ttrpy.trend.sma module
Source code
# Author: joelowj
# License: Apache License, Version 2.0
import pandas as pd
def sma(df, price, sma, n):
"""
Simple Moving Average (SMA) is an arithmetic moving average calculated by
adding recent closing prices then dividing that by the number of time periods
in the calculation average.
SMA = (P_1 + ... + P_n) / n
Parameters:
df (pd.DataFrame): DataFrame which contain the asset price.
price (string): the column name of the price of the asset.
sma (string): the column name for the n-day moving average results.
n (int): the total number of periods.
Returns:
df (pd.DataFrame): Dataframe with n-day moving average of the asset calculated.
"""
df = df.copy()
df[sma] = df[price].rolling(window=n).mean()
return dfFunctions
def sma(df, price, sma, n)-
Simple Moving Average (SMA) is an arithmetic moving average calculated by adding recent closing prices then dividing that by the number of time periods in the calculation average.
SMA = (P_1 + … + P_n) / n
Parameters
df:pd.DataFrame- DataFrame which contain the asset price.
price:string- the column name of the price of the asset.
sma():string- the column name for the n-day moving average results.
n:int- the total number of periods.
Returns
df:pd.DataFrame- Dataframe with n-day moving average of the asset calculated.
Source code
def sma(df, price, sma, n): """ Simple Moving Average (SMA) is an arithmetic moving average calculated by adding recent closing prices then dividing that by the number of time periods in the calculation average. SMA = (P_1 + ... + P_n) / n Parameters: df (pd.DataFrame): DataFrame which contain the asset price. price (string): the column name of the price of the asset. sma (string): the column name for the n-day moving average results. n (int): the total number of periods. Returns: df (pd.DataFrame): Dataframe with n-day moving average of the asset calculated. """ df = df.copy() df[sma] = df[price].rolling(window=n).mean() return df