Source code for tensortrade.features.indicators.simple_moving_average

# 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
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import pandas as pd

from gym import Space
from typing import Union, List, Tuple

from tensortrade.features.feature_transformer import FeatureTransformer


[docs]class SimpleMovingAverage(FeatureTransformer): """A transformer to get the simple moving average of one or more columns in a data frame."""
[docs] def __init__(self, columns: Union[List[str], str, None] = None): """ Arguments: columns (optional): A list of column names to normalize. """ self.columns = columns
[docs] def transform_space(self, input_space: Space) -> Space: raise NotImplementedError
[docs] def transform(self, X: pd.DataFrame) -> pd.DataFrame: raise NotImplementedError