rolling mean and volatility.py

bitcoin = cryptos[0]
bitcoin_cash = cryptos[1]
dash = cryptos[2]
ethereum_classic = cryptos[3]
bitconnect = cryptos[4]
litecoin = cryptos[5]
monero = cryptos[6]
nem = cryptos[7]
neo = cryptos[8]
numeraire = cryptos[9]
omisego = cryptos[10]
qtum = cryptos[11]
ripple = cryptos[12]
stratis = cryptos[13]
waves = cryptos[14]

dataset = [bitcoin, bitcoin_cash, dash,
           ethereum_classic, bitconnect, 
           litecoin, monero, nem, neo,
           numeraire, omisego, qtum,
           ripple,stratis, waves]

for item in dataset:
    item.sort_index(inplace=True)
    item['30_day_mean'] = item['Close'].rolling(window=20).mean()
    item['30_day_volatility'] = item['Close'].rolling(window=20).std()
    
for item in dataset:
    print (item.columns)