Basic Stuff - Conventions/SMA/EMA/Pandas/NP ARRAYS/TALIB

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Basic Stuff - Conventions/SMA/EMA/Pandas/NP ARRAYS/TALIB

edited

Getting Started numpy/pandas

Hi Guys

I am just starting out here on my Quantopian adventure and wanted to get a grip on the data processing side before starting trying algos etc.

In this work book I am looking to extend one of the basic tutorials and plot EMA as well as SMA.

Couple of super n00b questions...

I noticed TALIB needs arrays as input as opposed to a pandas dataframe. I attempted some clunky code in the notebook attached to do this. My question is there a more elegant way of doing such a thing? Also am I right in thinking that correct order is maintained when extracting columns out of a pandas df. ie in the example I have time and price columns. If I extract price data as an array - do some processing on it and then rejoin with the timestamp data is the data in the same order so that time / price info is maintained in correct fashion?
Am I better off grouping things like SMA's and EMAs all together in their own df and then indexing accordingly or having multiple df instances for things like 200d SMA etc etc. I come from excel background so to me seems preferable to have one data frame with all my data and just index accordingly? This isn't particularly about SMA more so what is best practice for handling large amounts of data with similar index?

TIA

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.