python - how do I compute a weighted moving average using pandas -

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using pandas can compute

  • simple moving average sma using pandas.stats.moments.rolling_mean
  • exponential moving average ema using pandas.stats.moments.ewma

but how compute weighted moving average (wma) described in wikipedia http://en.wikipedia.org/wiki/exponential_smoothing ... using pandas?

is there pandas function compute wma?

no, there no implementation of exact algorithm. created github issue here:

https://github.com/pydata/pandas/issues/886

i'd happy take pull request this-- implementation should straightforward cython coding , can integrated pandas.stats.moments


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