Simple Moving Average

Simple Moving Average

import numpy as np

#mock data
data = '''853	1,005
992	876
589	1,330
1,532	389
1,414	508
1,237	652
'''

def simpleMovingAverage(values, window):
    weights = np.repeat(1.0, window)/window
    smas = np.convolve(values, weights, 'valid')
    return smas

ups = []
downs = []
for d in data.split('\n'):
    up, down = d.split('\t')
    ups.append(int(up.replace(',', '')))
    downs.append(int(down.replace(',', '')))

movingAverageUps = simpleMovingAverage(ups,6)
movingAverageDowns = simpleMovingAverage(downs,6)

for u,d in zip(movingAverageUps,movingAverageDowns):
    print(np.round(u/d*100,2))