Source code for pandas_ta.overlap.sma
# -*- coding: utf-8 -*-
from pandas_ta import Imports
from pandas_ta.utils import get_offset, verify_series
[docs]def sma(close, length=None, talib=None, offset=None, **kwargs):
"""Indicator: Simple Moving Average (SMA)"""
# Validate Arguments
length = int(length) if length and length > 0 else 10
min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
close = verify_series(close, max(length, min_periods))
offset = get_offset(offset)
mode_tal = bool(talib) if isinstance(talib, bool) else True
if close is None: return
# Calculate Result
if Imports["talib"] and mode_tal:
from talib import SMA
sma = SMA(close, length)
else:
sma = close.rolling(length, min_periods=min_periods).mean()
# Offset
if offset != 0:
sma = sma.shift(offset)
# Handle fills
if "fillna" in kwargs:
sma.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
sma.fillna(method=kwargs["fill_method"], inplace=True)
# Name & Category
sma.name = f"SMA_{length}"
sma.category = "overlap"
return sma
sma.__doc__ = \
"""Simple Moving Average (SMA)
The Simple Moving Average is the classic moving average that is the equally
weighted average over n periods.
Sources:
https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/simple-moving-average-sma/
Calculation:
Default Inputs:
length=10
SMA = SUM(close, length) / length
Args:
close (pd.Series): Series of 'close's
length (int): It's period. Default: 10
talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib
version. Default: True
offset (int): How many periods to offset the result. Default: 0
Kwargs:
adjust (bool): Default: True
presma (bool, optional): If True, uses SMA for initial value.
fillna (value, optional): pd.DataFrame.fillna(value)
fill_method (value, optional): Type of fill method
Returns:
pd.Series: New feature generated.
"""