`polars rolling` for dataframe

Rolling calculation for a series or expression, or a rolling group-by for a lazyframe.

Signature

> polars rolling {flags} (type) (window)

Flags

--index-column, -i {string}: Time or index column to roll over. Required for lazyframe input.
--period, -p {oneof<duration, string, int>}: Rolling window width (e.g. 7day, "7d", 1wk, "1mo", "2i", ). Required for lazyframe input.
--offset, -o {oneof<duration, string, int>}: Offset of the rolling window relative to the index column (default: 1ns).
--closed, -c {string}: Which boundary of the window is closed: left, right, both, none (default: left).
--group-by, -g {list<any>}: Additional expressions to group by within each rolling window.

Parameters

type: Rolling operation (min, max, sum, mean). Required for dataframe and expression inputs.
window: Window size for rolling. Required for dataframe and expression inputs.

Input/output types:

input	output
polars_dataframe	polars_dataframe
polars_expression	polars_expression
polars_lazyframe	polars_group_by

Examples

Rolling sum for a series

> [1 2 3 4 5] | polars into-df | polars rolling sum 2 | polars drop-nulls
╭───┬───────────────╮
│ # │ 0_rolling_sum │
├───┼───────────────┤
│ 0 │             3 │
│ 1 │             5 │
│ 2 │             7 │
│ 3 │             9 │
╰───┴───────────────╯

Rolling max for a series

> [1 2 3 4 5] | polars into-df | polars rolling max 2 | polars drop-nulls
╭───┬───────────────╮
│ # │ 0_rolling_max │
├───┼───────────────┤
│ 0 │             2 │
│ 1 │             3 │
│ 2 │             4 │
│ 3 │             5 │
╰───┴───────────────╯

Rolling sum for an expression in a lazyframe

> [[a]; [1] [2] [3] [4] [5]]
    | polars into-df
    | polars select (polars col a | polars rolling sum 2 | polars as roll_a)
    | polars collect
    | polars drop-nulls
    | polars collect
╭───┬────────╮
│ # │ roll_a │
├───┼────────┤
│ 0 │      3 │
│ 1 │      5 │
│ 2 │      7 │
│ 3 │      9 │
╰───┴────────╯

Rolling sum over a 2-row integer window on a lazyframe