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/RasgoTransforms
GitHub