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| <h1>Source code for pyspark.pandas.window</h1><div class="highlight"><pre> |
| <span></span><span class="c1">#</span> |
| <span class="c1"># Licensed to the Apache Software Foundation (ASF) under one or more</span> |
| <span class="c1"># contributor license agreements. See the NOTICE file distributed with</span> |
| <span class="c1"># this work for additional information regarding copyright ownership.</span> |
| <span class="c1"># The ASF licenses this file to You under the Apache License, Version 2.0</span> |
| <span class="c1"># (the "License"); you may not use this file except in compliance with</span> |
| <span class="c1"># the License. You may obtain a copy of the License at</span> |
| <span class="c1">#</span> |
| <span class="c1"># http://www.apache.org/licenses/LICENSE-2.0</span> |
| <span class="c1">#</span> |
| <span class="c1"># Unless required by applicable law or agreed to in writing, software</span> |
| <span class="c1"># distributed under the License is distributed on an "AS IS" BASIS,</span> |
| <span class="c1"># WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span> |
| <span class="c1"># See the License for the specific language governing permissions and</span> |
| <span class="c1"># limitations under the License.</span> |
| <span class="c1">#</span> |
| <span class="kn">from</span> <span class="nn">abc</span> <span class="kn">import</span> <span class="n">ABCMeta</span><span class="p">,</span> <span class="n">abstractmethod</span> |
| <span class="kn">from</span> <span class="nn">functools</span> <span class="kn">import</span> <span class="n">partial</span> |
| <span class="kn">from</span> <span class="nn">typing</span> <span class="kn">import</span> <span class="n">Any</span><span class="p">,</span> <span class="n">Callable</span><span class="p">,</span> <span class="n">Generic</span><span class="p">,</span> <span class="n">List</span><span class="p">,</span> <span class="n">Optional</span> |
| |
| <span class="kn">from</span> <span class="nn">pyspark.sql</span> <span class="kn">import</span> <span class="n">Window</span> |
| <span class="kn">from</span> <span class="nn">pyspark.sql</span> <span class="kn">import</span> <span class="n">functions</span> <span class="k">as</span> <span class="n">F</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.missing.window</span> <span class="kn">import</span> <span class="p">(</span> |
| <span class="n">MissingPandasLikeRolling</span><span class="p">,</span> |
| <span class="n">MissingPandasLikeRollingGroupby</span><span class="p">,</span> |
| <span class="n">MissingPandasLikeExpanding</span><span class="p">,</span> |
| <span class="n">MissingPandasLikeExpandingGroupby</span><span class="p">,</span> |
| <span class="p">)</span> |
| |
| <span class="c1"># For running doctests and reference resolution in PyCharm.</span> |
| <span class="kn">from</span> <span class="nn">pyspark</span> <span class="kn">import</span> <span class="n">pandas</span> <span class="k">as</span> <span class="n">ps</span> <span class="c1"># noqa: F401</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas._typing</span> <span class="kn">import</span> <span class="n">FrameLike</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.groupby</span> <span class="kn">import</span> <span class="n">GroupBy</span><span class="p">,</span> <span class="n">DataFrameGroupBy</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.internal</span> <span class="kn">import</span> <span class="n">NATURAL_ORDER_COLUMN_NAME</span><span class="p">,</span> <span class="n">SPARK_INDEX_NAME_FORMAT</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.spark</span> <span class="kn">import</span> <span class="n">functions</span> <span class="k">as</span> <span class="n">SF</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.utils</span> <span class="kn">import</span> <span class="n">scol_for</span> |
| <span class="kn">from</span> <span class="nn">pyspark.sql.column</span> <span class="kn">import</span> <span class="n">Column</span> |
| <span class="kn">from</span> <span class="nn">pyspark.sql.window</span> <span class="kn">import</span> <span class="n">WindowSpec</span> |
| |
| |
| <span class="k">class</span> <span class="nc">RollingAndExpanding</span><span class="p">(</span><span class="n">Generic</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">],</span> <span class="n">metaclass</span><span class="o">=</span><span class="n">ABCMeta</span><span class="p">):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">window</span><span class="p">:</span> <span class="n">WindowSpec</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">:</span> <span class="nb">int</span><span class="p">):</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_window</span> <span class="o">=</span> <span class="n">window</span> |
| <span class="c1"># This unbounded Window is later used to handle 'min_periods' for now.</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span> <span class="o">=</span> <span class="n">Window</span><span class="o">.</span><span class="n">orderBy</span><span class="p">(</span><span class="n">NATURAL_ORDER_COLUMN_NAME</span><span class="p">)</span><span class="o">.</span><span class="n">rowsBetween</span><span class="p">(</span> |
| <span class="n">Window</span><span class="o">.</span><span class="n">unboundedPreceding</span><span class="p">,</span> <span class="n">Window</span><span class="o">.</span><span class="n">currentRow</span> |
| <span class="p">)</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span> <span class="o">=</span> <span class="n">min_periods</span> |
| |
| <span class="nd">@abstractmethod</span> |
| <span class="k">def</span> <span class="nf">_apply_as_series_or_frame</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">func</span><span class="p">:</span> <span class="n">Callable</span><span class="p">[[</span><span class="n">Column</span><span class="p">],</span> <span class="n">Column</span><span class="p">])</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Wraps a function that handles Spark column in order</span> |
| <span class="sd"> to support it in both pandas-on-Spark Series and DataFrame.</span> |
| <span class="sd"> Note that the given `func` name should be same as the API's method name.</span> |
| <span class="sd"> """</span> |
| <span class="k">pass</span> |
| |
| <span class="nd">@abstractmethod</span> |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">pass</span> |
| |
| <span class="k">def</span> <span class="nf">sum</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">sum</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">sum</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">SF</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="nb">sum</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">min</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">min</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">min</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">SF</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="nb">min</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">max</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">max</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">max</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">SF</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="nb">max</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">mean</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">mean</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">mean</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">SF</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="n">mean</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">std</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">std</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">stddev</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">SF</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="n">std</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">var</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">var</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">variance</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">SF</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="n">var</span><span class="p">)</span> |
| |
| |
| <span class="k">class</span> <span class="nc">RollingLike</span><span class="p">(</span><span class="n">RollingAndExpanding</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">]):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span> |
| <span class="bp">self</span><span class="p">,</span> |
| <span class="n">window</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span> |
| <span class="n">min_periods</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span> |
| <span class="p">):</span> |
| <span class="k">if</span> <span class="n">window</span> <span class="o"><</span> <span class="mi">0</span><span class="p">:</span> |
| <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">"window must be >= 0"</span><span class="p">)</span> |
| <span class="k">if</span> <span class="p">(</span><span class="n">min_periods</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">and</span> <span class="p">(</span><span class="n">min_periods</span> <span class="o"><</span> <span class="mi">0</span><span class="p">):</span> |
| <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">"min_periods must be >= 0"</span><span class="p">)</span> |
| <span class="k">if</span> <span class="n">min_periods</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span> |
| <span class="c1"># TODO: 'min_periods' is not equivalent in pandas because it does not count NA as</span> |
| <span class="c1"># a value.</span> |
| <span class="n">min_periods</span> <span class="o">=</span> <span class="n">window</span> |
| |
| <span class="n">window_spec</span> <span class="o">=</span> <span class="n">Window</span><span class="o">.</span><span class="n">orderBy</span><span class="p">(</span><span class="n">NATURAL_ORDER_COLUMN_NAME</span><span class="p">)</span><span class="o">.</span><span class="n">rowsBetween</span><span class="p">(</span> |
| <span class="n">Window</span><span class="o">.</span><span class="n">currentRow</span> <span class="o">-</span> <span class="p">(</span><span class="n">window</span> <span class="o">-</span> <span class="mi">1</span><span class="p">),</span> <span class="n">Window</span><span class="o">.</span><span class="n">currentRow</span> |
| <span class="p">)</span> |
| |
| <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">window_spec</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">count</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">)</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="n">count</span><span class="p">)</span><span class="o">.</span><span class="n">astype</span><span class="p">(</span><span class="s2">"float64"</span><span class="p">)</span> <span class="c1"># type: ignore[attr-defined]</span> |
| |
| |
| <span class="k">class</span> <span class="nc">Rolling</span><span class="p">(</span><span class="n">RollingLike</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">]):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span> |
| <span class="bp">self</span><span class="p">,</span> |
| <span class="n">psdf_or_psser</span><span class="p">:</span> <span class="n">FrameLike</span><span class="p">,</span> |
| <span class="n">window</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span> |
| <span class="n">min_periods</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span> |
| <span class="p">):</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.frame</span> <span class="kn">import</span> <span class="n">DataFrame</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.series</span> <span class="kn">import</span> <span class="n">Series</span> |
| |
| <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">window</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">)</span> |
| |
| <span class="bp">self</span><span class="o">.</span><span class="n">_psdf_or_psser</span> <span class="o">=</span> <span class="n">psdf_or_psser</span> |
| |
| <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">psdf_or_psser</span><span class="p">,</span> <span class="p">(</span><span class="n">DataFrame</span><span class="p">,</span> <span class="n">Series</span><span class="p">)):</span> |
| <span class="k">raise</span> <span class="ne">TypeError</span><span class="p">(</span> |
| <span class="s2">"psdf_or_psser must be a series or dataframe; however, got: </span><span class="si">%s</span><span class="s2">"</span> |
| <span class="o">%</span> <span class="nb">type</span><span class="p">(</span><span class="n">psdf_or_psser</span><span class="p">)</span> |
| <span class="p">)</span> |
| |
| <span class="k">def</span> <span class="fm">__getattr__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">item</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="n">Any</span><span class="p">:</span> |
| <span class="k">if</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">MissingPandasLikeRolling</span><span class="p">,</span> <span class="n">item</span><span class="p">):</span> |
| <span class="n">property_or_func</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">MissingPandasLikeRolling</span><span class="p">,</span> <span class="n">item</span><span class="p">)</span> |
| <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="nb">property</span><span class="p">):</span> |
| <span class="k">return</span> <span class="n">property_or_func</span><span class="o">.</span><span class="n">fget</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> |
| <span class="k">else</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">partial</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span> |
| <span class="k">raise</span> <span class="ne">AttributeError</span><span class="p">(</span><span class="n">item</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">_apply_as_series_or_frame</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">func</span><span class="p">:</span> <span class="n">Callable</span><span class="p">[[</span><span class="n">Column</span><span class="p">],</span> <span class="n">Column</span><span class="p">])</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_psdf_or_psser</span><span class="o">.</span><span class="n">_apply_series_op</span><span class="p">(</span> |
| <span class="k">lambda</span> <span class="n">psser</span><span class="p">:</span> <span class="n">psser</span><span class="o">.</span><span class="n">_with_new_scol</span><span class="p">(</span><span class="n">func</span><span class="p">(</span><span class="n">psser</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span><span class="p">)),</span> <span class="c1"># TODO: dtype?</span> |
| <span class="n">should_resolve</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span> |
| <span class="p">)</span> |
| |
| <div class="viewcode-block" id="Rolling.count"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Rolling.count.html#pyspark.pandas.window.Rolling.count">[docs]</a> <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The rolling count of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.count : Count of the full Series.</span> |
| <span class="sd"> DataFrame.count : Count of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 3, float("nan"), 10])</span> |
| <span class="sd"> >>> s.rolling(1).count()</span> |
| <span class="sd"> 0 1.0</span> |
| <span class="sd"> 1 1.0</span> |
| <span class="sd"> 2 0.0</span> |
| <span class="sd"> 3 1.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.rolling(3).count()</span> |
| <span class="sd"> 0 1.0</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 2 2.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.to_frame().rolling(1).count()</span> |
| <span class="sd"> 0</span> |
| <span class="sd"> 0 1.0</span> |
| <span class="sd"> 1 1.0</span> |
| <span class="sd"> 2 0.0</span> |
| <span class="sd"> 3 1.0</span> |
| |
| <span class="sd"> >>> s.to_frame().rolling(3).count()</span> |
| <span class="sd"> 0</span> |
| <span class="sd"> 0 1.0</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 2 2.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">count</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Rolling.sum"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Rolling.sum.html#pyspark.pandas.window.Rolling.sum">[docs]</a> <span class="k">def</span> <span class="nf">sum</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate rolling summation of given DataFrame or Series.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Same type as the input, with the same index, containing the</span> |
| <span class="sd"> rolling summation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.sum : Reducing sum for Series.</span> |
| <span class="sd"> DataFrame.sum : Reducing sum for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([4, 3, 5, 2, 6])</span> |
| <span class="sd"> >>> s</span> |
| <span class="sd"> 0 4</span> |
| <span class="sd"> 1 3</span> |
| <span class="sd"> 2 5</span> |
| <span class="sd"> 3 2</span> |
| <span class="sd"> 4 6</span> |
| <span class="sd"> dtype: int64</span> |
| |
| <span class="sd"> >>> s.rolling(2).sum()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 7.0</span> |
| <span class="sd"> 2 8.0</span> |
| <span class="sd"> 3 7.0</span> |
| <span class="sd"> 4 8.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.rolling(3).sum()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 12.0</span> |
| <span class="sd"> 3 10.0</span> |
| <span class="sd"> 4 13.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling summation is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 4 16</span> |
| <span class="sd"> 1 3 9</span> |
| <span class="sd"> 2 5 25</span> |
| <span class="sd"> 3 2 4</span> |
| <span class="sd"> 4 6 36</span> |
| |
| <span class="sd"> >>> df.rolling(2).sum()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 7.0 25.0</span> |
| <span class="sd"> 2 8.0 34.0</span> |
| <span class="sd"> 3 7.0 29.0</span> |
| <span class="sd"> 4 8.0 40.0</span> |
| |
| <span class="sd"> >>> df.rolling(3).sum()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 NaN NaN</span> |
| <span class="sd"> 2 12.0 50.0</span> |
| <span class="sd"> 3 10.0 38.0</span> |
| <span class="sd"> 4 13.0 65.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Rolling.min"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Rolling.min.html#pyspark.pandas.window.Rolling.min">[docs]</a> <span class="k">def</span> <span class="nf">min</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the rolling minimum.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the rolling</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with a Series.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with a DataFrame.</span> |
| <span class="sd"> Series.min : Similar method for Series.</span> |
| <span class="sd"> DataFrame.min : Similar method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([4, 3, 5, 2, 6])</span> |
| <span class="sd"> >>> s</span> |
| <span class="sd"> 0 4</span> |
| <span class="sd"> 1 3</span> |
| <span class="sd"> 2 5</span> |
| <span class="sd"> 3 2</span> |
| <span class="sd"> 4 6</span> |
| <span class="sd"> dtype: int64</span> |
| |
| <span class="sd"> >>> s.rolling(2).min()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 3.0</span> |
| <span class="sd"> 2 3.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> 4 2.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.rolling(3).min()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 3.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> 4 2.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling minimum is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 4 16</span> |
| <span class="sd"> 1 3 9</span> |
| <span class="sd"> 2 5 25</span> |
| <span class="sd"> 3 2 4</span> |
| <span class="sd"> 4 6 36</span> |
| |
| <span class="sd"> >>> df.rolling(2).min()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 3.0 9.0</span> |
| <span class="sd"> 2 3.0 9.0</span> |
| <span class="sd"> 3 2.0 4.0</span> |
| <span class="sd"> 4 2.0 4.0</span> |
| |
| <span class="sd"> >>> df.rolling(3).min()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 NaN NaN</span> |
| <span class="sd"> 2 3.0 9.0</span> |
| <span class="sd"> 3 2.0 4.0</span> |
| <span class="sd"> 4 2.0 4.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">min</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Rolling.max"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Rolling.max.html#pyspark.pandas.window.Rolling.max">[docs]</a> <span class="k">def</span> <span class="nf">max</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the rolling maximum.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Return type is determined by the caller.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Series rolling.</span> |
| <span class="sd"> DataFrame.rolling : DataFrame rolling.</span> |
| <span class="sd"> Series.max : Similar method for Series.</span> |
| <span class="sd"> DataFrame.max : Similar method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([4, 3, 5, 2, 6])</span> |
| <span class="sd"> >>> s</span> |
| <span class="sd"> 0 4</span> |
| <span class="sd"> 1 3</span> |
| <span class="sd"> 2 5</span> |
| <span class="sd"> 3 2</span> |
| <span class="sd"> 4 6</span> |
| <span class="sd"> dtype: int64</span> |
| |
| <span class="sd"> >>> s.rolling(2).max()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 2 5.0</span> |
| <span class="sd"> 3 5.0</span> |
| <span class="sd"> 4 6.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.rolling(3).max()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 5.0</span> |
| <span class="sd"> 3 5.0</span> |
| <span class="sd"> 4 6.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling maximum is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 4 16</span> |
| <span class="sd"> 1 3 9</span> |
| <span class="sd"> 2 5 25</span> |
| <span class="sd"> 3 2 4</span> |
| <span class="sd"> 4 6 36</span> |
| |
| <span class="sd"> >>> df.rolling(2).max()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 4.0 16.0</span> |
| <span class="sd"> 2 5.0 25.0</span> |
| <span class="sd"> 3 5.0 25.0</span> |
| <span class="sd"> 4 6.0 36.0</span> |
| |
| <span class="sd"> >>> df.rolling(3).max()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 NaN NaN</span> |
| <span class="sd"> 2 5.0 25.0</span> |
| <span class="sd"> 3 5.0 25.0</span> |
| <span class="sd"> 4 6.0 36.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">max</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Rolling.mean"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Rolling.mean.html#pyspark.pandas.window.Rolling.mean">[docs]</a> <span class="k">def</span> <span class="nf">mean</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the rolling mean of the values.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the rolling</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.mean : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.mean : Equivalent method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([4, 3, 5, 2, 6])</span> |
| <span class="sd"> >>> s</span> |
| <span class="sd"> 0 4</span> |
| <span class="sd"> 1 3</span> |
| <span class="sd"> 2 5</span> |
| <span class="sd"> 3 2</span> |
| <span class="sd"> 4 6</span> |
| <span class="sd"> dtype: int64</span> |
| |
| <span class="sd"> >>> s.rolling(2).mean()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 3.5</span> |
| <span class="sd"> 2 4.0</span> |
| <span class="sd"> 3 3.5</span> |
| <span class="sd"> 4 4.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.rolling(3).mean()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 4.000000</span> |
| <span class="sd"> 3 3.333333</span> |
| <span class="sd"> 4 4.333333</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling mean is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 4 16</span> |
| <span class="sd"> 1 3 9</span> |
| <span class="sd"> 2 5 25</span> |
| <span class="sd"> 3 2 4</span> |
| <span class="sd"> 4 6 36</span> |
| |
| <span class="sd"> >>> df.rolling(2).mean()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 3.5 12.5</span> |
| <span class="sd"> 2 4.0 17.0</span> |
| <span class="sd"> 3 3.5 14.5</span> |
| <span class="sd"> 4 4.0 20.0</span> |
| |
| <span class="sd"> >>> df.rolling(3).mean()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 NaN NaN</span> |
| <span class="sd"> 2 4.000000 16.666667</span> |
| <span class="sd"> 3 3.333333 12.666667</span> |
| <span class="sd"> 4 4.333333 21.666667</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span></div> |
| |
| <span class="k">def</span> <span class="nf">std</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate rolling standard deviation.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the rolling calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.std : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.std : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.std : Equivalent method for Numpy array.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([5, 5, 6, 7, 5, 5, 5])</span> |
| <span class="sd"> >>> s.rolling(3).std()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 0.577350</span> |
| <span class="sd"> 3 1.000000</span> |
| <span class="sd"> 4 1.000000</span> |
| <span class="sd"> 5 1.154701</span> |
| <span class="sd"> 6 0.000000</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling standard deviation is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.rolling(2).std()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 0.000000 0.000000</span> |
| <span class="sd"> 2 0.707107 7.778175</span> |
| <span class="sd"> 3 0.707107 9.192388</span> |
| <span class="sd"> 4 1.414214 16.970563</span> |
| <span class="sd"> 5 0.000000 0.000000</span> |
| <span class="sd"> 6 0.000000 0.000000</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">std</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">var</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate unbiased rolling variance.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the rolling calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.var : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.var : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.var : Equivalent method for Numpy array.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([5, 5, 6, 7, 5, 5, 5])</span> |
| <span class="sd"> >>> s.rolling(3).var()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 0.333333</span> |
| <span class="sd"> 3 1.000000</span> |
| <span class="sd"> 4 1.000000</span> |
| <span class="sd"> 5 1.333333</span> |
| <span class="sd"> 6 0.000000</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each unbiased rolling variance is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.rolling(2).var()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 0.0 0.0</span> |
| <span class="sd"> 2 0.5 60.5</span> |
| <span class="sd"> 3 0.5 84.5</span> |
| <span class="sd"> 4 2.0 288.0</span> |
| <span class="sd"> 5 0.0 0.0</span> |
| <span class="sd"> 6 0.0 0.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">var</span><span class="p">()</span> |
| |
| |
| <span class="k">class</span> <span class="nc">RollingGroupby</span><span class="p">(</span><span class="n">RollingLike</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">]):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span> |
| <span class="bp">self</span><span class="p">,</span> |
| <span class="n">groupby</span><span class="p">:</span> <span class="n">GroupBy</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">],</span> |
| <span class="n">window</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span> |
| <span class="n">min_periods</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span> |
| <span class="p">):</span> |
| <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">window</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">)</span> |
| |
| <span class="bp">self</span><span class="o">.</span><span class="n">_groupby</span> <span class="o">=</span> <span class="n">groupby</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_window</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="o">.</span><span class="n">partitionBy</span><span class="p">(</span><span class="o">*</span><span class="p">[</span><span class="n">ser</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span> <span class="k">for</span> <span class="n">ser</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">])</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="o">.</span><span class="n">partitionBy</span><span class="p">(</span> |
| <span class="o">*</span><span class="p">[</span><span class="n">ser</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span> <span class="k">for</span> <span class="n">ser</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">]</span> |
| <span class="p">)</span> |
| |
| <span class="k">def</span> <span class="fm">__getattr__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">item</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="n">Any</span><span class="p">:</span> |
| <span class="k">if</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">MissingPandasLikeRollingGroupby</span><span class="p">,</span> <span class="n">item</span><span class="p">):</span> |
| <span class="n">property_or_func</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">MissingPandasLikeRollingGroupby</span><span class="p">,</span> <span class="n">item</span><span class="p">)</span> |
| <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="nb">property</span><span class="p">):</span> |
| <span class="k">return</span> <span class="n">property_or_func</span><span class="o">.</span><span class="n">fget</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> |
| <span class="k">else</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">partial</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span> |
| <span class="k">raise</span> <span class="ne">AttributeError</span><span class="p">(</span><span class="n">item</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">_apply_as_series_or_frame</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">func</span><span class="p">:</span> <span class="n">Callable</span><span class="p">[[</span><span class="n">Column</span><span class="p">],</span> <span class="n">Column</span><span class="p">])</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Wraps a function that handles Spark column in order</span> |
| <span class="sd"> to support it in both pandas-on-Spark Series and DataFrame.</span> |
| <span class="sd"> Note that the given `func` name should be same as the API's method name.</span> |
| <span class="sd"> """</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas</span> <span class="kn">import</span> <span class="n">DataFrame</span> |
| |
| <span class="n">groupby</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_groupby</span> |
| <span class="n">psdf</span> <span class="o">=</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_psdf</span> |
| |
| <span class="c1"># Here we need to include grouped key as an index, and shift previous index.</span> |
| <span class="c1"># [index_column0, index_column1] -> [grouped key, index_column0, index_column1]</span> |
| <span class="n">new_index_scols</span><span class="p">:</span> <span class="n">List</span><span class="p">[</span><span class="n">Column</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span> |
| <span class="n">new_index_spark_column_names</span> <span class="o">=</span> <span class="p">[]</span> |
| <span class="n">new_index_names</span> <span class="o">=</span> <span class="p">[]</span> |
| <span class="n">new_index_fields</span> <span class="o">=</span> <span class="p">[]</span> |
| <span class="k">for</span> <span class="n">groupkey</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">:</span> |
| <span class="n">index_column_name</span> <span class="o">=</span> <span class="n">SPARK_INDEX_NAME_FORMAT</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">new_index_scols</span><span class="p">))</span> |
| <span class="n">new_index_scols</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">groupkey</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span><span class="o">.</span><span class="n">alias</span><span class="p">(</span><span class="n">index_column_name</span><span class="p">))</span> |
| <span class="n">new_index_spark_column_names</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">index_column_name</span><span class="p">)</span> |
| <span class="n">new_index_names</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">groupkey</span><span class="o">.</span><span class="n">_column_label</span><span class="p">)</span> |
| <span class="n">new_index_fields</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">groupkey</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">data_fields</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">(</span><span class="n">name</span><span class="o">=</span><span class="n">index_column_name</span><span class="p">))</span> |
| |
| <span class="k">for</span> <span class="n">new_index_scol</span><span class="p">,</span> <span class="n">index_name</span><span class="p">,</span> <span class="n">index_field</span> <span class="ow">in</span> <span class="nb">zip</span><span class="p">(</span> |
| <span class="n">psdf</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">index_spark_columns</span><span class="p">,</span> |
| <span class="n">psdf</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">index_names</span><span class="p">,</span> |
| <span class="n">psdf</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">index_fields</span><span class="p">,</span> |
| <span class="p">):</span> |
| <span class="n">index_column_name</span> <span class="o">=</span> <span class="n">SPARK_INDEX_NAME_FORMAT</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">new_index_scols</span><span class="p">))</span> |
| <span class="n">new_index_scols</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">new_index_scol</span><span class="o">.</span><span class="n">alias</span><span class="p">(</span><span class="n">index_column_name</span><span class="p">))</span> |
| <span class="n">new_index_spark_column_names</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">index_column_name</span><span class="p">)</span> |
| <span class="n">new_index_names</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">index_name</span><span class="p">)</span> |
| <span class="n">new_index_fields</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">index_field</span><span class="o">.</span><span class="n">copy</span><span class="p">(</span><span class="n">name</span><span class="o">=</span><span class="n">index_column_name</span><span class="p">))</span> |
| |
| <span class="k">if</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_agg_columns_selected</span><span class="p">:</span> |
| <span class="n">agg_columns</span> <span class="o">=</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_agg_columns</span> |
| <span class="k">else</span><span class="p">:</span> |
| <span class="c1"># pandas doesn't keep the groupkey as a column from 1.3 for DataFrameGroupBy</span> |
| <span class="n">column_labels_to_exclude</span> <span class="o">=</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_column_labels_to_exclude</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span> |
| <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">groupby</span><span class="p">,</span> <span class="n">DataFrameGroupBy</span><span class="p">):</span> |
| <span class="k">for</span> <span class="n">groupkey</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">:</span> <span class="c1"># type: ignore[attr-defined]</span> |
| <span class="n">column_labels_to_exclude</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">groupkey</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">column_labels</span><span class="p">[</span><span class="mi">0</span><span class="p">])</span> |
| <span class="n">agg_columns</span> <span class="o">=</span> <span class="p">[</span> |
| <span class="n">psdf</span><span class="o">.</span><span class="n">_psser_for</span><span class="p">(</span><span class="n">label</span><span class="p">)</span> |
| <span class="k">for</span> <span class="n">label</span> <span class="ow">in</span> <span class="n">psdf</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">column_labels</span> |
| <span class="k">if</span> <span class="n">label</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">column_labels_to_exclude</span> |
| <span class="p">]</span> |
| |
| <span class="n">applied</span> <span class="o">=</span> <span class="p">[]</span> |
| <span class="k">for</span> <span class="n">agg_column</span> <span class="ow">in</span> <span class="n">agg_columns</span><span class="p">:</span> |
| <span class="n">applied</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">agg_column</span><span class="o">.</span><span class="n">_with_new_scol</span><span class="p">(</span><span class="n">func</span><span class="p">(</span><span class="n">agg_column</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span><span class="p">)))</span> <span class="c1"># TODO: dtype?</span> |
| |
| <span class="c1"># Seems like pandas filters out when grouped key is NA.</span> |
| <span class="n">cond</span> <span class="o">=</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span><span class="o">.</span><span class="n">isNotNull</span><span class="p">()</span> |
| <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">[</span><span class="mi">1</span><span class="p">:]:</span> |
| <span class="n">cond</span> <span class="o">=</span> <span class="n">cond</span> <span class="o">|</span> <span class="n">c</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span><span class="o">.</span><span class="n">isNotNull</span><span class="p">()</span> |
| |
| <span class="n">sdf</span> <span class="o">=</span> <span class="n">psdf</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">spark_frame</span><span class="o">.</span><span class="n">filter</span><span class="p">(</span><span class="n">cond</span><span class="p">)</span><span class="o">.</span><span class="n">select</span><span class="p">(</span> |
| <span class="n">new_index_scols</span> <span class="o">+</span> <span class="p">[</span><span class="n">c</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="n">applied</span><span class="p">]</span> |
| <span class="p">)</span> |
| |
| <span class="n">internal</span> <span class="o">=</span> <span class="n">psdf</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">copy</span><span class="p">(</span> |
| <span class="n">spark_frame</span><span class="o">=</span><span class="n">sdf</span><span class="p">,</span> |
| <span class="n">index_spark_columns</span><span class="o">=</span><span class="p">[</span><span class="n">scol_for</span><span class="p">(</span><span class="n">sdf</span><span class="p">,</span> <span class="n">col</span><span class="p">)</span> <span class="k">for</span> <span class="n">col</span> <span class="ow">in</span> <span class="n">new_index_spark_column_names</span><span class="p">],</span> |
| <span class="n">index_names</span><span class="o">=</span><span class="n">new_index_names</span><span class="p">,</span> |
| <span class="n">index_fields</span><span class="o">=</span><span class="n">new_index_fields</span><span class="p">,</span> |
| <span class="n">column_labels</span><span class="o">=</span><span class="p">[</span><span class="n">c</span><span class="o">.</span><span class="n">_column_label</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="n">applied</span><span class="p">],</span> |
| <span class="n">data_spark_columns</span><span class="o">=</span><span class="p">[</span> |
| <span class="n">scol_for</span><span class="p">(</span><span class="n">sdf</span><span class="p">,</span> <span class="n">c</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">data_spark_column_names</span><span class="p">[</span><span class="mi">0</span><span class="p">])</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="n">applied</span> |
| <span class="p">],</span> |
| <span class="n">data_fields</span><span class="o">=</span><span class="p">[</span><span class="n">c</span><span class="o">.</span><span class="n">_internal</span><span class="o">.</span><span class="n">data_fields</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="k">for</span> <span class="n">c</span> <span class="ow">in</span> <span class="n">applied</span><span class="p">],</span> |
| <span class="p">)</span> |
| |
| <span class="k">return</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_cleanup_and_return</span><span class="p">(</span><span class="n">DataFrame</span><span class="p">(</span><span class="n">internal</span><span class="p">))</span> |
| |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The rolling count of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.count : Count of the full Series.</span> |
| <span class="sd"> DataFrame.count : Count of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).rolling(3).count().sort_index()</span> |
| <span class="sd"> 2 0 1.0</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 3 2 1.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 1.0</span> |
| <span class="sd"> 6 2.0</span> |
| <span class="sd"> 7 3.0</span> |
| <span class="sd"> 8 3.0</span> |
| <span class="sd"> 5 9 1.0</span> |
| <span class="sd"> 10 2.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling count is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).rolling(2).count().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 1.0</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 3 2 1.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> 4 2.0</span> |
| <span class="sd"> 4 5 1.0</span> |
| <span class="sd"> 6 2.0</span> |
| <span class="sd"> 7 2.0</span> |
| <span class="sd"> 8 2.0</span> |
| <span class="sd"> 5 9 1.0</span> |
| <span class="sd"> 10 2.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">count</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">sum</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The rolling summation of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the rolling</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.sum : Sum of the full Series.</span> |
| <span class="sd"> DataFrame.sum : Sum of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).rolling(3).sum().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 12.0</span> |
| <span class="sd"> 8 12.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling summation is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).rolling(2).sum().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 8.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 18.0</span> |
| <span class="sd"> 4 18.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 32.0</span> |
| <span class="sd"> 7 32.0</span> |
| <span class="sd"> 8 32.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 50.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">min</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The rolling minimum of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the rolling</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.min : Min of the full Series.</span> |
| <span class="sd"> DataFrame.min : Min of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).rolling(3).min().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 4.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling minimum is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).rolling(2).min().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 9.0</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 16.0</span> |
| <span class="sd"> 7 16.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 25.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">min</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">max</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The rolling maximum of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the rolling</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.max : Max of the full Series.</span> |
| <span class="sd"> DataFrame.max : Max of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).rolling(3).max().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 4.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling maximum is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).rolling(2).max().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 9.0</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 16.0</span> |
| <span class="sd"> 7 16.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 25.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">max</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">mean</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The rolling mean of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the rolling</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.mean : Mean of the full Series.</span> |
| <span class="sd"> DataFrame.mean : Mean of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).rolling(3).mean().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 4.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each rolling mean is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).rolling(2).mean().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 9.0</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 16.0</span> |
| <span class="sd"> 7 16.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 25.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">std</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate rolling standard deviation.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the rolling calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.std : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.std : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.std : Equivalent method for Numpy array.</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">std</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">var</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate unbiased rolling variance.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the rolling calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.rolling : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.rolling : Calling object with DataFrames.</span> |
| <span class="sd"> Series.var : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.var : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.var : Equivalent method for Numpy array.</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">var</span><span class="p">()</span> |
| |
| |
| <span class="k">class</span> <span class="nc">ExpandingLike</span><span class="p">(</span><span class="n">RollingAndExpanding</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">]):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">1</span><span class="p">):</span> |
| <span class="k">if</span> <span class="n">min_periods</span> <span class="o"><</span> <span class="mi">0</span><span class="p">:</span> |
| <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">"min_periods must be >= 0"</span><span class="p">)</span> |
| |
| <span class="n">window</span> <span class="o">=</span> <span class="n">Window</span><span class="o">.</span><span class="n">orderBy</span><span class="p">(</span><span class="n">NATURAL_ORDER_COLUMN_NAME</span><span class="p">)</span><span class="o">.</span><span class="n">rowsBetween</span><span class="p">(</span> |
| <span class="n">Window</span><span class="o">.</span><span class="n">unboundedPreceding</span><span class="p">,</span> <span class="n">Window</span><span class="o">.</span><span class="n">currentRow</span> |
| <span class="p">)</span> |
| |
| <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">window</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">)</span> |
| |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="n">scol</span><span class="p">:</span> <span class="n">Column</span><span class="p">)</span> <span class="o">-></span> <span class="n">Column</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">F</span><span class="o">.</span><span class="n">when</span><span class="p">(</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">row_number</span><span class="p">()</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span><span class="p">)</span> <span class="o">>=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">,</span> |
| <span class="n">F</span><span class="o">.</span><span class="n">count</span><span class="p">(</span><span class="n">scol</span><span class="p">)</span><span class="o">.</span><span class="n">over</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="p">),</span> |
| <span class="p">)</span><span class="o">.</span><span class="n">otherwise</span><span class="p">(</span><span class="n">F</span><span class="o">.</span><span class="n">lit</span><span class="p">(</span><span class="kc">None</span><span class="p">))</span> |
| |
| <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span><span class="p">(</span><span class="n">count</span><span class="p">)</span><span class="o">.</span><span class="n">astype</span><span class="p">(</span><span class="s2">"float64"</span><span class="p">)</span> <span class="c1"># type: ignore[attr-defined]</span> |
| |
| |
| <span class="k">class</span> <span class="nc">Expanding</span><span class="p">(</span><span class="n">ExpandingLike</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">]):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">psdf_or_psser</span><span class="p">:</span> <span class="n">FrameLike</span><span class="p">,</span> <span class="n">min_periods</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">1</span><span class="p">):</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.frame</span> <span class="kn">import</span> <span class="n">DataFrame</span> |
| <span class="kn">from</span> <span class="nn">pyspark.pandas.series</span> <span class="kn">import</span> <span class="n">Series</span> |
| |
| <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">min_periods</span><span class="p">)</span> |
| |
| <span class="k">if</span> <span class="ow">not</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">psdf_or_psser</span><span class="p">,</span> <span class="p">(</span><span class="n">DataFrame</span><span class="p">,</span> <span class="n">Series</span><span class="p">)):</span> |
| <span class="k">raise</span> <span class="ne">TypeError</span><span class="p">(</span> |
| <span class="s2">"psdf_or_psser must be a series or dataframe; however, got: </span><span class="si">%s</span><span class="s2">"</span> |
| <span class="o">%</span> <span class="nb">type</span><span class="p">(</span><span class="n">psdf_or_psser</span><span class="p">)</span> |
| <span class="p">)</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_psdf_or_psser</span> <span class="o">=</span> <span class="n">psdf_or_psser</span> |
| |
| <span class="k">def</span> <span class="fm">__getattr__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">item</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="n">Any</span><span class="p">:</span> |
| <span class="k">if</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">MissingPandasLikeExpanding</span><span class="p">,</span> <span class="n">item</span><span class="p">):</span> |
| <span class="n">property_or_func</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">MissingPandasLikeExpanding</span><span class="p">,</span> <span class="n">item</span><span class="p">)</span> |
| <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="nb">property</span><span class="p">):</span> |
| <span class="k">return</span> <span class="n">property_or_func</span><span class="o">.</span><span class="n">fget</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> |
| <span class="k">else</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">partial</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span> |
| <span class="k">raise</span> <span class="ne">AttributeError</span><span class="p">(</span><span class="n">item</span><span class="p">)</span> |
| |
| <span class="c1"># TODO: when add 'center' and 'axis' parameter, should add to here too.</span> |
| <span class="k">def</span> <span class="fm">__repr__</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span> |
| <span class="k">return</span> <span class="s2">"Expanding [min_periods=</span><span class="si">{}</span><span class="s2">]"</span><span class="o">.</span><span class="n">format</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_min_periods</span><span class="p">)</span> |
| |
| <span class="n">_apply_as_series_or_frame</span> <span class="o">=</span> <span class="n">Rolling</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span> |
| |
| <div class="viewcode-block" id="Expanding.count"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Expanding.count.html#pyspark.pandas.window.Expanding.count">[docs]</a> <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The expanding count of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.count : Count of the full Series.</span> |
| <span class="sd"> DataFrame.count : Count of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 3, float("nan"), 10])</span> |
| <span class="sd"> >>> s.expanding().count()</span> |
| <span class="sd"> 0 1.0</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 2 2.0</span> |
| <span class="sd"> 3 3.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.to_frame().expanding().count()</span> |
| <span class="sd"> 0</span> |
| <span class="sd"> 0 1.0</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 2 2.0</span> |
| <span class="sd"> 3 3.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">count</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Expanding.sum"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Expanding.sum.html#pyspark.pandas.window.Expanding.sum">[docs]</a> <span class="k">def</span> <span class="nf">sum</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate expanding summation of given DataFrame or Series.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Same type as the input, with the same index, containing the</span> |
| <span class="sd"> expanding summation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.sum : Reducing sum for Series.</span> |
| <span class="sd"> DataFrame.sum : Reducing sum for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([1, 2, 3, 4, 5])</span> |
| <span class="sd"> >>> s</span> |
| <span class="sd"> 0 1</span> |
| <span class="sd"> 1 2</span> |
| <span class="sd"> 2 3</span> |
| <span class="sd"> 3 4</span> |
| <span class="sd"> 4 5</span> |
| <span class="sd"> dtype: int64</span> |
| |
| <span class="sd"> >>> s.expanding(3).sum()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 6.0</span> |
| <span class="sd"> 3 10.0</span> |
| <span class="sd"> 4 15.0</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding summation is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 1 1</span> |
| <span class="sd"> 1 2 4</span> |
| <span class="sd"> 2 3 9</span> |
| <span class="sd"> 3 4 16</span> |
| <span class="sd"> 4 5 25</span> |
| |
| <span class="sd"> >>> df.expanding(3).sum()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 NaN NaN</span> |
| <span class="sd"> 2 6.0 14.0</span> |
| <span class="sd"> 3 10.0 30.0</span> |
| <span class="sd"> 4 15.0 55.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Expanding.min"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Expanding.min.html#pyspark.pandas.window.Expanding.min">[docs]</a> <span class="k">def</span> <span class="nf">min</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the expanding minimum.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with a Series.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with a DataFrame.</span> |
| <span class="sd"> Series.min : Similar method for Series.</span> |
| <span class="sd"> DataFrame.min : Similar method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Performing a expanding minimum with a window size of 3.</span> |
| |
| <span class="sd"> >>> s = ps.Series([4, 3, 5, 2, 6])</span> |
| <span class="sd"> >>> s.expanding(3).min()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 3.0</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> 4 2.0</span> |
| <span class="sd"> dtype: float64</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">min</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Expanding.max"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Expanding.max.html#pyspark.pandas.window.Expanding.max">[docs]</a> <span class="k">def</span> <span class="nf">max</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the expanding maximum.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Return type is determined by the caller.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.max : Similar method for Series.</span> |
| <span class="sd"> DataFrame.max : Similar method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Performing a expanding minimum with a window size of 3.</span> |
| |
| <span class="sd"> >>> s = ps.Series([4, 3, 5, 2, 6])</span> |
| <span class="sd"> >>> s.expanding(3).max()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 5.0</span> |
| <span class="sd"> 3 5.0</span> |
| <span class="sd"> 4 6.0</span> |
| <span class="sd"> dtype: float64</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">max</span><span class="p">()</span></div> |
| |
| <div class="viewcode-block" id="Expanding.mean"><a class="viewcode-back" href="../../../reference/pyspark.pandas/api/pyspark.pandas.window.Expanding.mean.html#pyspark.pandas.window.Expanding.mean">[docs]</a> <span class="k">def</span> <span class="nf">mean</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the expanding mean of the values.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.mean : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.mean : Equivalent method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> The below examples will show expanding mean calculations with window sizes of</span> |
| <span class="sd"> two and three, respectively.</span> |
| |
| <span class="sd"> >>> s = ps.Series([1, 2, 3, 4])</span> |
| <span class="sd"> >>> s.expanding(2).mean()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 1.5</span> |
| <span class="sd"> 2 2.0</span> |
| <span class="sd"> 3 2.5</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> >>> s.expanding(3).mean()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 2.0</span> |
| <span class="sd"> 3 2.5</span> |
| <span class="sd"> dtype: float64</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span></div> |
| |
| <span class="k">def</span> <span class="nf">std</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate expanding standard deviation.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the expanding calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.std : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.std : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.std : Equivalent method for Numpy array.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([5, 5, 6, 7, 5, 5, 5])</span> |
| <span class="sd"> >>> s.expanding(3).std()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 0.577350</span> |
| <span class="sd"> 3 0.957427</span> |
| <span class="sd"> 4 0.894427</span> |
| <span class="sd"> 5 0.836660</span> |
| <span class="sd"> 6 0.786796</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding standard deviation variance is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.expanding(2).std()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 0.000000 0.000000</span> |
| <span class="sd"> 2 0.577350 6.350853</span> |
| <span class="sd"> 3 0.957427 11.412712</span> |
| <span class="sd"> 4 0.894427 10.630146</span> |
| <span class="sd"> 5 0.836660 9.928075</span> |
| <span class="sd"> 6 0.786796 9.327379</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">std</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">var</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate unbiased expanding variance.</span> |
| |
| <span class="sd"> .. note:: the current implementation of this API uses Spark's Window without</span> |
| <span class="sd"> specifying partition specification. This leads to move all data into</span> |
| <span class="sd"> single partition in single machine and could cause serious</span> |
| <span class="sd"> performance degradation. Avoid this method against very large dataset.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the expanding calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.var : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.var : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.var : Equivalent method for Numpy array.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([5, 5, 6, 7, 5, 5, 5])</span> |
| <span class="sd"> >>> s.expanding(3).var()</span> |
| <span class="sd"> 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 2 0.333333</span> |
| <span class="sd"> 3 0.916667</span> |
| <span class="sd"> 4 0.800000</span> |
| <span class="sd"> 5 0.700000</span> |
| <span class="sd"> 6 0.619048</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each unbiased expanding variance is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.expanding(2).var()</span> |
| <span class="sd"> A B</span> |
| <span class="sd"> 0 NaN NaN</span> |
| <span class="sd"> 1 0.000000 0.000000</span> |
| <span class="sd"> 2 0.333333 40.333333</span> |
| <span class="sd"> 3 0.916667 130.250000</span> |
| <span class="sd"> 4 0.800000 113.000000</span> |
| <span class="sd"> 5 0.700000 98.566667</span> |
| <span class="sd"> 6 0.619048 87.000000</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">var</span><span class="p">()</span> |
| |
| |
| <span class="k">class</span> <span class="nc">ExpandingGroupby</span><span class="p">(</span><span class="n">ExpandingLike</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">]):</span> |
| <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">groupby</span><span class="p">:</span> <span class="n">GroupBy</span><span class="p">[</span><span class="n">FrameLike</span><span class="p">],</span> <span class="n">min_periods</span><span class="p">:</span> <span class="nb">int</span> <span class="o">=</span> <span class="mi">1</span><span class="p">):</span> |
| <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">min_periods</span><span class="p">)</span> |
| |
| <span class="bp">self</span><span class="o">.</span><span class="n">_groupby</span> <span class="o">=</span> <span class="n">groupby</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_window</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="o">.</span><span class="n">partitionBy</span><span class="p">(</span><span class="o">*</span><span class="p">[</span><span class="n">ser</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span> <span class="k">for</span> <span class="n">ser</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">])</span> |
| <span class="bp">self</span><span class="o">.</span><span class="n">_unbounded_window</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_window</span><span class="o">.</span><span class="n">partitionBy</span><span class="p">(</span> |
| <span class="o">*</span><span class="p">[</span><span class="n">ser</span><span class="o">.</span><span class="n">spark</span><span class="o">.</span><span class="n">column</span> <span class="k">for</span> <span class="n">ser</span> <span class="ow">in</span> <span class="n">groupby</span><span class="o">.</span><span class="n">_groupkeys</span><span class="p">]</span> |
| <span class="p">)</span> |
| |
| <span class="k">def</span> <span class="fm">__getattr__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">item</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="n">Any</span><span class="p">:</span> |
| <span class="k">if</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">MissingPandasLikeExpandingGroupby</span><span class="p">,</span> <span class="n">item</span><span class="p">):</span> |
| <span class="n">property_or_func</span> <span class="o">=</span> <span class="nb">getattr</span><span class="p">(</span><span class="n">MissingPandasLikeExpandingGroupby</span><span class="p">,</span> <span class="n">item</span><span class="p">)</span> |
| <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="nb">property</span><span class="p">):</span> |
| <span class="k">return</span> <span class="n">property_or_func</span><span class="o">.</span><span class="n">fget</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> |
| <span class="k">else</span><span class="p">:</span> |
| <span class="k">return</span> <span class="n">partial</span><span class="p">(</span><span class="n">property_or_func</span><span class="p">,</span> <span class="bp">self</span><span class="p">)</span> |
| <span class="k">raise</span> <span class="ne">AttributeError</span><span class="p">(</span><span class="n">item</span><span class="p">)</span> |
| |
| <span class="n">_apply_as_series_or_frame</span> <span class="o">=</span> <span class="n">RollingGroupby</span><span class="o">.</span><span class="n">_apply_as_series_or_frame</span> |
| |
| <span class="k">def</span> <span class="nf">count</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> The expanding count of any non-NaN observations inside the window.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.count : Count of the full Series.</span> |
| <span class="sd"> DataFrame.count : Count of the full DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).expanding(3).count().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 3.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding count is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).expanding(2).count().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 2.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 2.0</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 2.0</span> |
| <span class="sd"> 7 3.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 2.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">count</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">sum</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate expanding summation of given DataFrame or Series.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Same type as the input, with the same index, containing the</span> |
| <span class="sd"> expanding summation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.sum : Reducing sum for Series.</span> |
| <span class="sd"> DataFrame.sum : Reducing sum for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).expanding(3).sum().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 12.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding summation is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).expanding(2).sum().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 8.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 18.0</span> |
| <span class="sd"> 4 27.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 32.0</span> |
| <span class="sd"> 7 48.0</span> |
| <span class="sd"> 8 64.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 50.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">min</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the expanding minimum.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with a Series.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with a DataFrame.</span> |
| <span class="sd"> Series.min : Similar method for Series.</span> |
| <span class="sd"> DataFrame.min : Similar method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).expanding(3).min().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 4.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding minimum is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).expanding(2).min().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 9.0</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 16.0</span> |
| <span class="sd"> 7 16.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 25.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">min</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">max</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the expanding maximum.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Return type is determined by the caller.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.max : Similar method for Series.</span> |
| <span class="sd"> DataFrame.max : Similar method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).expanding(3).max().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 4.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding maximum is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).expanding(2).max().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 9.0</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 16.0</span> |
| <span class="sd"> 7 16.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 25.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">max</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">mean</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate the expanding mean of the values.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returned object type is determined by the caller of the expanding</span> |
| <span class="sd"> calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.mean : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.mean : Equivalent method for DataFrame.</span> |
| |
| <span class="sd"> Examples</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> >>> s = ps.Series([2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5])</span> |
| <span class="sd"> >>> s.groupby(s).expanding(3).mean().sort_index()</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 NaN</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 NaN</span> |
| <span class="sd"> 4 3.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 NaN</span> |
| <span class="sd"> 7 4.0</span> |
| <span class="sd"> 8 4.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 NaN</span> |
| <span class="sd"> dtype: float64</span> |
| |
| <span class="sd"> For DataFrame, each expanding mean is computed column-wise.</span> |
| |
| <span class="sd"> >>> df = ps.DataFrame({"A": s.to_numpy(), "B": s.to_numpy() ** 2})</span> |
| <span class="sd"> >>> df.groupby(df.A).expanding(2).mean().sort_index() # doctest: +NORMALIZE_WHITESPACE</span> |
| <span class="sd"> B</span> |
| <span class="sd"> A</span> |
| <span class="sd"> 2 0 NaN</span> |
| <span class="sd"> 1 4.0</span> |
| <span class="sd"> 3 2 NaN</span> |
| <span class="sd"> 3 9.0</span> |
| <span class="sd"> 4 9.0</span> |
| <span class="sd"> 4 5 NaN</span> |
| <span class="sd"> 6 16.0</span> |
| <span class="sd"> 7 16.0</span> |
| <span class="sd"> 8 16.0</span> |
| <span class="sd"> 5 9 NaN</span> |
| <span class="sd"> 10 25.0</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">std</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate expanding standard deviation.</span> |
| |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the expanding calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding: Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.std : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.std : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.std : Equivalent method for Numpy array.</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">std</span><span class="p">()</span> |
| |
| <span class="k">def</span> <span class="nf">var</span><span class="p">(</span><span class="bp">self</span><span class="p">)</span> <span class="o">-></span> <span class="n">FrameLike</span><span class="p">:</span> |
| <span class="sd">"""</span> |
| <span class="sd"> Calculate unbiased expanding variance.</span> |
| |
| <span class="sd"> Returns</span> |
| <span class="sd"> -------</span> |
| <span class="sd"> Series or DataFrame</span> |
| <span class="sd"> Returns the same object type as the caller of the expanding calculation.</span> |
| |
| <span class="sd"> See Also</span> |
| <span class="sd"> --------</span> |
| <span class="sd"> Series.expanding : Calling object with Series data.</span> |
| <span class="sd"> DataFrame.expanding : Calling object with DataFrames.</span> |
| <span class="sd"> Series.var : Equivalent method for Series.</span> |
| <span class="sd"> DataFrame.var : Equivalent method for DataFrame.</span> |
| <span class="sd"> numpy.var : Equivalent method for Numpy array.</span> |
| <span class="sd"> """</span> |
| <span class="k">return</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">var</span><span class="p">()</span> |
| |
| |
| <span class="k">def</span> <span class="nf">_test</span><span class="p">()</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span> |
| <span class="kn">import</span> <span class="nn">os</span> |
| <span class="kn">import</span> <span class="nn">doctest</span> |
| <span class="kn">import</span> <span class="nn">sys</span> |
| <span class="kn">from</span> <span class="nn">pyspark.sql</span> <span class="kn">import</span> <span class="n">SparkSession</span> |
| <span class="kn">import</span> <span class="nn">pyspark.pandas.window</span> |
| |
| <span class="n">os</span><span class="o">.</span><span class="n">chdir</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">environ</span><span class="p">[</span><span class="s2">"SPARK_HOME"</span><span class="p">])</span> |
| |
| <span class="n">globs</span> <span class="o">=</span> <span class="n">pyspark</span><span class="o">.</span><span class="n">pandas</span><span class="o">.</span><span class="n">window</span><span class="o">.</span><span class="vm">__dict__</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span> |
| <span class="n">globs</span><span class="p">[</span><span class="s2">"ps"</span><span class="p">]</span> <span class="o">=</span> <span class="n">pyspark</span><span class="o">.</span><span class="n">pandas</span> |
| <span class="n">spark</span> <span class="o">=</span> <span class="p">(</span> |
| <span class="n">SparkSession</span><span class="o">.</span><span class="n">builder</span><span class="o">.</span><span class="n">master</span><span class="p">(</span><span class="s2">"local[4]"</span><span class="p">)</span><span class="o">.</span><span class="n">appName</span><span class="p">(</span><span class="s2">"pyspark.pandas.window tests"</span><span class="p">)</span><span class="o">.</span><span class="n">getOrCreate</span><span class="p">()</span> |
| <span class="p">)</span> |
| <span class="p">(</span><span class="n">failure_count</span><span class="p">,</span> <span class="n">test_count</span><span class="p">)</span> <span class="o">=</span> <span class="n">doctest</span><span class="o">.</span><span class="n">testmod</span><span class="p">(</span> |
| <span class="n">pyspark</span><span class="o">.</span><span class="n">pandas</span><span class="o">.</span><span class="n">window</span><span class="p">,</span> |
| <span class="n">globs</span><span class="o">=</span><span class="n">globs</span><span class="p">,</span> |
| <span class="n">optionflags</span><span class="o">=</span><span class="n">doctest</span><span class="o">.</span><span class="n">ELLIPSIS</span> <span class="o">|</span> <span class="n">doctest</span><span class="o">.</span><span class="n">NORMALIZE_WHITESPACE</span><span class="p">,</span> |
| <span class="p">)</span> |
| <span class="n">spark</span><span class="o">.</span><span class="n">stop</span><span class="p">()</span> |
| <span class="k">if</span> <span class="n">failure_count</span><span class="p">:</span> |
| <span class="n">sys</span><span class="o">.</span><span class="n">exit</span><span class="p">(</span><span class="o">-</span><span class="mi">1</span><span class="p">)</span> |
| |
| |
| <span class="k">if</span> <span class="vm">__name__</span> <span class="o">==</span> <span class="s2">"__main__"</span><span class="p">:</span> |
| <span class="n">_test</span><span class="p">()</span> |
| </pre></div> |
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