Rolling

class pandas::Rolling

Window operation class for rolling/expanding calculations.

Example

#include <pandas/pandas.h>
using namespace pandas;

// Use Rolling
Rolling obj;
// ... operations ...

Constructors

Signature	Location	Example
Rolling(const Series<T>& series, size_t window, size_t min_periods = 1, bool center = false)	pd_rolling.h:62

Indexing / Selection

Signature	Return Type	Location	Example
const Series<T>& get_series() const	const Series<T>&	pd_rolling.h:93	View
size_t get_window() const	size_t	pd_rolling.h:94
std::pair<size_t, size_t> get_window_bounds(size_t i) const	std::pair<size_t, size_t>	pd_rolling.h:424
std::vector<double> get_window_values(size_t start, size_t end) const	std::vector<double>	pd_rolling.h:500

Statistics

Signature	Return Type	Location	Example
Series<double> count() const	Series<double>	pd_rolling.h:124	View
Series<double> kurt() const	Series<double>	pd_rolling.h:204	View
Series<double> max() const	Series<double>	pd_rolling.h:118	View
Series<double> mean() const	Series<double>	pd_rolling.h:106	View
Series<double> median() const	Series<double>	pd_rolling.h:158	View
Series<double> min() const	Series<double>	pd_rolling.h:112	View
Series<double> quantile(double q) const	Series<double>	pd_rolling.h:231	View
Series<double> sem(int ddof = 1) const	Series<double>	pd_rolling.h:252	View
Series<double> skew() const	Series<double>	pd_rolling.h:178	View
Series<double> std_(int ddof = 1) const	Series<double>	pd_rolling.h:130	View
Series<double> sum() const	Series<double>	pd_rolling.h:100	View
Series<double> var(int ddof = 1) const	Series<double>	pd_rolling.h:144	View

Aggregation

Signature	Return Type	Location	Example
Series<double> apply(Func&& func) const	Series<double>	pd_rolling.h:415	View
Series<double> apply_rolling(Func&& func) const	Series<double>	pd_rolling.h:524

Sorting

Signature	Return Type	Location	Example
Series<double> rank() const	Series<double>	pd_rolling.h:274	View

Type Checking

Signature	Return Type	Location	Example
bool is_custom_bounds() const	bool	pd_rolling.h:91
bool is_time_based() const	bool	pd_rolling.h:83	View

Other Methods

Signature	Return Type	Location	Example
Series<double> corr(const Series<T>& other) const	Series<double>	pd_rolling.h:357	View
Series<double> cov(const Series<T>& other, int ddof = 1) const	Series<double>	pd_rolling.h:291	View
propagate_source_index(result_series)		pd_rolling.h:267
propagate_source_index(result_series)		pd_rolling.h:349
propagate_source_index(result_series)		pd_rolling.h:406
propagate_source_index(result_series)		pd_rolling.h:540
void propagate_source_index(Series<double>& result) const	void	pd_rolling.h:547
void set_custom_bounds(std::vector<int64_t> start, std::vector<int64_t> end)	void	pd_rolling.h:85
void set_time_window(std::vector<int64_t> timestamps, int64_t window_seconds, int closed = 0)	void	pd_rolling.h:75

Code Examples

The following examples are extracted from the test suite.

get_series (pd_test_5_all.cpp:12970)

        pandas_tests::check(!threw, "query_bool_and_numeric.no_throw", local_fail);
        if (!threw) {
            pandas_tests::check(result.nrows() == 1, "query_bool_and_numeric.nrows == 1 (got " + std::to_string(result.nrows()) + ")", local_fail);
        }
    }

    // === xs_level tests (Error 2) ===
    // Note: xs_level() doesn't exist yet — test will verify it after implementation

    // === get_series + unstack tests (Error 1) ===
    // Note: get_series<T>() doesn't exist yet — test will verify it after implementation

    if (local_fail > 0) {
        std::cout << "  [FAIL] : in f_test_anal_i_query_bool_unstack() : " << local_fail << " checks failed" << std::endl;
        throw std::runtime_error("f_test_anal_i_query_bool_unstack failed");
    }
    std::cout << " -> tests passed" << std::endl;
}


// --- cpp_f_test_zanal_a_column_width.cpp ---

count (pd_test_1_all.cpp:66)

        if (arr.is_na(0)) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_na_handling() : is_na(0) should be false" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_na_handling failed: is_na(0) should be false");
        }

        if (!arr.has_na()) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_na_handling() : has_na() should be true" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_na_handling failed: has_na() should be true");
        }

        if (arr.count() != 2) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_na_handling() : count() should be 2" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_na_handling failed: count() should be 2");
        }

        std::cout << " -> tests passed" << std::endl;
    }

    void pd_test_boolean_array_kleene_and() {
        std::cout << "========= BooleanArray: Kleene AND ======================= ";

kurt (pd_test_1_all.cpp:4599)

            std::cout << "========= Series skew/kurt ======================";

            pandas::Series<double> s({1.0, 2.0, 2.0, 3.0, 9.0});
            auto skew_val = s.skew();
            bool passed = skew_val.has_value() && *skew_val > 0;  // Should be right-skewed
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_series_skew_kurt() : skew should be positive" << std::endl;
                throw std::runtime_error("pd_test_aggregation_series_skew_kurt failed: skew should be positive");
            }

            auto kurt_val = s.kurt();
            passed = kurt_val.has_value();
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_series_skew_kurt() : kurt should have value" << std::endl;
                throw std::runtime_error("pd_test_aggregation_series_skew_kurt failed: kurt should have value");
            }

            // Test kurtosis alias
            auto kurt_alias = s.kurtosis();
            passed = kurt_alias.has_value() && std::abs(*kurt_alias - *kurt_val) < 0.0001;
            if (!passed) {

max (pd_test_1_all.cpp:771)

        pandas::CategoricalArray arr = pandas::CategoricalArray::from_codes(codes, cats, true);  // ordered

        // Test min
        std::optional<std::string> min_val = arr.min();
        if (!min_val.has_value() || *min_val != "low") {
            std::cout << "  [FAIL] : in pd_test_categorical_array_ordered_operations() : min != 'low'" << std::endl;
            throw std::runtime_error("pd_test_categorical_array_ordered_operations failed: min != 'low'");
        }

        // Test max
        std::optional<std::string> max_val = arr.max();
        if (!max_val.has_value() || *max_val != "high") {
            std::cout << "  [FAIL] : in pd_test_categorical_array_ordered_operations() : max != 'high'" << std::endl;
            throw std::runtime_error("pd_test_categorical_array_ordered_operations failed: max != 'high'");
        }

        // Test unordered throws for min/max
        pandas::CategoricalArray unordered = arr.as_unordered();
        bool threw = false;
        try {
            unordered.min();

mean (pd_test_1_all.cpp:282)

            std::optional<bool>(true),
            std::optional<bool>(true)
        });

        auto s = arr.sum();
        if (!s.has_value() || s.value() != 3) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_reductions() : sum should be 3" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_reductions failed: sum");
        }

        auto m = arr.mean();
        if (!m.has_value() || std::abs(m.value() - 0.75) > 0.001) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_reductions() : mean should be 0.75" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_reductions failed: mean");
        }

        std::cout << " -> tests passed" << std::endl;
    }

    void pd_test_boolean_array_dtype() {
        std::cout << "========= BooleanArray: dtype ======================= ";

median (pd_test_1_all.cpp:20910)

                throw std::runtime_error("pd_test_expanding_var failed: expanding var values incorrect");
            }

            std::cout << " -> tests passed" << std::endl;
        }

        void pd_test_expanding_median() {
            std::cout << "========= Expanding median ======================";

            pandas::Series<double> s({1.0, 2.0, 3.0, 4.0, 5.0});
            auto result = s.expanding().median();

            // Expanding median: 1, 1.5, 2, 2.5, 3
            bool passed = std::abs(result[0] - 1.0) < 0.001 &&
                          std::abs(result[1] - 1.5) < 0.001 &&
                          std::abs(result[2] - 2.0) < 0.001 &&
                          std::abs(result[3] - 2.5) < 0.001 &&
                          std::abs(result[4] - 3.0) < 0.001;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_expanding_median() : expanding median values incorrect" << std::endl;
                throw std::runtime_error("pd_test_expanding_median failed: expanding median values incorrect");

min (pd_test_1_all.cpp:764)

    }

    void pd_test_categorical_array_ordered_operations() {
        std::cout << "========= CategoricalArray: ordered operations (min/max) ======================= ";

        std::vector<std::string> cats = {"low", "medium", "high"};
        std::vector<numpy::int32> codes = {0, 2, 1, 0, -1};  // low, high, medium, low, NA
        pandas::CategoricalArray arr = pandas::CategoricalArray::from_codes(codes, cats, true);  // ordered

        // Test min
        std::optional<std::string> min_val = arr.min();
        if (!min_val.has_value() || *min_val != "low") {
            std::cout << "  [FAIL] : in pd_test_categorical_array_ordered_operations() : min != 'low'" << std::endl;
            throw std::runtime_error("pd_test_categorical_array_ordered_operations failed: min != 'low'");
        }

        // Test max
        std::optional<std::string> max_val = arr.max();
        if (!max_val.has_value() || *max_val != "high") {
            std::cout << "  [FAIL] : in pd_test_categorical_array_ordered_operations() : max != 'high'" << std::endl;
            throw std::runtime_error("pd_test_categorical_array_ordered_operations failed: max != 'high'");

quantile (pd_test_1_all.cpp:4540)

                throw std::runtime_error("pd_test_aggregation_series_sem failed: sem value incorrect");
            }

            std::cout << " -> tests passed" << std::endl;
        }

        void pd_test_aggregation_series_quantile() {
            std::cout << "========= Series quantile =======================";

            pandas::Series<double> s({1.0, 2.0, 3.0, 4.0, 5.0});
            auto q50 = s.quantile(0.5);
            bool passed = q50.has_value() && std::abs(*q50 - 3.0) < 0.001;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_series_quantile() : quantile(0.5) should be 3.0" << std::endl;
                throw std::runtime_error("pd_test_aggregation_series_quantile failed: quantile(0.5) should be 3.0");
            }

            // Test q=0 and q=1
            auto q0 = s.quantile(0.0);
            passed = q0.has_value() && std::abs(*q0 - 1.0) < 0.001;
            if (!passed) {

sem (pd_test_1_all.cpp:4525)

#include "../pandas/pd_dataframe.h"
#include "../pandas/pd_series.h"

namespace dataframe_tests {
    namespace dataframe_tests_aggregation {

        void pd_test_aggregation_series_sem() {
            std::cout << "========= Series sem ============================";

            pandas::Series<double> s({1.0, 2.0, 3.0, 4.0, 5.0});
            auto sem_val = s.sem();
            // std(ddof=1) = sqrt(2.5), sem = sqrt(2.5)/sqrt(5) ≈ 0.707
            bool passed = sem_val.has_value() && std::abs(*sem_val - 0.707) < 0.01;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_series_sem() : sem value incorrect" << std::endl;
                throw std::runtime_error("pd_test_aggregation_series_sem failed: sem value incorrect");
            }

            std::cout << " -> tests passed" << std::endl;
        }

skew (pd_test_1_all.cpp:4592)

                throw std::runtime_error("pd_test_aggregation_series_mode failed: multi-mode should return 2 values");
            }

            std::cout << " -> tests passed" << std::endl;
        }

        void pd_test_aggregation_series_skew_kurt() {
            std::cout << "========= Series skew/kurt ======================";

            pandas::Series<double> s({1.0, 2.0, 2.0, 3.0, 9.0});
            auto skew_val = s.skew();
            bool passed = skew_val.has_value() && *skew_val > 0;  // Should be right-skewed
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_series_skew_kurt() : skew should be positive" << std::endl;
                throw std::runtime_error("pd_test_aggregation_series_skew_kurt failed: skew should be positive");
            }

            auto kurt_val = s.kurt();
            passed = kurt_val.has_value();
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_series_skew_kurt() : kurt should have value" << std::endl;

std_ (pd_test_1_all.cpp:20752)

                throw std::runtime_error("pd_test_rolling_min_periods failed: with min_periods=1, idx 1 should be 3.0");
            }

            std::cout << " -> tests passed" << std::endl;
        }

        void pd_test_rolling_std() {
            std::cout << "========= Rolling std ===========================";

            pandas::Series<double> s({1.0, 2.0, 3.0, 4.0, 5.0});
            auto result = s.rolling(3).std_();

            // std([1,2,3]) = 1.0 (ddof=1)
            // std([2,3,4]) = 1.0
            // std([3,4,5]) = 1.0
            bool passed = std::abs(result[2] - 1.0) < 0.001;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_rolling_std() : rolling std should be 1.0" << std::endl;
                throw std::runtime_error("pd_test_rolling_std failed: rolling std should be 1.0");
            }

sum (pd_test_1_all.cpp:276)

        }

        // Test sum/mean
        pandas::BooleanArray arr({
            std::optional<bool>(true),
            std::optional<bool>(false),
            std::optional<bool>(true),
            std::optional<bool>(true)
        });

        auto s = arr.sum();
        if (!s.has_value() || s.value() != 3) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_reductions() : sum should be 3" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_reductions failed: sum");
        }

        auto m = arr.mean();
        if (!m.has_value() || std::abs(m.value() - 0.75) > 0.001) {
            std::cout << "  [FAIL] : in pd_test_boolean_array_reductions() : mean should be 0.75" << std::endl;
            throw std::runtime_error("pd_test_boolean_array_reductions failed: mean");
        }

var (pd_test_1_all.cpp:20890)

                throw std::runtime_error("pd_test_expanding_std failed: expanding std values incorrect");
            }

            std::cout << " -> tests passed" << std::endl;
        }

        void pd_test_expanding_var() {
            std::cout << "========= Expanding var =========================";

            pandas::Series<double> s({1.0, 2.0, 3.0, 4.0, 5.0});
            auto result = s.expanding().var();

            // Expanding var (ddof=1): NaN, 0.5, 1.0, 1.6667, 2.5
            bool passed = std::isnan(result[0]) &&
                          std::abs(result[1] - 0.5) < 0.001 &&
                          std::abs(result[2] - 1.0) < 0.001 &&
                          std::abs(result[3] - 1.6667) < 0.001 &&
                          std::abs(result[4] - 2.5) < 0.001;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_expanding_var() : expanding var values incorrect" << std::endl;
                throw std::runtime_error("pd_test_expanding_var failed: expanding var values incorrect");

apply (pd_test_1_all.cpp:11244)

        void pd_test_func_apply_dataframe_apply_axis0() {
            std::cout << "========= DataFrame apply axis=0 ======================";

            std::map<std::string, std::vector<double>> data = {
                {"A", {1.0, 2.0, 3.0}},
                {"B", {4.0, 5.0, 6.0}}
            };
            pandas::DataFrame df(data);

            // apply axis=0 applies function to each column
            auto result = df.apply([](const std::vector<double>& col) {
                return std::accumulate(col.begin(), col.end(), 0.0);
            }, 0);

            bool passed = true;

            // Plan F·dtype: axis=0 reduce now returns a single "result" column
            // with the original column names ("A", "B") as the row index.
            // Sum of A: 1+2+3=6, Sum of B: 4+5+6=15
            const auto& result_col = result["result"];
            double sum_a = std::stod(result_col.get_value_str(0));

rank (pd_test_1_all.cpp:6451)

        // =====================================================================
        // Test: Rank
        // =====================================================================
        void pd_test_dataframe_rank() {
            std::cout << "========= rank =============================";

            // Test Series rank with default method (average)
            {
                std::vector<double> data = {3.0, 1.0, 4.0, 1.0, 5.0};
                pandas::Series<double> s(data, "test");
                auto ranked = s.rank();

                // Values: 3, 1, 4, 1, 5 -> Sorted: 1, 1, 3, 4, 5
                // Ranks (average): 1.5, 1.5, 3, 4, 5
                // Original positions: 3->3, 1->1.5, 4->4, 1->1.5, 5->5
                double r0 = std::stod(ranked.get_value_str(0));  // 3.0 -> rank 3
                double r1 = std::stod(ranked.get_value_str(1));  // 1.0 -> rank 1.5

                if (std::abs(r0 - 3.0) > 1e-10) {
                    std::cout << "  [FAIL] : in pd_test_dataframe_rank() : value 3.0 should have rank 3, got " << r0 << std::endl;
                    throw std::runtime_error("pd_test_dataframe_rank failed: value 3.0 rank");

is_time_based (pd_test_3_all.cpp:24693)

        numpy::datetime64("2023-01-01"),
        numpy::datetime64("2023-01-02"),
        numpy::datetime64("2023-01-03"),
        numpy::datetime64("2023-01-04"),
        numpy::datetime64("2023-01-05")
    };
    auto dti = std::make_unique<pandas::DatetimeIndex>(dates);
    pandas::Series<double> s({1.0, 2.0, 3.0, 4.0, 5.0});
    s.set_index(std::move(dti));
    auto rolling = pandas::setup_time_rolling(s, "3D", "right", 1);
    if (!rolling.is_time_based())
        throw std::runtime_error("expected time-based rolling");
    std::cout << " -> tests passed" << std::endl;
}

void pd_test_rolling_time_no_dti() {
    std::cout << "========= setup_time_rolling no DTI =================";
    // Series without DatetimeIndex should throw
    pandas::Series<double> s({1.0, 2.0, 3.0});
    bool threw = false;
    try {

corr (pd_test_1_all.cpp:4655)

        }

        void pd_test_aggregation_dataframe_corr() {
            std::cout << "========= DataFrame corr ========================";

            std::map<std::string, std::vector<double>> data;
            data["A"] = {1.0, 2.0, 3.0, 4.0, 5.0};
            data["B"] = {2.0, 4.0, 6.0, 8.0, 10.0};  // Perfect correlation
            pandas::DataFrame df(data);

            auto corr_df = df.corr();

            // Check dimensions
            bool passed = corr_df.nrows() == 2 && corr_df.ncols() == 2;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_dataframe_corr() : corr should be 2x2" << std::endl;
                throw std::runtime_error("pd_test_aggregation_dataframe_corr failed: corr should be 2x2");
            }

            // Diagonal should be 1.0
            std::string aa = corr_df["A"].get_value_str(0);

cov (pd_test_1_all.cpp:4690)

            std::cout << " -> tests passed" << std::endl;
        }

        void pd_test_aggregation_dataframe_cov() {
            std::cout << "========= DataFrame cov =========================";

            std::map<std::string, std::vector<double>> data;
            data["A"] = {1.0, 2.0, 3.0};
            pandas::DataFrame df(data);

            auto cov_df = df.cov();

            // Check dimensions
            bool passed = cov_df.nrows() == 1 && cov_df.ncols() == 1;
            if (!passed) {
                std::cout << "  [FAIL] : in pd_test_aggregation_dataframe_cov() : cov should be 1x1" << std::endl;
                throw std::runtime_error("pd_test_aggregation_dataframe_cov failed: cov should be 1x1");
            }

            // Var(A) = 1.0 with ddof=1
            std::string aa = cov_df["A"].get_value_str(0);