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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, '
TICKE
R'], partition=['
TICKER'
])
ds2
.
preview
()
Source Code
RasgoTransforms/moving_avg.sql at main · rasgointelligence/RasgoTransforms
GitHub
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Last modified
3mo ago
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