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pandas.core.window.Rolling.apply

Rolling.apply(func, raw=None, args=(), kwargs={})[source]

rolling function apply

Parameters:

func : function

Must produce a single value from an ndarray input if raw=True or a Series if raw=False

raw : bool, default None

  • False : passes each row or column as a Series to the function.
  • True or None : the passed function will receive ndarray objects instead. If you are just applying a NumPy reduction function this will achieve much better performance.

The raw parameter is required and will show a FutureWarning if not passed. In the future raw will default to False.

New in version 0.23.0.

*args and **kwargs are passed to the function
Returns:
same type as input
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