pandas.core.window.rolling.Rolling.apply¶

Rolling.apply(self, func, raw=False, engine='cython', engine_kwargs=None, args=None, kwargs=None)[source]¶

Apply an arbitrary function to each rolling window.

Parameters

funcfunction

Must produce a single value from an ndarray input if raw=True or a single value from a Series if raw=False. Can also accept a Numba JIT function with engine='numba' specified.

Changed in version 1.0.0.

rawbool, default None

False : passes each row or column as a Series to the function.
True : the passed function will receive ndarray objects instead. If you are just applying a NumPy reduction function this will achieve much better performance.

enginestr, default ‘cython’

'cython' : Runs rolling apply through C-extensions from cython.
'numba' : Runs rolling apply through JIT compiled code from numba. Only available when raw is set to True.

New in version 1.0.0.

engine_kwargsdict, default None

For 'cython' engine, there are no accepted engine_kwargs
For 'numba' engine, the engine can accept nopython, nogil and parallel dictionary keys. The values must either be True or False. The default engine_kwargs for the 'numba' engine is {'nopython': True, 'nogil': False, 'parallel': False} and will be applied to both the func and the apply rolling aggregation.

New in version 1.0.0.

argstuple, default None

Positional arguments to be passed into func.

kwargsdict, default None

Keyword arguments to be passed into func.

Returns

Series or DataFrame: Return type is determined by the caller.