esther fang - 2 years ago 371

Python Question

I am trying to calculate the bollinger band of facebook stock. But I found the rm_FB (the calculated rolling mean) are all nan

`def get_rolling_mean(values, window):`

"""Return rolling mean of given values, using specified window size."""

t = pd.date_range('2016-02-01', '2016-06-06', freq='D')

# print("Hey")

# print(values);

D = pd.Series(values, t)

return D.rolling(window=20,center=False).mean()

def test_run():

# Read data

dates = pd.date_range('2016-02-01', '2016-06-06')

symbols = ['FB']

df = get_data(symbols, dates)

# Compute Bollinger Bands

# 1. Compute rolling mean

rm_FB = get_rolling_mean(df['FB'], window=20)

print("Hey")

print(rm_FB)

if __name__ == "__main__":

test_run()

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Answer Source

I was confused by how you asked. I manufactured the data and created a function I hope helps.

```
import pandas as pd
import numpy as np
def bollinger_bands(s, k=2, n=20):
"""get_bollinger_bands DataFrame
s is series of values
k is multiple of standard deviations
n is rolling window
"""
b = pd.concat([s, s.rolling(n).agg([np.mean, np.std])], axis=1)
b['upper'] = b['mean'] + b['std'] * k
b['lower'] = b['mean'] - b['std'] * k
return b.drop('std', axis=1)
```

```
np.random.seed([3,1415])
s = pd.Series(np.random.randn(100) / 100, name='price').add(1.001).cumprod()
bollinger_bands(s).plot()
```

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