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rough version of comparison

This commit is contained in:
Sander Roosendaal
2017-02-19 16:45:53 +01:00
parent e0b719da4e
commit 0f49402023
8 changed files with 171 additions and 95 deletions

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@@ -39,15 +39,18 @@ from rowsandall_app.settings import C2_CLIENT_ID, C2_REDIRECT_URI, C2_CLIENT_SEC
def ewmovingaverage(interval,window_size):
# Experimental code using Exponential Weighted moving average
intervaldf = pd.DataFrame({'v':interval})
idf_ewma1 = intervaldf.ewm(span=window_size)
idf_ewma2 = intervaldf[::-1].ewm(span=window_size)
try:
intervaldf = pd.DataFrame({'v':interval})
idf_ewma1 = intervaldf.ewm(span=window_size)
idf_ewma2 = intervaldf[::-1].ewm(span=window_size)
i_ewma1 = idf_ewma1.mean().ix[:,'v']
i_ewma2 = idf_ewma2.mean().ix[:,'v']
i_ewma1 = idf_ewma1.mean().ix[:,'v']
i_ewma2 = idf_ewma2.mean().ix[:,'v']
interval2 = np.vstack((i_ewma1,i_ewma2[::-1]))
interval2 = np.mean( interval2, axis=0) # average
interval2 = np.vstack((i_ewma1,i_ewma2[::-1]))
interval2 = np.mean( interval2, axis=0) # average
except ValueError:
interval2 = interval
return interval2