python - Pandas 滚动窗口返回一个数组

Question

这是一个示例代码。

df = pd.DataFrame(np.random.randn(10, 2), columns=list('AB'))
df['C'] = df.B.rolling(window=3)

输出:

           A         B                                       C
0 -0.108897  1.877987  Rolling [window=3,center=False,axis=0]
1 -1.276055 -0.424382  Rolling [window=3,center=False,axis=0]
2  1.578561 -1.094649  Rolling [window=3,center=False,axis=0]
3 -0.443294  1.683261  Rolling [window=3,center=False,axis=0]
4  0.674124  0.281077  Rolling [window=3,center=False,axis=0]
5  0.587773  0.697557  Rolling [window=3,center=False,axis=0]
6 -0.258038 -1.230902  Rolling [window=3,center=False,axis=0]
7 -0.443269  0.647107  Rolling [window=3,center=False,axis=0]
8  0.347187  0.753585  Rolling [window=3,center=False,axis=0]
9 -0.369179  0.975155  Rolling [window=3,center=False,axis=0]

我希望我的“C”列是一个类似于 [0.1231, -1.132, 0.8766] 的数组。我尝试使用滚动应用但没有成功。

预期输出:

       A         B                 C
0 -0.108897  1.877987  []
1 -1.276055 -0.424382  []
2  1.578561 -1.094649  [-1.094649, -0.424382, 1.877987]
3 -0.443294  1.683261  [1.683261, -1.094649, -0.424382]
4  0.674124  0.281077  [0.281077, 1.683261, -1.094649]
5  0.587773  0.697557  [0.697557, 0.281077, 1.683261]
6 -0.258038 -1.230902  [-1.230902, 0.697557, 0.281077]
7 -0.443269  0.647107  [0.647107, -1.230902, 0.697557]
8  0.347187  0.753585  [0.753585, 0.647107, -1.230902]
9 -0.369179  0.975155  [0.975155, 0.753585, 0.647107]

Answer 1

因为 pandas 1.1 滚动对象是可迭代的。

对于列表列表:

df['C'] = [window.to_list() for window in df.B.rolling(window=3)]

对于一系列系列的做法:

df['C'] = pd.Series(df.B.rolling(window=3))

另请查看 rolling function参数。