pandas.core.groupby.DataFrameGroupBy.rolling#

DataFrameGroupBy.rolling(window, min_periods=None, center=False, win_type=None, on=None, closed=None, method='single')[source]#

Return a rolling grouper, providing rolling functionality per group.

Parameters:

windowint, timedelta, str, offset, or BaseIndexer subclass

Interval of the moving window.

If an integer, the delta between the start and end of each window. The number of points in the window depends on the closed argument.

If a timedelta, str, or offset, the time period of each window. Each window will be a variable sized based on the observations included in the time-period. This is only valid for datetimelike indexes. To learn more about the offsets & frequency strings, please see this link.

If a BaseIndexer subclass, the window boundaries based on the defined get_window_bounds method. Additional rolling keyword arguments, namely min_periods, center, closed and step will be passed to get_window_bounds.

min_periodsint, default None

Minimum number of observations in window required to have a value; otherwise, result is np.nan.

For a window that is specified by an offset, min_periods will default to 1.

For a window that is specified by an integer, min_periods will default to the size of the window.

centerbool, default False

If False, set the window labels as the right edge of the window index.

If True, set the window labels as the center of the window index.

win_typestr, default None

If None, all points are evenly weighted.

If a string, it must be a valid scipy.signal window function.

Certain Scipy window types require additional parameters to be passed in the aggregation function. The additional parameters must match the keywords specified in the Scipy window type method signature.

onstr, optional

For a DataFrame, a column label or Index level on which to calculate the rolling window, rather than the DataFrame’s index.

Provided integer column is ignored and excluded from result since an integer index is not used to calculate the rolling window.

closedstr, default None

Determines the inclusivity of points in the window

If 'right', uses the window (first, last] meaning the last point is included in the calculations.

If 'left', uses the window [first, last) meaning the first point is included in the calculations.

If 'both', uses the window [first, last] meaning all points in the window are included in the calculations.

If 'neither', uses the window (first, last) meaning the first and last points in the window are excluded from calculations.

() and [] are referencing open and closed set notation respetively.

Default None ('right').

methodstr {‘single’, ‘table’}, default ‘single’

Execute the rolling operation per single column or row ('single') or over the entire object ('table').

This argument is only implemented when specifying engine='numba' in the method call.

Returns:

pandas.api.typing.RollingGroupby: Return a new grouper with our rolling appended.

See also

Series.rolling: Calling object with Series data.
DataFrame.rolling: Calling object with DataFrames.
Series.groupby: Apply a function groupby to a Series.
DataFrame.groupby: Apply a function groupby.

Examples

>>> df = pd.DataFrame(
...     {
...         "A": [1, 1, 2, 2],
...         "B": [1, 2, 3, 4],
...         "C": [0.362, 0.227, 1.267, -0.562],
...     }
... )
>>> df
      A  B      C
0     1  1  0.362
1     1  2  0.227
2     2  3  1.267
3     2  4 -0.562

>>> df.groupby("A").rolling(2).sum()
    B      C
A
1 0  NaN    NaN
  1  3.0  0.589
2 2  NaN    NaN
  3  7.0  0.705

>>> df.groupby("A").rolling(2, min_periods=1).sum()
    B      C
A
1 0  1.0  0.362
  1  3.0  0.589
2 2  3.0  1.267
  3  7.0  0.705

>>> df.groupby("A").rolling(2, on="B").sum()
    B      C
A
1 0  1    NaN
  1  2  0.589
2 2  3    NaN
  3  4  0.705

pandas.core.groupby.DataFrameGroupBy.rolling#

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