moving mean average python code example
Example 1: rolling average df
df['pandas_SMA_3'] = df.iloc[:,1].rolling(window=3).mean()
Example 2: 12 month movinf average in python for dataframe
start_date = '2015-01-01'
end_date = '2016-12-31'
fig, ax = plt.subplots(figsize=(16,9))
ax.plot(data.loc[start_date:end_date, :].index, data.loc[start_date:end_date, 'MSFT'], label='Price')
ax.plot(long_rolling.loc[start_date:end_date, :].index, long_rolling.loc[start_date:end_date, 'MSFT'], label = '100-days SMA')
ax.plot(short_rolling.loc[start_date:end_date, :].index, short_rolling.loc[start_date:end_date, 'MSFT'], label = '20-days SMA')
ax.legend(loc='best')
ax.set_ylabel('Price in $')
ax.xaxis.set_major_formatter(my_year_month_fmt)