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<h1>
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Moving average with pandas
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</h1>
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<ol class="breadcrumb">
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<li>
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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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</time>
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</li>
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<li>Python</li>
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<li>Data Wrangling</li>
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</ol>
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</header>
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<div class='article_content'>
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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="k">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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<style>
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.dataframe thead tr:only-child th {
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}
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<table border="1" class="dataframe">
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<thead>
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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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<tr>
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<th>Date</th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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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>
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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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<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>
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<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>
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<span class="n">moving_averages</span><span class="o">.</span><span class="n">tail</span><span class="p">()</span>
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</pre></div>
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<style>
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}
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text-align: left;
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}
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.dataframe tbody tr th {
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vertical-align: top;
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}
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</style>
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<table border="1" class="dataframe">
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<thead>
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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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</tr>
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<tr>
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<th>Date</th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th>1980-12-18</th>
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<td>28.457667</td>
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<td>28.551917</td>
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<td>28.385000</td>
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<td>28.385000</td>
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<td>139495.000000</td>
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</tr>
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<tr>
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<th>1980-12-17</th>
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<td>28.410750</td>
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<td>28.502917</td>
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<td>28.338083</td>
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<td>28.338083</td>
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<td>141772.500000</td>
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</tr>
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<tr>
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<th>1980-12-16</th>
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<td>28.362833</td>
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<td>28.453917</td>
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<td>28.289167</td>
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<td>28.289167</td>
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<td>141256.666667</td>
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</tr>
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<tr>
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<th>1980-12-15</th>
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<td>28.335750</td>
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<td>28.426833</td>
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<td>28.262083</td>
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<td>28.262083</td>
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<td>144321.666667</td>
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</tr>
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<tr>
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<th>1980-12-12</th>
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<td>28.310750</td>
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<td>28.402833</td>
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<td>28.238167</td>
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<td>28.238167</td>
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<td>159625.000000</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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<div class="highlight"><pre><span></span><span class="o">%</span><span class="n">matplotlib</span> <span class="n">inline</span>
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<span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="k">as</span> <span class="nn">plt</span>
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<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>
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<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>
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<span class="n">plt</span><span class="o">.</span><span class="n">legend</span><span class="p">()</span>
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<span class="n">plt</span><span class="o">.</span><span class="n">show</span><span class="p">()</span>
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</pre></div>
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<p><img alt="png" src="../images/MovingAvg/output_6_0.png"></p>
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<h3>Find an error or bug? Have a suggestion?</h3>
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<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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Copyright © Guillaume Redoulès,
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