#pragma once
class ema {
double m_alpha = 0, m_beta = 1, m_value = 0;
unsigned m_period = 0, m_wait = 0;
bool invariant() const { return 0 <= m_alpha && m_alpha <= m_beta && m_beta <= 1 && m_wait <= m_period; }
public:
ema() {
SASSERT(invariant());
}
ema(double alpha):
m_alpha(alpha), m_beta(1), m_value(0),
m_period(0), m_wait(0) {
SASSERT(invariant());
}
void set_alpha(double alpha) {
m_alpha = alpha;
SASSERT(invariant());
}
operator double () const { return m_value; }
void update(double x) {
SASSERT(invariant());
m_value += m_beta * (x - m_value);
if (m_beta <= m_alpha || m_wait--) return;
m_wait = m_period = 2*(m_period + 1) - 1;
m_beta *= 0.5;
if (m_beta < m_alpha) m_beta = m_alpha;
}
void set(double x) {
m_value = x;
}
};