exponential_smoothing_stock.py

def exponential_smoothing(series, alpha):

    result = [series[0]] # first value is same as series
    for n in range(1, len(series)):
        result.append(alpha * series[n] + (1 - alpha) * result[n-1])
    return result
  
def plot_exponential_smoothing(series, alphas):
 
    plt.figure(figsize=(17, 8))
    for alpha in alphas:
        plt.plot(exponential_smoothing(series, alpha), label="Alpha {}".format(alpha))
    plt.plot(series.values, "c", label = "Actual")
    plt.legend(loc="best")
    plt.axis('tight')
    plt.title("Exponential Smoothing")
    plt.grid(True);

plot_exponential_smoothing(data.CLOSE, [0.05, 0.3])