mean
Calculate the average of a target column.
The rolling mean is a simple moving average that calculates the average of a target variable. This function is widely used in financial analysis to smooth short-term fluctuations and highlight longer-term trends or cycles in time series data.
Examples
from openbb import obb
# Get Mean.
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
returns = stock_data["close"].pct_change().dropna()
obb.quantitative.stats.mean(data=returns, target="close")
obb.quantitative.stats.mean(target='close', data=[{'date': '2023-01-02', 'close': 0.05}, {'date': '2023-01-03', 'close': 0.08}, {'date': '2023-01-04', 'close': 0.07}, {'date': '2023-01-05', 'close': 0.06}, {'date': '2023-01-06', 'close': 0.06}])
Parameters
- standard
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | List[Data] | The time series data as a list of data points. | False | |
target | str | The name of the column for which to calculate the mean. | False |
Returns
OBBject
results : List[Data]
An object containing the mean value.