Created
November 2, 2019 14:50
-
-
Save enxt/f782b27c2d34b9484f4b6c4badd717e6 to your computer and use it in GitHub Desktop.
Simple EMA calculation with pandas
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
def EMA(data, window): | |
return pd.Series(data).ewm(span=window, adjust=False).mean() |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment