Moving Avg

generates moving averages per column and per window size

Parameters

Name	Type	Description	Is Optional
input_columns	column_list	names of column(s) you want to moving average
window_sizes	int_list	the integer values for window sizes you want to use in your moving average
order_by	column_list	columns to order by, typically the date index of the table
partition	column_list	columns to partition the moving average by

Example

ds = rasgo.get.dataset(id)

ds2 = ds.moving_avg(input_columns=['OPEN','CLOSE','HIGH','LOW'], window_sizes=[1,2,3,7], order_by=['DATE, 'TICKER'], partition=['TICKER'])
ds2.preview()

Source Code

RasgoTransforms/moving_avg.sql at main · rasgointelligence/RasgoTransformsGitHub