Using Pandas or numpy packages in python,calculate the simple moving averages of price for the following windows i)last 3 minute , ii)last 7 minute, iii)last 25 minutes. Make sure you have at least 60 time points with a given minute. Use Roku incorporation data,27/02/2019-28/02/2019
The steps you can follow:
- Get the minute data from the alpha vantage.
Code:
from alpha_vantage.timeseries import TimeSeries
ts = TimeSeries(key = 'YOUR API KEY', output_format='pandas')
data, meta_data = ts.get_intraday(symbol='AAPL',interval='1min', outputsize='full')
- Calculate the simple moving average.
To calculate the moving average, you can use the rolling function.
DataFrame.rolling(lookback_period).mean()
In your case, lookback_period will be 3,5 or 25.
I hope it helps you.