python - 滚动窗口不包括当前行

Question

这是一个数据框示例:

days = ['2019-07-04 17:02:03', '2019-07-04 17:03:03',
        '2019-07-04 18:04:03', '2019-07-04 19:05:03',
        '2019-07-04 21:06:03', '2019-07-04 21:36:03',
        '2019-07-04 21:50:03', '2019-07-04 22:10:03']
ddf = pd.DataFrame({'Val': [0, 1, 2, 1, 4,1,3,1],'Cat':["A","A","A","A","B","B","B","B"]},
                  index= days)
ddf.index = pd.to_datetime(ddf.index)

                     Val Cat
2019-07-04 17:02:03    0   A
2019-07-04 17:03:03    1   A
2019-07-04 18:04:03    2   A
2019-07-04 19:05:03    1   A
2019-07-04 21:06:03    4   B
2019-07-04 21:36:03    1   B
2019-07-04 21:50:03    3   B
2019-07-04 22:10:03    1   B

如果我应用 1 小时窗口的滚动总和，我会得到:

ddf.groupby("Cat")["Val"].rolling("1h").sum().rename('sum_last_hour')

Cat                     
A    2019-07-04 17:02:03    0.0
     2019-07-04 17:03:03    1.0
     2019-07-04 18:04:03    2.0
     2019-07-04 19:05:03    1.0
B    2019-07-04 21:06:03    4.0
     2019-07-04 21:36:03    5.0
     2019-07-04 21:50:03    8.0
     2019-07-04 22:10:03    5.0
Name: sum_last_hour, dtype: float64
Name: sum_last_hour, dtype: float64

但我想获得这个:

Cat                     
A    2019-07-04 17:02:03    NaN
     2019-07-04 17:03:03    0.0
     2019-07-04 18:04:03    NaN
     2019-07-04 19:05:03    NaN
B    2019-07-04 21:06:03    NaN
     2019-07-04 21:36:03    4.0
     2019-07-04 21:50:03    5.0
     2019-07-04 22:10:03    4.0
Name: sum_last_hour, dtype: float64

因此，如果有意义的话，我基本上想从滚动总和中排除当前行......我尝试使用 shift() 但目前没有成功。感谢您的帮助!

Answer 1

其实我也是刚刚才知道的。您需要在 rolling() 函数中使用 close 参数并将其设置为 left。这样的事情给了我很好的结果:

ddf.groupby("Cat").rolling("1h", closed= "left")["Val"].sum().rename('sum_last_hour')