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Plot simple moving average over dataframe in Julia

I have an excel file with dates and stock prices. I read this data into a dataframe with DataFrames.jl

using DataFrames, StatsPlots, Indicators

df = DataFrame(XLSX.readtable("Demo-sv.xlsx", "Blad3")...)

This works great and here I print the first 6 entries.

6×2 DataFrame
│ Row │ Date       │ Closeprice │
│     │ Any        │ Any        │
├─────┼────────────┼────────────┤
│ 1   │ 2019-05-03 │ 169.96     │
│ 2   │ 2019-05-02 │ 168.06     │
│ 3   │ 2019-04-30 │ 165.58     │
│ 4   │ 2019-04-29 │ 166.4      │
│ 5   │ 2019-04-26 │ 167.76     │
│ 6   │ 2019-04-25 │ 167.46     │

I then plot this data with StatsPlots.jl @df df plot(df.Date, df.Closeprice) and get a nice plot graph.

The problem is when I want to plot a simple moving average with Indicators.jl

movingaverage = sma(df, n=200)
plot!(movingaverage, linewidth=2, color=:red)

I get this error message

ERROR: LoadError: MethodError: no method matching sma(::DataFrame; n=200)
Closest candidates are:
sma(::Array{T,N} where N; n) where T<:Real at 
/Users/HBrovell/.julia/packages/Indicators/QGmEX/src/ma.jl:8
sma(::Temporal.TS{V,T}; args...) where {V, T} at 
/Users/HBrovell/.julia/packages/Indicators/QGmEX/src/temporal.jl:64

What I understand, I need to convert the DataFrame so I will be able to use the Indicators.jl sma function. I have tried with convert(Array{Float64}, df[2]) to only convert the Closeprice column, but that didn't work the way I wanted. I guess I don't want to convert the date column?

So how can I convert the DataFrame, so I can use the sma function in Indicators.jl, or is there a better way than using DataFrames.jl?

Solution

  • I assume what you need is:

    sma(sort(df, :Date).ClosePrice, n=200)

    One additional problem you have is the data type of your ClosePrice column that should be numeric rather than Any

    You need to convert it somehow, for an example:

    df[!, :ClosePrice] .= Float64.(df.ClosePrice)