tensortrade.features.indicators.simple_moving_average module¶
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class
tensortrade.features.indicators.simple_moving_average.
SimpleMovingAverage
(columns=None)[source]¶ Bases:
tensortrade.features.feature_transformer.FeatureTransformer
A transformer to get the simple moving average of one or more columns in a data frame.
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__init__
(columns=None)[source]¶ - Parameters
columns (optional) – A list of column names to normalize.
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transform
(X, input_space)[source]¶ Transform the data set and return a new data frame.
- Parameters
X (
DataFrame
) – The set of data to transform.input_space (
Space
) – A gym.Space matching the shape of the pipeline’s input.
- Return type
DataFrame
- Returns
A transformed data frame.
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