Moving Average Signal System

Design a system that computes a moving average from market data and uses a fixed threshold to generate a trading signal. Requirements Build a system to generate a moving average and then use the moving average to produce a signal. Assumptions stated in the prompt: The threshold is fixed. Market data is available. The moving-average window is fixed. Clarify before coding: Input event shape: timestamp plus price, or just a price stream. Window definition: last N ticks, last T seconds, or both. Signal rule: price crossing moving average by threshold, moving average crossing another value, or absolute deviation from the moving average. Output: boolean signal, enum such as BUY/SELL/HOLD, or callback/event. Notes For a fixed-count window, use a queue plus running sum: push new price, add to sum, evict old price when size exceeds N, and compute sum / size. For a time window, evict while timestamp <= now - window. If the signal is based on deviation from moving average, define hysteresis to avoid flickering around the threshold. In a trading-engine discussion, also mention stale data, out-of-order ticks, duplicate timestamps, and whether the calculation should use trade price, mid-price, or best bid/ask. Preparation Implement count-window and time-window moving averages from scratch. Add tests for empty stream, exactly full window, overfull eviction, and repeated identical prices. Prepare one sentence on production concerns: market-data ordering, clock source, stale ticks, and signal debounce.