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.

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.