Increase performance of df.rolling(…).apply(…) for large dataframes
Increase performance of df.rolling(…).apply(…) for large dataframes Question: Execution time of this code is too long. df.rolling(window=255).apply(myFunc) My dataframes shape is (500, 10000). 0 1 … 9999 2021-11-01 0.011111 0.054242 2021-11-04 0.025244 0.003653 2021-11-05 0.524521 0.099521 2021-11-06 0.054241 0.138321 … I make the calculation for each date with the last 255 date values. myFunc looks …
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