2016-08-25 258 views
3

是否有任何簡單的工具/ lib可以幫助我輕鬆計算數據幀的sma(..)?Dataframe SMA計算

       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 .. 

回答

4
df['SMA(5)'] = df.GLD.rolling(5).mean() 
df 

enter image description here

+1

尼斯。 SMA是滾動的意思,我不知道。 – jezrael

+2

@jezrael哈!我GOOGLE了它「簡單的移動平均」。我也不知道 – piRSquared

相關問題