3 examples of 'pandas moving average of column' in Python

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236def mean(self):
237 # TODO, there is a lot of copy-paste with the code above
238 # TODO, we should probably define groupby.aggregate
239 func = _accumulate_groupby_mean
240 start = (0, 0)
241 if isinstance(self.grouper, Streaming):
242 func = partial(func, index=self.index)
243 example = self.root.example.groupby(self.grouper.example)
244 if self.index is not None:
245 example = example[self.index]
246 example = example.mean()
247 stream = self.root.stream.zip(self.grouper.stream)
248 stream = stream.accumulate(func, start=start, returns_state=True)
249 else:
250 func = partial(func, grouper=self.grouper, index=self.index)
251 example = self.root.example.groupby(self.grouper)
252 if self.index is not None:
253 example = example[self.index]
254 example = example.mean()
255 stream = self.root.stream.accumulate(func, start=start,
256 returns_state=True)
257 if isinstance(example, pd.DataFrame):
258 return StreamingDataFrame(stream, example)
259 else:
260 return StreamingSeries(stream, example)
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59def average(average_window, data):
60 window = []
61 newdata = []
62 for v in data:
63 window.append(v)
64 if len(window) == average_window:
65 newdata.append(sum(window)/average_window)
66 del window[0]
67 return newdata
205def wma(df: pd.DataFrame, period: int = 30,
206 col: str = pd_utils.CLOSE_COL) -> pd.Series:
207 """
208 Weighted Moving Average.
209
210 :param df:
211 :param period:
212 :param col:
213 :return:
214 """
215 wma_ = []
216
217 for chunk in _chunks(df, period, col):
218 try:
219 wma_.append(_chunked_wma(chunk, period))
220 except AttributeError:
221 wma_.append(None)
222
223 wma_.reverse()
224 return pd.Series(wma_, index=df.index, name='wma')

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