.apply() 将二元 numpy() lambda 函数应用于 Pandas DataFrame 的 .expanding() 窗口

Question

Consider this simple code ( numpy.sum in loc_fun is a stand in for a more complicated bivariate function using numpy):

import pandas
import numpy


def loc_fun(A, B):
    return numpy.sum(A[:-1] > B[-1])


df = pandas.DataFrame(numpy.random.normal(0, 1, [100000, 2]), columns=['size_A', 'size_B']).cumsum(axis=0)
df.expanding(2).apply(lambda x: loc_fun(x.size_A.values, x.size_B.values))

The last line in the code above results in an error I cannot make sense of. Basically, I would like to apply loc_fun to an expanding() window of the values in the columns.

Answer 1

In lambda x is a numpy.ndarray so You can not refer to column 'A-values' or 'B_values'.

df.expanding(2).apply(lambda x: print(type(x)))

>><class 'numpy.ndarray'>