Added function for getting moving averages from klines

README.rst

@@ -126,6 +126,10 @@ Quick Start
 
     # fetch weekly klines since it listed
     klines = client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")
+
+    # fetch moving average based on given kline and period
+    five_day_moving_average = client.get_moving_average(klines, 5)
+
 
 For more `check out the documentation <https://python-binance.readthedocs.io/en/latest/>`_.
 

binance/client.py

@@ -793,6 +793,64 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None):
 
         return output_data
 
+    def get_moving_average(self, klines, period):
+        """
+        Get the average values of historical kline data
+
+        :param klines: List of OHLCV values given from get_historical_kline
+        :type klines: list
+        :param period: Moving average period
+        :type period: int
+
+        :return: list of average OHLCV values based on period
+
+
+        """
+        # Transpose historical kline data
+        data = [list(i) for i in zip(*klines)]
+
+        # Number of values for each timestamp
+        slots = len(klines[0])
+
+        # init our list
+        moving_avg = []
+
+        idx = 0
+        # iterate through every day in kline
+        while idx < len(klines):
+
+            # init each row
+            row = []
+
+            # add timestamp to row
+            row.append(data[0][idx])
+
+            # iterate through all values
+            for k in range(1, slots):
+
+                # add closing time to row
+                if k == 6:
+                    val = data[k][idx]
+
+                # add "n/a" if we can't calculate average over period yet
+                elif idx < period:
+                    val = "n/a"
+
+                # add average over period
+                else:
+                    val = 0
+                    for i in data[k][idx - period:idx]:
+                        val = val + float(i)
+                    val = str(round(val / period, 8))
+                row.append(val)
+
+            idx += 1
+
+            # add row to moving average list
+            moving_avg.append(row)
+
+        return moving_avg
+
     def get_ticker(self, **params):
         """24 hour price change statistics.