require 'distribution'
require 'daru'
require 'gnuplotrb'

rng = Distribution::Normal.rng

index  = Daru::DateTimeIndex.date_range(:start => '2012-4-2', :periods => 1000, :freq => 'D')
vector = Daru::Vector.new(1000.times.map {rng.call}, index: index)

vector = vector.cumsum

rolling = vector.rolling_mean 60
rolling.tail

GnuplotRB::Plot.new([vector, with: 'lines', title: 'Vector'], [rolling, with: 'lines', title: 'Rolling Mean'])

df = Daru::DataFrame.new({
  a: 1000.times.map {rng.call}, 
  b: 1000.times.map {rng.call}, 
  c: 1000.times.map {rng.call}
}, index: index)

df = df.cumsum

rs = df.rolling_sum(60)
plots = []
rs.each_vector_with_index do |vec,n|
  plots << GnuplotRB::Plot.new([vec, with: 'lines', title: n])
end

GnuplotRB::Multiplot.new(*plots, layout: [3,1], title: 'Rolling sums')