Numpy moving average

numpy_ma.py

import numpy as np

def moving_average(data_set, periods=3):
    weights = np.ones(periods) / periods
    return np.convolve(data_set, weights, mode='valid')

data = [1, 2, 3, 6, 9, 12, 20, 28, 30, 25, 22, 20, 15, 12, 10]

ma = moving_average(np.asarray(data), 3)
assert (np.around(ma, decimals=2)==np.array([2.0, 3.67, 6.0, 9.0, 13.67, 20.0, 26.0, 27.67, 25.67, 22.33, 19.0, 15.67, 12.33])).all() == True