moving_statistics

%30일 이동 평균 계산 함수
function [moving_mean, moving_var, moving_std, moving_rms] = moving_statistics(data, window_size) %입력: data(종가), window_size(30일)
  n = length(data);             
  n_window = n - window_size + 1;                                                 %출력: moving_mean, moving_var, moving_std, moving_rms
  moving_mean = zeros(n_window, 1);
  moving_var = zeros(n_window, 1);
  moving_std = zeros(n_window, 1);
  moving_rms = zeros(n_window, 1);

  for i = 1:(n_window)
    window_data = data(i:i + window_size - 1);  % 30일 데이터 슬라이싱
    moving_mean(i) = mean(window_data);
    moving_var(i) = var(window_data);
    moving_std(i) = std(window_data);
    moving_rms(i) = sqrt(mean(window_data.^2));
  end
end