how to find exponential weighted moving average using dataframe.ewma?

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梦如初夏
梦如初夏 2020-12-12 05:27

Previously I used the following to calculate the ewma

dataset[\'26ema\'] = pd.ewma(dataset[\'price\'], span=26)

But, in the latest version

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  • 2020-12-12 05:58

    Use Series.ewm:

    dataset['price'].ewm(span=26)
    

    See GH11603 for the relevant PR and mapping of the old API to new ones.


    Minimal Code Example

    s = pd.Series(range(5))
    s.ewm(span=3).mean()
    
    0    0.000000
    1    0.666667
    2    1.428571
    3    2.266667
    4    3.161290
    dtype: float64
    
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