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Computing moving averages with pandas
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@ -278,6 +278,7 @@
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<ul>
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<li><a href="./python/Moving_average_pandas.html">Moving average with pandas</a></li>
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<li><a href="./python/Reading_data_from_a_sql_database_with_pandas.html">Reading data from a sql database with pandas</a></li>
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<li><a href="./python/Writing_data_to_a_sql_database_with_pandas.html">Writing data to a sql database with pandas</a></li>
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<li><a href="./python/Creating_a_sqlite_database.html">Creating a sqlite database</a></li>
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@ -144,7 +144,7 @@ However, you can use the following command to do it </p>
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Moving average with pandas
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<time class="published" datetime="2018-08-04T17:41:00+02:00">
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04 août 2018
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<h1>Moving average with pandas</h1>
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<div class="highlight"><pre><span></span><span class="c1"># Import modules</span>
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<span class="kn">import</span> <span class="nn">pandas</span> <span class="kn">as</span> <span class="nn">pd</span>
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<span class="kn">from</span> <span class="nn">pandas_datareader</span> <span class="kn">import</span> <span class="n">data</span><span class="p">,</span> <span class="n">wb</span>
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</pre></div>
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<div class="highlight"><pre><span></span><span class="c1">#import packages</span>
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<span class="kn">from</span> <span class="nn">pandas_datareader</span> <span class="kn">import</span> <span class="n">data</span>
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<span class="n">aapl</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">DataReader</span><span class="p">(</span><span class="s1">'AAPL'</span><span class="p">,</span> <span class="s1">'quandl'</span><span class="p">,</span> <span class="s1">'1980-01-01'</span><span class="p">)</span>
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<span class="n">aapl</span><span class="o">.</span><span class="n">head</span><span class="p">()</span>
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</pre></div>
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<tr style="text-align: right;">
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<th></th>
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<th>Open</th>
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<th>High</th>
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<th>Low</th>
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<th>Close</th>
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<th>Volume</th>
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<th>ExDividend</th>
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<th>SplitRatio</th>
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<th>AdjOpen</th>
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<th>AdjHigh</th>
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<th>AdjLow</th>
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<th>AdjClose</th>
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<th>AdjVolume</th>
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<tr>
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<th>2018-03-27</th>
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<td>173.68</td>
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<td>175.15</td>
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<td>166.92</td>
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<td>168.340</td>
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<td>38962839.0</td>
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<td>0.0</td>
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<td>1.0</td>
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<td>173.68</td>
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<td>175.15</td>
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<td>166.92</td>
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<td>168.340</td>
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<td>38962839.0</td>
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</tr>
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<tr>
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<th>2018-03-26</th>
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<td>168.07</td>
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<td>173.10</td>
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<td>166.44</td>
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<td>172.770</td>
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<td>36272617.0</td>
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<td>0.0</td>
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<td>1.0</td>
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<td>168.07</td>
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<td>173.10</td>
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<td>166.44</td>
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<td>172.770</td>
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<td>36272617.0</td>
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</tr>
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<tr>
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<th>2018-03-23</th>
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<td>168.39</td>
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<td>169.92</td>
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<td>164.94</td>
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<td>164.940</td>
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<td>40248954.0</td>
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<td>0.0</td>
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<td>1.0</td>
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<td>168.39</td>
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<td>169.92</td>
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<td>164.94</td>
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<td>164.940</td>
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<td>40248954.0</td>
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</tr>
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<tr>
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<th>2018-03-22</th>
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<td>170.00</td>
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<td>172.68</td>
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<td>168.60</td>
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<td>168.845</td>
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<td>41051076.0</td>
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<td>0.0</td>
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<td>1.0</td>
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<td>170.00</td>
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||||
<td>172.68</td>
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<td>168.60</td>
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<td>168.845</td>
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<td>41051076.0</td>
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</tr>
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<tr>
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<th>2018-03-21</th>
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<td>175.04</td>
|
||||
<td>175.09</td>
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<td>171.26</td>
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<td>171.270</td>
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||||
<td>35247358.0</td>
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<td>0.0</td>
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<td>1.0</td>
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<td>175.04</td>
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<td>175.09</td>
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<td>171.26</td>
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<td>171.270</td>
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<td>35247358.0</td>
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</tr>
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</tbody>
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</table>
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</div>
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<p>In order to computer the moving average, we will use the rolling function.</p>
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<div class="highlight"><pre><span></span><span class="c1">#120 days moving average</span>
|
||||
<span class="n">moving_averages</span> <span class="o">=</span> <span class="n">aapl</span><span class="p">[[</span><span class="s2">"Open"</span> <span class="p">,</span><span class="s2">"High"</span> <span class="p">,</span><span class="s2">"Low"</span><span class="p">,</span><span class="s2">"Close"</span> <span class="p">,</span><span class="s2">"Volume"</span><span class="p">]]</span><span class="o">.</span><span class="n">rolling</span><span class="p">(</span><span class="n">window</span><span class="o">=</span><span class="mi">120</span><span class="p">)</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span>
|
||||
<span class="n">moving_averages</span><span class="o">.</span><span class="n">tail</span><span class="p">()</span>
|
||||
</pre></div>
|
||||
|
||||
|
||||
<div>
|
||||
<style>
|
||||
.dataframe thead tr:only-child th {
|
||||
text-align: right;
|
||||
}
|
||||
|
||||
.dataframe thead th {
|
||||
text-align: left;
|
||||
}
|
||||
|
||||
.dataframe tbody tr th {
|
||||
vertical-align: top;
|
||||
}
|
||||
</style>
|
||||
<table border="1" class="dataframe">
|
||||
<thead>
|
||||
<tr style="text-align: right;">
|
||||
<th></th>
|
||||
<th>Open</th>
|
||||
<th>High</th>
|
||||
<th>Low</th>
|
||||
<th>Close</th>
|
||||
<th>Volume</th>
|
||||
</tr>
|
||||
<tr>
|
||||
<th>Date</th>
|
||||
<th></th>
|
||||
<th></th>
|
||||
<th></th>
|
||||
<th></th>
|
||||
<th></th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<th>1980-12-18</th>
|
||||
<td>28.457667</td>
|
||||
<td>28.551917</td>
|
||||
<td>28.385000</td>
|
||||
<td>28.385000</td>
|
||||
<td>139495.000000</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th>1980-12-17</th>
|
||||
<td>28.410750</td>
|
||||
<td>28.502917</td>
|
||||
<td>28.338083</td>
|
||||
<td>28.338083</td>
|
||||
<td>141772.500000</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th>1980-12-16</th>
|
||||
<td>28.362833</td>
|
||||
<td>28.453917</td>
|
||||
<td>28.289167</td>
|
||||
<td>28.289167</td>
|
||||
<td>141256.666667</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th>1980-12-15</th>
|
||||
<td>28.335750</td>
|
||||
<td>28.426833</td>
|
||||
<td>28.262083</td>
|
||||
<td>28.262083</td>
|
||||
<td>144321.666667</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th>1980-12-12</th>
|
||||
<td>28.310750</td>
|
||||
<td>28.402833</td>
|
||||
<td>28.238167</td>
|
||||
<td>28.238167</td>
|
||||
<td>159625.000000</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="highlight"><pre><span></span><span class="o">%</span><span class="n">matplotlib</span> <span class="n">inline</span>
|
||||
<span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="kn">as</span> <span class="nn">plt</span>
|
||||
|
||||
|
||||
<span class="n">plt</span><span class="o">.</span><span class="n">plot</span><span class="p">(</span><span class="n">aapl</span><span class="o">.</span><span class="n">index</span><span class="p">,</span> <span class="n">aapl</span><span class="o">.</span><span class="n">Open</span><span class="p">,</span> <span class="n">label</span><span class="o">=</span><span class="s1">'Open price'</span><span class="p">)</span>
|
||||
<span class="n">plt</span><span class="o">.</span><span class="n">plot</span><span class="p">(</span><span class="n">moving_averages</span><span class="o">.</span><span class="n">index</span><span class="p">,</span> <span class="n">moving_averages</span><span class="o">.</span><span class="n">Open</span><span class="p">,</span> <span class="n">label</span><span class="o">=</span><span class="s2">"120 MA Open price"</span><span class="p">)</span>
|
||||
<span class="n">plt</span><span class="o">.</span><span class="n">legend</span><span class="p">()</span>
|
||||
<span class="n">plt</span><span class="o">.</span><span class="n">show</span><span class="p">()</span>
|
||||
</pre></div>
|
||||
|
||||
|
||||
<p><img alt="png" src="../images/MovingAvg/output_6_0.png"></p>
|
||||
</div>
|
||||
<aside>
|
||||
<div class="bug-reporting__panel">
|
||||
<h3>Find an error or bug? Have a suggestion?</h3>
|
||||
<p>Everything on this site is avaliable on GitHub. Head on over and <a href='https://github.com/redoules/redoules.github.io/issues/new'>submit an issue.</a> You can also message me directly by <a href='mailto:guillaume.redoules@gadz.org'>email</a>.</p>
|
||||
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|
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|
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|
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|
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|
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<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
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<br/>
|
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Copyright © Guillaume Redoulès,
|
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<time datetime="2018">2018</time>.
|
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</center>
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</body>
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|
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</html>
|
||||
@ -169,7 +169,7 @@
|
||||
<footer class="footer">
|
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<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
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|
||||
@ -193,7 +193,7 @@ If you try to open a non existing file in read mode 'r', a FileNotFoundError wil
|
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<footer class="footer">
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<div class="container">
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<p class="text-muted">
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<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
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<br/>
|
||||
Copyright © Guillaume Redoulès,
|
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<time datetime="2018">2018</time>.
|
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|
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@ -238,7 +238,7 @@
|
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<footer class="footer">
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<div class="container">
|
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<p class="text-muted">
|
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<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
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<time datetime="2018">2018</time>.
|
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|
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@ -186,7 +186,7 @@
|
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<footer class="footer">
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<div class="container">
|
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<p class="text-muted">
|
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<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
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<time datetime="2018">2018</time>.
|
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|
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@ -171,7 +171,7 @@
|
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<footer class="footer">
|
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<div class="container">
|
||||
<p class="text-muted">
|
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<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
@ -340,7 +340,7 @@ However, exporting to a sql database can prove very useful. Indeed, having a wel
|
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<footer class="footer">
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<div class="container">
|
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<p class="text-muted">
|
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<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
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<time datetime="2018">2018</time>.
|
||||
|
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@ -382,7 +382,7 @@
|
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<footer class="footer">
|
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<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
@ -151,7 +151,7 @@
|
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<footer class="footer">
|
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<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
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<time datetime="2018">2018</time>.
|
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|
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@ -112,7 +112,7 @@
|
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<footer class="footer">
|
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<div class="container">
|
||||
<p class="text-muted">
|
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<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
@ -5,7 +5,7 @@ xmlns="http://www.sitemaps.org/schemas/sitemap/0.9">
|
||||
|
||||
<url>
|
||||
<loc>redoules.github.io/</loc>
|
||||
<lastmod>2018-08-04T22:24:50-00:00</lastmod>
|
||||
<lastmod>2018-08-04T22:33:39-00:00</lastmod>
|
||||
<changefreq>daily</changefreq>
|
||||
<priority>0.5</priority>
|
||||
</url>
|
||||
@ -24,6 +24,13 @@ xmlns="http://www.sitemaps.org/schemas/sitemap/0.9">
|
||||
<priority>0.5</priority>
|
||||
</url>
|
||||
|
||||
<url>
|
||||
<loc>redoules.github.io/python/Moving_average_pandas.html</loc>
|
||||
<lastmod>2018-08-04T17:41:00+02:00</lastmod>
|
||||
<changefreq>monthly</changefreq>
|
||||
<priority>0.5</priority>
|
||||
</url>
|
||||
|
||||
<url>
|
||||
<loc>redoules.github.io/sql/WHERE_SQL_keywords.html</loc>
|
||||
<lastmod>2018-08-04T17:01:00+02:00</lastmod>
|
||||
|
||||
@ -344,7 +344,7 @@ Done.
|
||||
<footer class="footer">
|
||||
<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
@ -631,7 +631,7 @@ Done.
|
||||
<footer class="footer">
|
||||
<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
@ -216,7 +216,7 @@ Done.
|
||||
<footer class="footer">
|
||||
<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
@ -346,7 +346,7 @@ Done.
|
||||
<footer class="footer">
|
||||
<div class="container">
|
||||
<p class="text-muted">
|
||||
<center>This project contains 21 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<center>This project contains 22 pages and is available on <a href="https://github.com/redoules/redoules.github.io">GitHub</a>.
|
||||
<br/>
|
||||
Copyright © Guillaume Redoulès,
|
||||
<time datetime="2018">2018</time>.
|
||||
|
||||
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Loading…
Reference in New Issue
Block a user