pandas.api.indexers.VariableOffsetWindowIndexer

class pandas.api.indexers.VariableOffsetWindowIndexer(index_array=None, window_size=0, index=None, offset=None, **kwargs)

Calculate window boundaries based on a non-fixed offset such as a BusinessDay.

Parameters:

index_arraynp.ndarray, default 0

Array-like structure specifying the indices for data points. This parameter is currently not used.

window_sizeint, optional, default 0

Specifies the number of data points in each window. This parameter is currently not used.

indexDatetimeIndex, optional

DatetimeIndex of the labels of each observation.

offsetBaseOffset, optional

DateOffset representing the size of the window.

**kwargs

Additional keyword arguments passed to the parent class BaseIndexer.

See also

api.indexers.BaseIndexer

Base class for all indexers.

DataFrame.rolling

Rolling window calculations on DataFrames.

offsets

Module providing various time offset classes.

Examples

>>> from pandas.api.indexers import VariableOffsetWindowIndexer
>>> df = pd.DataFrame(range(10), index=pd.date_range("2020", periods=10))
>>> offset = pd.offsets.BDay(1)
>>> indexer = VariableOffsetWindowIndexer(index=df.index, offset=offset)
>>> df
            0
2020-01-01  0
2020-01-02  1
2020-01-03  2
2020-01-04  3
2020-01-05  4
2020-01-06  5
2020-01-07  6
2020-01-08  7
2020-01-09  8
2020-01-10  9
>>> df.rolling(indexer).sum()
               0
2020-01-01   0.0
2020-01-02   1.0
2020-01-03   2.0
2020-01-04   3.0
2020-01-05   7.0
2020-01-06  12.0
2020-01-07   6.0
2020-01-08   7.0
2020-01-09   8.0
2020-01-10   9.0

Methods

get_window_bounds([num_values, min_periods, ...])

Computes the bounds of a window.