Notebook
In [78]:
import pandas as pd
import matplotlib.pyplot as plt

small_avg = 30
large_avg = 60
start_date = '2014-01-03'
end_date = '2015-08-20'

pricing = get_pricing(['SPY'], start_date=start_date, end_date=end_date, frequency='daily', fields='close_price')

# panda.Panel.iloc allows me to cut off the beginning of the algo.
# An easier to read version without the iloc:
# plt.plot(pricing, '-',
#          pd.rolling_mean(pricing, small_avg), '-',
#          pd.rolling_mean(pricing, large_avg), '-')

plt.plot(pricing.iloc[large_avg::], '-',
         pd.rolling_mean(pricing, small_avg).iloc[large_avg::], '-',
         pd.rolling_mean(pricing, large_avg).iloc[large_avg::], '-')
Out[78]:
[<matplotlib.lines.Line2D at 0x7f803ceb9850>,
 <matplotlib.lines.Line2D at 0x7f803ceb9b10>,
 <matplotlib.lines.Line2D at 0x7f803cec8210>]
In [ ]: