Code Smells and Refactoring

This exercise asks us to refactor the Stock class and extract all the moving average related calculations into a new class.

The following is the code that we start with:

def get_crossover_signal(self, on_date):
    NUM_DAYS = self.LONG_TERM_TIMESPAN + 1
    closing_price_list = \
        self.history.get_closing_price_list(on_date, NUM_DAYS)

    if len(closing_price_list) < NUM_DAYS:
        return StockSignal.neutral

    long_term_series = \
        closing_price_list[-self.LONG_TERM_TIMESPAN:]
    prev_long_term_series = \
        closing_price_list[-self.LONG_TERM_TIMESPAN-1:-1]
    short_term_series = \
        closing_price_list[-self.SHORT_TERM_TIMESPAN:]
    prev_short_term_series = \
        closing_price_list[-self.SHORT_TERM_TIMESPAN-1:-1]

    long_term_ma = sum([update.value
                        for update in long_term_series])\
                    /self.LONG_TERM_TIMESPAN
    prev_long_term_ma = sum([update.value
                          ...