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Aggregate over a RollingGroupBy

Source code

Description

Aggregate a DataFrame over a rolling window created with $rolling().

Usage

<RollingGroupBy>$agg(...)

Arguments

… Exprs to aggregate over. Those can also be passed wrapped in a list, e.g $agg(list(e1,e2,e3)).

Value

An aggregated DataFrame

Examples

library("polars")

df = pl$DataFrame(
  dt = c("2020-01-01", "2020-01-01", "2020-01-01", "2020-01-02", "2020-01-03", "2020-01-08"),
  a = c(3, 7, 5, 9, 2, 1)
)$with_columns(
  pl$col("dt")$str$strptime(pl$Date, format = NULL)$set_sorted()
)

df$rolling(index_column = "dt", period = "2d")$agg(
  pl$col("a"),
  pl$sum("a")$alias("sum_a"),
  pl$min("a")$alias("min_a"),
  pl$max("a")$alias("max_a")
)

#> shape: (6, 5)
#> ┌────────────┬───────────────────┬───────┬───────┬───────┐
#> │ dt         ┆ a                 ┆ sum_a ┆ min_a ┆ max_a │
#> │ ---        ┆ ---               ┆ ---   ┆ ---   ┆ ---   │
#> │ date       ┆ list[f64]         ┆ f64   ┆ f64   ┆ f64   │
#> ╞════════════╪═══════════════════╪═══════╪═══════╪═══════╡
#> │ 2020-01-01 ┆ [3.0, 7.0, 5.0]   ┆ 15.0  ┆ 3.0   ┆ 7.0   │
#> │ 2020-01-01 ┆ [3.0, 7.0, 5.0]   ┆ 15.0  ┆ 3.0   ┆ 7.0   │
#> │ 2020-01-01 ┆ [3.0, 7.0, 5.0]   ┆ 15.0  ┆ 3.0   ┆ 7.0   │
#> │ 2020-01-02 ┆ [3.0, 7.0, … 9.0] ┆ 24.0  ┆ 3.0   ┆ 9.0   │
#> │ 2020-01-03 ┆ [9.0, 2.0]        ┆ 11.0  ┆ 2.0   ┆ 9.0   │
#> │ 2020-01-08 ┆ [1.0]             ┆ 1.0   ┆ 1.0   ┆ 1.0   │
#> └────────────┴───────────────────┴───────┴───────┴───────┘