Is there any simple tool/lib that can help me easily calculate the Simple Moving Average SMA(N) of dataframe ?
GLD SMA(5)
Date
2005-01-03 00:00:00+00:00 43.020000 Nan
2005-01-04 00:00:00+00:00 42.740002 Nan
2005-01-05 00:00:00+00:00 42.669998 Nan
2005-01-06 00:00:00+00:00 42.150002 Nan
2005-01-07 00:00:00+00:00 41.840000 ..
2005-01-10 00:00:00+00:00 41.950001 ..
2005-01-11 00:00:00+00:00 42.209999 ..
2005-01-12 00:00:00+00:00 42.599998 ..
2005-01-13 00:00:00+00:00 42.599998 ..
2005-01-14 00:00:00+00:00 42.320000 ..
In Python, we can calculate the moving average using . rolling() method. This method provides rolling windows over the data, and we can use the mean function over these windows to calculate moving averages. The size of the window is passed as a parameter in the function .
We can use the pandas. DataFrame. ewm() function to calculate the exponentially weighted moving average for a certain number of previous periods.
df['SMA(5)'] = df.GLD.rolling(5).mean()
df
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With