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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