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from moment_plots import *
np.random.seed(1)
ts = test_series(500) * 10
# ts[::100] = 20
s = ts.cumsum()
fig, axes = plt.subplots(3, 1, figsize=(8, 10), sharex=True)
ax0, ax1, ax2 = axes
ax0.plot(s.index, s.values)
ax0.set_title('time series')
ax1.plot(s.index, m.ewma(s, span=50, min_periods=1).values, color='b')
ax1.plot(s.index, m.rolling_mean(s, 50, min_periods=1).values, color='r')
ax1.set_title('rolling_mean vs. ewma')
line1 = ax2.plot(
s.index, m.ewmstd(s, span=50, min_periods=1).values, color='b')
line2 = ax2.plot(
s.index, m.rolling_std(s, 50, min_periods=1).values, color='r')
ax2.set_title('rolling_std vs. ewmstd')
fig.legend((line1, line2),
('Exp-weighted', 'Equal-weighted'),
loc='upper right')
fig.autofmt_xdate()
fig.subplots_adjust(bottom=0.10, top=0.95)
plt.show()
plt.close('all')
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