How do I compute moving averages on QuestDB?

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I'm using the database QuestDB, and trying to compute moving averages with some market data Is this something that is already available out of the box (like in Influxdb or kdb+), or is there a way around it?

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1 Answers

If you are using Pandas / Python, the following example shows how to calculate the moving average after connecting to the database using postgres wire:

import psycopg2
import pandas as pd

df_trades = pd.DataFrame()

connection = psycopg2.connect(user="admin",
                              password="quest",
                              host="127.0.0.1",
                              port="8812",
                              database="qdb")
# get query as dataframe
df_trades = pd.read_sql_query("select * from my_table",connection)

# Simple moving average, k=10, of column called 'close'
df_trades['moving_av_10'] = df_trades['close'].rolling(window=10).mean()

print(df_trades.tail())
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