数据框简单移动平均线 (SMA) 计算

Question

Is there any simple tool/lib that can help me easily calculate the Simple Moving Average SMA(N) of dataframe ?

                             GLD       SMA(5)
Date                                
2005-01-03 00:00:00+00:00  43.020000  Nan
2005-01-04 00:00:00+00:00  42.740002  Nan
2005-01-05 00:00:00+00:00  42.669998  Nan
2005-01-06 00:00:00+00:00  42.150002  Nan
2005-01-07 00:00:00+00:00  41.840000  ..
2005-01-10 00:00:00+00:00  41.950001  ..
2005-01-11 00:00:00+00:00  42.209999  ..
2005-01-12 00:00:00+00:00  42.599998  ..
2005-01-13 00:00:00+00:00  42.599998  ..
2005-01-14 00:00:00+00:00  42.320000  ..

Answer 1

df['SMA(5)'] = df.GLD.rolling(5).mean()
df