from collections import deque
class MovingAverage(object):
    def __init__(self, max_len=10):
        self.val = deque(maxlen=max_len)
        self.avg = 0
        self.maxlen = max_len

    def update(self, val):
        self.val.append(val)
        self.avg = sum(self.val) / self.maxlen
# example:
rm = MovingAverage()
rm.update(1)
average = rm.avg # The first "max_len" values is not correct.