DataFrame.rolling(window, min_periods=None, center=False, win_type=None, on=None, axis=0, closed=None)
[source]
Provides rolling window calculations.
New in version 0.18.0.
Parameters: 
window : int, or offset Size of the moving window. This is the number of observations used for calculating the statistic. Each window will be a fixed size. If its an offset then this will be the time period of each window. Each window will be a variable sized based on the observations included in the timeperiod. This is only valid for datetimelike indexes. This is new in 0.19.0 min_periods : int, default None Minimum number of observations in window required to have a value (otherwise result is NA). For a window that is specified by an offset, this will default to 1. center : boolean, default False Set the labels at the center of the window. win_type : string, default None Provide a window type. If on : string, optional For a DataFrame, column on which to calculate the rolling window, rather than the index closed : string, default None Make the interval closed on the ‘right’, ‘left’, ‘both’ or ‘neither’ endpoints. For offsetbased windows, it defaults to ‘right’. For fixed windows, defaults to ‘both’. Remaining cases not implemented for fixed windows. New in version 0.20.0.


Returns: 

By default, the result is set to the right edge of the window. This can be changed to the center of the window by setting center=True
.
To learn more about the offsets & frequency strings, please see this link.
The recognized win_types are:
boxcar
triang
blackman
hamming
bartlett
parzen
bohman
blackmanharris
nuttall
barthann
kaiser
(needs beta)gaussian
(needs std)general_gaussian
(needs power, width)slepian
(needs width).If win_type=None
all points are evenly weighted. To learn more about different window types see scipy.signal window functions.
>>> df = pd.DataFrame({'B': [0, 1, 2, np.nan, 4]}) >>> df B 0 0.0 1 1.0 2 2.0 3 NaN 4 4.0
Rolling sum with a window length of 2, using the ‘triang’ window type.
>>> df.rolling(2, win_type='triang').sum() B 0 NaN 1 1.0 2 2.5 3 NaN 4 NaN
Rolling sum with a window length of 2, min_periods defaults to the window length.
>>> df.rolling(2).sum() B 0 NaN 1 1.0 2 3.0 3 NaN 4 NaN
Same as above, but explicitly set the min_periods
>>> df.rolling(2, min_periods=1).sum() B 0 0.0 1 1.0 2 3.0 3 2.0 4 4.0
A ragged (meaning notaregular frequency), timeindexed DataFrame
>>> df = pd.DataFrame({'B': [0, 1, 2, np.nan, 4]}, ... index = [pd.Timestamp('20130101 09:00:00'), ... pd.Timestamp('20130101 09:00:02'), ... pd.Timestamp('20130101 09:00:03'), ... pd.Timestamp('20130101 09:00:05'), ... pd.Timestamp('20130101 09:00:06')])
>>> df B 20130101 09:00:00 0.0 20130101 09:00:02 1.0 20130101 09:00:03 2.0 20130101 09:00:05 NaN 20130101 09:00:06 4.0
Contrasting to an integer rolling window, this will roll a variable length window corresponding to the time period. The default for min_periods is 1.
>>> df.rolling('2s').sum() B 20130101 09:00:00 0.0 20130101 09:00:02 1.0 20130101 09:00:03 3.0 20130101 09:00:05 NaN 20130101 09:00:06 4.0
© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3clause BSD License.
http://pandas.pydata.org/pandasdocs/version/0.23.4/generated/pandas.DataFrame.rolling.html