import numpy as np
import pandas as pd
import talib as ta
import bottleneck as bn

pd._testing._N = 10
pd._testing._K = 4

df = pd._testing.makeTimeDataFrame()
df.iloc[:5, 2:] = np.nan
print(df)
"""
                   A         B         C         D
2000-01-03 -0.871075  0.698964       NaN       NaN
2000-01-04 -0.096067  0.305798       NaN       NaN
2000-01-05 -1.691204 -1.157270       NaN       NaN
2000-01-06 -1.538781  0.688315       NaN       NaN
2000-01-07 -0.435411  0.337505       NaN       NaN
2000-01-10 -0.874476 -0.291829  0.144669  0.594654
2000-01-11  0.613167 -0.082849  1.034253 -0.036335
2000-01-12  0.452147  0.610120  1.045389  1.367216
2000-01-13  0.401962 -0.193553  0.182087 -1.482994
2000-01-14 -1.078286  0.129149  0.491651 -0.000052
"""

df = pd.DataFrame(df.stack(), columns=['CLOSE'])
df.index.names = ['date', 'asset']
print(df.tail())
"""
                     CLOSE
date       asset          
2000-01-13 D     -1.482994
2000-01-14 A     -1.078286
           B      0.129149
           C      0.491651
           D     -0.000052
"""

df['SMA'] = df['CLOSE'].groupby('asset', group_keys=False).apply(lambda x: ta.SMA(x, 5))
df['move_mean'] = df['CLOSE'].groupby('asset', group_keys=False).apply(lambda x: pd.Series(bn.move_mean(x, 5), index=x.index))
print(df.tail())
"""
                     CLOSE       SMA  move_mean
date       asset                               
2000-01-13 D     -1.482994       NaN        NaN
2000-01-14 A     -1.078286 -0.097097  -0.097097
           B      0.129149  0.034208   0.034208
           C      0.491651  0.579610   0.579610
           D     -0.000052  0.088498   0.088498
"""

df['SMA'] = df['CLOSE'].groupby('asset', group_keys=False).apply(lambda x: ta.SMA(x, 8))
df['move_mean'] = df['CLOSE'].groupby('asset', group_keys=False).apply(lambda x: pd.Series(bn.move_mean(x, 8), index=x.index))
print(df.tail())
"""
    df['move_mean'] = df['CLOSE'].groupby('asset', group_keys=False).apply(lambda x: pd.Series(bn.move_mean(x, 8), index=x.index))
                                                                                               ^^^^^^^^^^^^^^^^^^
ValueError: Moving window (=8) must between 1 and 5, inclusive
"""