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rday/list_ma.py

Created June 5, 2013 17:29
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List moving average
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list_ma.py
def moving_average(data_set, period=3):
avgs = []
for idx, item in enumerate(data_set[period-1:]):
avgs.append(round(sum(data_set[idx:period+idx]) / float(period), 2))
return avgs
data = [1, 2, 3, 6, 9, 12, 20, 28, 30, 25, 22, 20, 15, 12, 10]
assert moving_average(data, 3) == [2.0, 3.67, 6.0, 9.0, 13.67, 20.0, 26.0, 27.67, 25.67, 22.33, 19.0, 15.67, 12.33]
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