Using Regexp to create column from filename and rolling mean

gistfile1.txt

from os import listdir

def getAllStockData(data):
    """
        Retrieves data from files downloaded from Marketwatch and stored in a directory with path data
    
    """
    stock_df = pd.DataFrame()
    for filename in listdir("data"):
        if filename.startswith("Dow"):

            #Pick out the stock name from the filename
            pattern = ".*_(.*)\.csv"
            cpat = re.compile(pattern)

            stock =  re.findall(cpat,filename)
            df = pd.read_csv(f"data\{filename}")
            #Add the stock name to the dataframe
            df['stock'] =  stock[0]

            stock_df = stock_df.append(df)
    return stock_df

### Set the columns to the right type
stock_df  = getAllStockData(<path to directory containing data files>)      
stock_df['Date'] = pd.to_datetime(stock_df['Date']) 
stock_df = stock_df.astype({"Open":'float',
                "High":'float',
                "Low":'float',
                "Close":'float',
              })

stock_df = stock_df.drop("Volume", axis="columns")
stock_df['rolling_mean'] = stock_df['Close'].rolling(2, min_periods=1).mean()