Moving Avg
generates moving averages per column and per window size
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 | |
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()
Last modified 1yr ago