How to calculate simple moving average faster in C#?

Question

What is the fastest library/algorithm for calculating simple moving average? I wrote my own, but it takes too long on 330 000 items decimal dataset.

• period /

Answer 1

How aboutQueue ?

using System.Collections.Generic;
using System.Linq;

public class MovingAverage
{
    private readonly Queue _queue;
    private readonly int _period;

    public MovingAverage(int period)
    {
        _period = period;
        _queue = new Queue(period);
    }

    public decimal Compute(decimal x)
    {
        if (_queue.Count >= _period)
        {
            _queue.Dequeue();
        }

        _queue.Enqueue(x);

        return _queue.Average();
    }
}

Usage:

MovingAverage ma = new MovingAverage(3);

foreach(var val in new decimal[] { 1,2,3,4,5,6,7,8,9 })
{
   Console.WriteLine(ma.Compute(val));
}