python bollinger bands without pandas

bollinger.py

from matplotlib import pyplot as plt  # type:ignore
from mabel.data.formats import dictset
import numpy as np  # type:ignore


def bollinger_bands(series, length=20, sigmas=2):      
    index = 0
    window = series[0:length] 
    num_vals = len(window)

    if num_vals < length:
        msg = 'window size {} exceeds total number of values {}'
        raise ValueError(msg.format(length, num_vals))

    while index < len(series):
        avg = np.mean(window)
        sigma = np.std(window)
        yield {"low":avg - (sigma * sigmas), "avg": avg, "hi": avg + (sigma * sigmas)}
        index += 1
        window = series[index:length+index] 


def plot_bollinger_bands(series, length=20, sigmas=2):

    plt.figure(figsize=(20, 6))
    data = list(bollinger_bands(series, length=length, sigmas=sigmas))
    l = dictset.extract_column(data, "low")
    a = dictset.extract_column(data, "avg")
    u = dictset.extract_column(data, "hi")

    plt.plot(a)
    plt.plot(u)
    plt.plot(l)
    plt.plot(series)
    return plt