hks014 hks014 - 28 days ago 19
Python Question

Dataframe SMA Calculation

Is there any simple tool/lib that can help me easily calculate the sma(..) of dataframe ?

GLD SMA(5)
Date
2005-01-03 00:00:00+00:00 43.020000 Nan
2005-01-04 00:00:00+00:00 42.740002 Nan
2005-01-05 00:00:00+00:00 42.669998 Nan
2005-01-06 00:00:00+00:00 42.150002 Nan
2005-01-07 00:00:00+00:00 41.840000 ..
2005-01-10 00:00:00+00:00 41.950001 ..
2005-01-11 00:00:00+00:00 42.209999 ..
2005-01-12 00:00:00+00:00 42.599998 ..
2005-01-13 00:00:00+00:00 42.599998 ..
2005-01-14 00:00:00+00:00 42.320000 ..

Answer
df['SMA(5)'] = df.GLD.rolling(5).mean()
df

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