在DataFrame上应用具有多个参数的滚动功能

Question

Let's say I have the following dataframe:

df = pd.DataFrame({"quantity": [101, 102, 103], "price":[12, 33, 44]})

    price   quantity
0   12      101
1   33      102
2   44      103

I have been struggling to find how to apply a rolling complex function on it.

For simplicity, let's assume this function f is just the product of quantity and price . In this case, how do I apply this function on a rolling window of size 1 , with a scaling parameter, say:

scaling = 10

such that the resulting dataframe would be:

    price   quantity    value
0   12      101         NaN
1   33      102         12120.0
2   44      103         33660.0

with value[i] = price[i-1]*quantity[i-1]*scaling

I have tried:

def f(x,scaling):
    return x['quantity']*x['price']*scaling
df.rolling(window=1).apply(lambda x: f(x,scaling))

and

def f(quantity,price,scaling):
    return quantity*price*scaling
df.rolling(window=1).apply(lambda x: f(x['quantity'],x['price'],scaling))

Could you please help me fixing this without doing a simple:

df['value'] = df['quantity'].shift(1)*df['price'].shift(1)*scaling 

?

Answer 1

Assuming what you want is indeed value[i] = price[i-1] * quantity[i-1] * scaling , then:

scaling = 10
df['value'] = df.shift(1).apply(lambda x: x['quantity'] * x['price'] * scaling, axis=1)

df

    quantity    price   value
0   101         12      NaN
1   102         33      12120.0
2   103         44      33660.0