Pandas dataframe rolling, why window must be non-negative?

Asked Oct 09 '20 at 02:28

Active Oct 09 '20 at 03:10

Viewed 334 times

I am handling finanical trading data, i want to calculate the future 10 days price's mean/std value.

but when i call rolling method, it comes out error: window must be non-negative.

import pandas as pd
a=pd.Series([1,2,9, 3,8,12,15])
a.rolling(2).mean()   # this is ok
a.rolling(-2).mean()  # this failed, as window cant be non-negative, but i want to calculate the future 2 window's mean, i think it's a common operation, why it failed?
# i want to calcualte the future 2 windows's mean, for example, the first output should be 5.5, as the future 2 window is [2,9]

I think for diff, shift method, the window_size can be non-negetive, why rolling cant?

Is there any method that i can implement this function?

edited Oct 09 '20 at 03:10

asked Oct 09 '20 at 02:28

xyhuang

Can you make up a small dataset and show the expected output? – Scott Boston Oct 09 '20 at 02:41
@ScottBoston added, thx for advice – xyhuang Oct 09 '20 at 03:01
What do you expected to get from rolling(-2).mean() can you show your output series? – Scott Boston Oct 09 '20 at 03:03
Two suggested approaches: Reverse, do the window, then reverse again, or use shift(). More details here: https://stackoverflow.com/questions/22820292/how-to-use-pandas-rolling-functions-on-a-forward-looking-basis – Nick ODell Oct 09 '20 at 03:09

Pandas dataframe rolling, why window must be non-negative?

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