pandas.core.window.Rolling.apply

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

The rolling function’s apply function.

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, **kwargs

Arguments and keyword arguments to be passed into func.

Returns:
Series or DataFrame

Return type is determined by the caller.

See also

Series.rolling
Series rolling.
DataFrame.rolling
DataFrame rolling.

© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.24.2/reference/api/pandas.core.window.Rolling.apply.html