rolling window in pandas dataframe in reverse date order?

Question

I have a dataframe that i apply a rolling() window. However the dates are sorted newest to oldest, so the missing part (the window width) is at the top.

To avoid this i reverse sort by dates and then apply the rolling() method. However, this seems to be inefficient, so was wondering if there is a way to apply rolling from the bottom upwards?

Example dataframe:

    Symbol       Date     Open     High      Low    Close
0  UKX:IND 2022-09-01  7284.15  7284.15  7131.69  7148.50
1  UKX:IND 2022-08-31  7361.63  7378.44  7263.62  7284.15
2  UKX:IND 2022-08-30  7427.31  7486.40  7351.12  7361.63
3  UKX:IND 2022-08-26  7479.74  7530.65  7422.02  7427.31
4  UKX:IND 2022-08-25  7471.51  7535.70  7469.17  7479.74
5  UKX:IND 2022-08-24  7488.11  7488.12  7410.40  7471.51
6  UKX:IND 2022-08-23  7533.79  7533.79  7467.56  7488.11
7  UKX:IND 2022-08-22  7550.37  7550.41  7491.26  7533.79
8  UKX:IND 2022-08-19  7541.85  7578.85  7513.26  7550.37
9  UKX:IND 2022-08-18  7515.75  7541.89  7493.66  7541.85

This is the relevant part of the code:

df = df.sort_values(by='Date')   # <--  do a reverse sort
df['ma'] = df['Close'].rolling(window=5).mean()
df = df.sort_values(by='Date', ascending=False)   # <-- sort back again

What i have tried ?

i try things like including a negative number: rolling(window=-5)
i try searching the docs: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.rolling.html

So far, my only solution is to reverse the dataframe by date (and then reverse it back).

Asked By: D.L

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Source

Answer 1

No need to sort twice, use indexing to temporarily reverse, which should be faster:

df = df.sort_values(by='Date', ascending=False)
df['ma'] = df['Close'][::-1].rolling(window=5).mean()[::-1]
print(df)

Or even:

df['ma'] = df['Close'][::-1].rolling(window=5).mean()

as pandas aligns the indices before assignement

output:

    Symbol        Date     Open     High      Low    Close        ma
0  UKX:IND  2022-09-01  7284.15  7284.15  7131.69  7148.50  7340.266
1  UKX:IND  2022-08-31  7361.63  7378.44  7263.62  7284.15  7404.868
2  UKX:IND  2022-08-30  7427.31  7486.40  7351.12  7361.63  7445.660
3  UKX:IND  2022-08-26  7479.74  7530.65  7422.02  7427.31  7480.092
4  UKX:IND  2022-08-25  7471.51  7535.70  7469.17  7479.74  7504.704
5  UKX:IND  2022-08-24  7488.11  7488.12  7410.40  7471.51  7517.126
6  UKX:IND  2022-08-23  7533.79  7533.79  7467.56  7488.11       NaN
7  UKX:IND  2022-08-22  7550.37  7550.41  7491.26  7533.79       NaN
8  UKX:IND  2022-08-19  7541.85  7578.85  7513.26  7550.37       NaN
9  UKX:IND  2022-08-18  7515.75  7541.89  7493.66  7541.85       NaN

Answered By: mozway

rolling window in pandas dataframe in reverse date order?

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