Easiest way to iterate through a dataframe and get the product of the last 30 days

Question

如果我有一个用DateTime列索引的数据帧，而A列填充了浮点数，那将是创建B列的最有效方法，B列的值是该特定值的所有值的所有单个乘积排回30天。

Answer 1

Use the rolling_apply function of pandas:

df['B'] = rolling_apply(df.A, 30, numpy.prod)

I assume your index is on a daily basis, otherwise, you need to modify the second parameter
which I set to 30 .

pandas features a lot of standard statistics for so-called rolling horizons, such as a rolling mean, or a rolling standard deviation. The product is not part of it as far as I can see, so you have to define it yourself in the above way. For further information, see the pandas doc on computing individual statistics .