
> > 			<hi>118</hi>
> > 			<lo>117</lo>
> > 			<cl>117</cl>
> > 			<vol>198288</vol>
> > 		</day>
> > 		<day id="20040427" weekno="5">
> > 			<op>118</op>
> > 			<hi>118</hi>
> > 			<lo>117</lo>
> > 			<cl>117</cl>
> > 			<vol>191337</vol>
> > 		</day>
> > 		<day id="20040428" weekno="5">
> > 			<op>118</op>
> > 			<hi>120</hi>
> > 			<lo>118</lo>
> > 			<cl>118</cl>
> > 			<vol>323800</vol>
> > 		</day>
> > 		<day id="20040429" weekno="5">
> > 			<op>118</op>
> > 			<hi>119</hi>
> > 			<lo>117</lo>
> > 			<cl>119</cl>
> > 			<vol>260638</vol>
> > 		</day>
> > 		<day id="20040430" weekno="5">
> > 			<op>119</op>
> > 			<hi>119</hi>
> > 			<lo>117</lo>
> > 			<cl>118</cl>
> > 			<vol>163400</vol>
> > 		</day>
> > 		<day id="20040503" weekno="6">
> > 			<op>119</op>
> > 			<hi>119</hi>
> > 			<lo>117</lo>
> > 			<cl>118</cl>
> > 			<vol>123565</vol>
> > 		</day>
> > 		<day id="20040504" weekno="6">
> > 			<op>117</op>
> > 			<hi>120</hi>
> > 			<lo>117</lo>
> > 			<cl>120</cl>
> > 			<vol>470247</vol>
> > 		</day>
> > 		<day id="20040505" weekno="6">
> > 			<op>120</op>
> > 			<hi>124</hi>
> > 			<lo>120</lo>
> > 			<cl>124</cl>
> > 			<vol>1646033</vol>
> > 		</day>
> > 		<day id="20040506" weekno="6">
> > 			<op>124</op>
> > 			<hi>124</hi>
> > 			<lo>122</lo>
> > 			<cl>122</cl>
> > 			<vol>191631</vol>
> > 		</day>
> > 		<day id="20040507" weekno="6">
> > 			<op>122</op>
> > 			<hi>123</hi>
> > 			<lo>122</lo>
> > 			<cl>122</cl>
> > 			<vol>179778</vol>
> > 		</day>
> > 		<day id="20040510" weekno="7">
> > 			<op>122</op>
> > 			<hi>122</hi>
> > 			<lo>120</lo>
> > 			<cl>121</cl>
> > 			<vol>474624</vol>
> > 		</day>
> > 		<day id="20040511" weekno="7">
> > 			<op>121</op>
> > 			<hi>122</hi>
> > 			<lo>121</lo>
> > 			<cl>122</cl>
> > 			<vol>148610</vol>
> > 		</day>
> > 		<day id="20040512" weekno="7">
> > 			<op>122</op>
> > 			<hi>123</hi>
> > 			<lo>122</lo>
> > 			<cl>122</cl>
> > 			<vol>84962</vol>
> > 		</day>
> > 		<day id="20040513" weekno="7">
> > 			<op>121</op>
> > 			<hi>121</hi>
> > 			<lo>119</lo>
> > 			<cl>119</cl>
> > 			<vol>153598</vol>
> > 		</day>
> > 		<day id="20040514" weekno="7">
> > 			<op>119</op>
> > 			<hi>120</hi>
> > 			<lo>118</lo>
> > 			<cl>120</cl>
> > 			<vol>58598</vol>
> > 		</day>
> > 		<day id="20040517" weekno="8">
> > 			<op>119</op>
> > 			<hi>119</hi>
> > 			<lo>118</lo>
> > 			<cl>119</cl>
> > 			<vol>145304</vol>
> > 		</day>
> > 		<day id="20040518" weekno="8">
> > 			<op>118</op>
> > 			<hi>120</hi>
> > 			<lo>117</lo>
> > 			<cl>120</cl>
> > 			<vol>425565</vol>
> > 		</day>
> > 		<day id="20040519" weekno="8">
> > 			<op>120</op>
> > 			<hi>121</hi>
> > 			<lo>120</lo>
> > 			<cl>120</cl>
> > 			<vol>91171</vol>
> > 		</day>
> > 		<day id="20040520" weekno="8">
> > 			<op>121</op>
> > 			<hi>121</hi>
> > 			<lo>120</lo>
> > 			<cl>121</cl>
> > 			<vol>218439</vol>
> > 		</day>
> > 		<day id="20040521" weekno="8">
> > 			<op>121</op>
> > 			<hi>121</hi>
> > 			<lo>120</lo>
> > 			<cl>120</cl>
> > 			<vol>80331</vol>
> > 		</day>
> > 	</asx>
> 
> 
> 
> 	
> 		
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