How to calculate moving average in Python 3?

Question

Let's say I have a list:

y = ['1', '2', '3', '4','5','6','7','8','9','10']

I want to create a function that calculates the moving n-day average. So if n was 5, I would want my code to calculate the first 1-5, add it and find the average, which would be 3.0, then go on to 2-6, calculate the average, which would be 4.0, then 3-7, 4-8, 5-9, 6-10.

I don't want to calculate the first n-1 days, so starting from the nth day, it'll count the previous days.

def moving_average(x:'list of prices', n):
    for num in range(len(x)+1):
        print(x[num-n:num])

This seems to print out what I want:

[]
[]
[]
[]
[]

['1', '2', '3', '4', '5']

['2', '3', '4', '5', '6']

['3', '4', '5', '6', '7']

['4', '5', '6', '7', '8']

['5', '6', '7', '8', '9']

['6', '7', '8', '9', '10']

However, I don't know how to calculate the numbers inside those lists. Any ideas?

Answer 1

An approach that avoids recomputing intermediate sums..

list=range(0,12)
def runs(v):
 global runningsum
 runningsum+=v
 return(runningsum)
runningsum=0
runsumlist=[ runs(v) for v in list ]
result = [ (runsumlist[k] - runsumlist[k-5])/5 for k in range(0,len(list)+1)]

print result

[2,3,4,5,6,7,8,9]

---

make that runs(int(v)) .. then .. repr( runsumlist[k] - runsumlist[k-5])/5 ) if you ant to carry around numbers a strings..

---

Alt without the global:

list = [float[x] for x in range(0,12)]
nave = 5
movingave = sum(list[:nave]/nave)
for i in range(len(list)-nave):movingave.append(movingave[-1]+(list[i+nave]-list[i])/nave)
print movingave 

be sure to do floating math even if you input values are integers

[2.0,3.0,4.0,5.0,6.0,7.0,8.0,9,0]

Answer 2

There is a great sliding window generator in an old version of the Python docs with itertools examples:

from itertools import islice

def window(seq, n=2):
    "Returns a sliding window (of width n) over data from the iterable"
    "   s -> (s0,s1,...s[n-1]), (s1,s2,...,sn), ...                   "
    it = iter(seq)
    result = tuple(islice(it, n))
    if len(result) == n:
        yield result    
    for elem in it:
        result = result[1:] + (elem,)
        yield result

Using that your moving averages is trivial:

from __future__ import division  # For Python 2

def moving_averages(values, size):
    for selection in window(values, size):
        yield sum(selection) / size

Running this against your input (mapping the strings to integers) gives:

>>> y= ['1', '2', '3', '4','5','6','7','8','9','10']
>>> for avg in moving_averages(map(int, y), 5):
...     print(avg)
... 
3.0
4.0
5.0
6.0
7.0
8.0

To return None the first n - 1 iterations for 'incomplete' sets, just expand the moving_averages function a little:

def moving_averages(values, size):
    for _ in range(size - 1):
        yield None
    for selection in window(values, size):
        yield sum(selection) / size