Moving average for multiple stock in python

Question

I have been calculating the simple moving average of a stock using the code below:

def SMA(data, period =30, column='Close'):
    return data[column].rolling(window=period).mean()

df['SMA20']=SMA(df,20)
df['SMA50']=SMA(df,50)

How do I calculate the moving average for various stocks that are apart of the same data set? If I apply the above code then the moving average for the second or third stock in the row will be incorrect.

Can you write the sample expected output & what you are getting with the above code snippet — Mehul Gupta, Jun 17 '22 at 04:45

score 0 · Answer 1 · answered Jun 17 '22 at 05:06

0

Can you try this, if this works for you

df = (
    df.fillna(0).groupby(["ticker_exchange"])[["price"]]
    .rolling(30)
    .corr().iloc[0::2,-1]
)

answered Jun 17 '22 at 05:06

Kavi Harjani

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Moving average for multiple stock in python

1 Answers1