获取pandas数据帧的最后N个工作日的平均值

Question

Assume my data is daily counts and has as its index a DateTimeIndex column. Is there a way to get the average of the past n weekdays? For instance, if the date is Sunday August 15th, I'd like to get mean of counts on (sunday august 8th, sunday august 1st, ...).

I started using pandas yesterday, so here's what I've brute forced.

# df is a dataframe with an DateTimeIndex
# brute force for count last n weekdays, wherelnwd = last n weekdays
def lnwd(n=1):
    lnwd, tmp = df.shift(7), df.shift(7) # count last weekday
    for i in xrange(n-1):
        tmp = tmp.shift(7)
        lnwd += tmp
    lnwd = lnwd/n  # average
    return lnwd

There has to be a one liner? Is there a way to use apply() (without passing a function that has a for loop? since n is variable) or some form of groupby ? For instance, the way to find the mean of all data on each weekday is:

df.groupby(lambda x: x.dayofweek).mean() # mean of each MTWHFSS

Answer 1

I think you are looking for a rolling apply (rolling mean in this case)? See the docs: http://pandas.pydata.org/pandas-docs/stable/computation.html#moving-rolling-statistics-moments . But then applied for each weekday seperately, this can be achieved by combining rolling_mean with grouping on the weekday with groupby .

This should give somethin like (with a series s ):

s.groupby(s.index.weekday).transform(lambda x: pd.rolling_mean(x, window=n))