Adds Moving Average Forecasting method

Author: Adeleet

Forecasting/MovingAverage.py

@@ -0,0 +1,17 @@
+import pandas as pd
+data = pd.read_csv("data/bucketed/trades.csv.gz", parse_dates=['timestamp'])
+
+
+class MovingAverage:
+    def __init__(self, n):
+        self.n = n
+
+    def predict(self, data):
+        pred = []
+        for i in range(self.n, data.shape[0]):
+            pred.append(data[i-self.n:i].mean())
+        return pred
+
+
+mav = MovingAverage(5)
+mav.predict(data['close'][:100])