# Copyright 2019 The TensorTrade Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License
import pandas as pd
import numpy as np
from gym import Space
from copy import copy
from typing import Union, List, Tuple, Dict
from tensortrade.features.feature_transformer import FeatureTransformer
[docs]class SimpleMovingAverage(FeatureTransformer):
"""A transformer to add the simple moving average of a column to a feature pipeline."""
[docs] def __init__(self, columns: Union[List[str], str, None] = None, window_size: int = 20, inplace: bool = True, **kwargs):
"""
Arguments:
columns (optional): A list of column names to normalize.
window_size (optional): The length of the moving average window. Defaults to 20.
inplace (optional): If `False`, a new column will be added to the output for each input column.
"""
super().__init__(columns=columns, inplace=inplace)
self._window_size = window_size