Moving Average Code

MovingAverage().py

import pandas as pd
import os

# Class setup
class MovingAverage():
    def __init__(self, closing_prices):
        self.data = pd.DataFrame(closing_prices) 

    def EMA(self, averaging_length=50):
        ret = self.data.ewm(
            span=averaging_length, 
            adjust=False).mean()
        return ret.rename(columns={'Close': 'EMA'})

    def MACD(self, a=12, b=26, c=9):
        MACD_line = self.EMA(a) - self.EMA(b)
        signal_line = MACD_line.ewm(span=c, adjust=False).mean()
        histogram = MACD_line - signal_line
        return MACD_line, signal_line, histogram

# Importing stock data
DATA_DIR = ('C:\\MY_DIRECTORY\\ANZ.AX.csv')
STOCK_SYM = os.path.basename(DATA_DIR).split('.csv')[0] # reads the stock ticker symbol from the file name
df = pd.read_csv(
    DATA_DIR, 
    index_col='Date', # dates parsed as index
    parse_dates=True, 
    dayfirst=True # DD/MM formatting
                )
df = df.asfreq('B') # B for Business calendar (no weekends) 
df = df.fillna(method='ffill') # fills any missing day's data with previous day's
closing_prices = df.Close # takes column labelled 'Close'

# Executing class
MACD_indicator = MovingAverage(closing_prices)
MACD_line, signal_line, histogram = MACD_indicator.MACD()