questions related to the rolling method of pandas DataFrame and pandas Series objects
rolling method provides rolling window calculations.
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Questions tagged [pandas-rolling]
23 questions
4
votes
0 answers
Why does pd.df.rolling.aggregate takes so much longer when the input is a list?
I'm using python 3.8.3 and pandas 1.1.5.
table_in.T is a 18 by 209997 pandas dataframe. window and periods are both set to 12.
The following three lines of code respectively takes 9.52s, 6.27s and 5min53s to run.
rolledsum2_in =…
Guolun Li
- 77
- 1
- 6
4
votes
2 answers
ModuleNotFoundError: No module named 'pandas._libs.tslibs.frequencies'
I found several questions about the same issue here and here
from pyfinance.ols import PandasRollingOLS
I get the following error:
Traceback (most recent call last):
File "/usr/local/lib/python3.8/site-packages/pyfinance/utils.py", line 78, in…
user12690225
3
votes
1 answer
Pandas: Get average of a dynamic number of rows
I have a dataframe with a timestamp column/index and I am calculating the moving average over the last 5 seconds.
df['Mid-Price'].rolling(window=time_diff, min_periods=1, closed='both').mean() So far so good.
Now I also need to calculate the moving…
NoraTheFlora
- 45
- 4
3
votes
2 answers
pandas rolling apply function has slow performance
The source code in question is
import numpy as np
dd=lambda x: np.nanmax(1.0 - x / np.fmax.accumulate(x))
df.rolling(window=period, min_periods=1).apply(dd)
It takes an extremely long time to execute the above 2 lines of code.
It is with latest…
jagpreet
- 53
- 1
- 10
3
votes
1 answer
Pandas rolling time window fails on count of string - why?
Trying to use pandas rolling with a timeindex and the count() method, getting an error, what am I missing here?
here is an example:
d = {'vv': {pd.Timestamp('2020-01-13 08:22:00', freq='T'): 'aa',
pd.Timestamp('2020-01-13 08:23:00', freq='T'):…
Ezer K
- 3,637
- 3
- 18
- 34
2
votes
1 answer
How to get pandas to roll through entire series?
Pandas Rolling function
Last elements when window_size == step_size
I can't seem to get the last three element of an example 9 element series to be rolled on, when my window size and step size are both 3.
Is the below an intended behaviour of…
semyd
- 430
- 4
- 17
2
votes
2 answers
Pandas rolling window statistics calculation with input data with uneven timestamps
quick background:
this can relate to pandas rolling, resample, asfreq, fillna
this is based on processing timeseries data so I want to use pandas offset (e.g., '1T', '5min', etc.) as an input to methods.
also, I'm applying forward looking window…
geekshock
- 31
- 3
2
votes
2 answers
Compare two columns based on last N rows in a pandas DataFrame
I want to groupby "ts_code" and calculate percentage between one column max and min value from another column after max based on last N rows for each group. Specifically,
df
ts_code high low
0 A 20 10
1 A 30 5
2 A 40 20
3 A 50 …
Jack
- 1,724
- 4
- 18
- 33
2
votes
1 answer
Pandas groupby rolling drops index column
Not sure if I am doing something wrong (Pandas 1.2.5):
ids = pd.DataFrame(data=range(10), columns=['Id'])
dt = pd.DataFrame(pd.date_range('2021-01-01', '2021-01-10', freq='D'), columns=['Date'])
df = ids.merge(dt, how='cross')
df['Val'] =…
iggy
- 662
- 6
- 14
1
vote
1 answer
Get rolling average without every timestamp
I have data about how many messages each account sends aggregated to an hourly level. For each row, I would like to add a column with the sum of the previous 7 days messages. I know I can groupby account and date and aggregate the number of messages…
ErrorJordan
- 611
- 5
- 15
1
vote
0 answers
Is there any way to use Groupby and Rollong together?
I have the following dataframe with daily data:
day value
2017-08-04 0.832
2017-08-05 0.892
2017-08-06 0.847
2017-08-07 0.808
2017-08-08 0.922
2017-08-09 0.894
2017-08-10 2.332
2017-08-11 0.886
2017-08-12 …
1
vote
1 answer
How to get previous 4 week sales at a level
I would like to find previous four week sales at a level in Python. Say for example
ID Category Date Sales
1 AA 7/02/2022 1
1 AA 31/01/2022 3
1 AA 24/01/2022 5
1 AA 10/01/2022 7
1 AA 03/01/2022 9
2 BB 7/02/2022 2
2 …
Mounika G
- 11
- 3
1
vote
1 answer
Pandas Rolling Change Thresholds
Let's say I have two columns, 'a' and 'b', of time series data in a Pandas dataframe. I want to create a third column that indicates if the difference between column 'a' at the current time period and column 'b' at any of the next 5 time periods…
theamazinggob
- 11
- 1
1
vote
1 answer
Count category duplicates within a time window in new column in python (similar to rolling with value_counts)
I have been trying to solve an exercise for some time and I haven’t been able to do it, I have a dataset containing a list of calls with the topic of the call (in this sample dataset I decided to use ice cream flavors as topics), In the call center…
Nathalia prada
- 13
- 2
1
vote
3 answers
Pandas groupby rolling for future values
I am trying to use a the pandas rolling function with window size 2 with groupby. This would be pretty standard other than that I also want the window to include the current value and the proceeding value.
Specifically, given
df =…
Ottpocket
- 77
- 12