Python Pandas - Aggregations

Once the rolling, expanding and ewm objects are created, several methods are available to perform aggregations on data.
Let us create a DataFrame and apply aggregations on it.
import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randn(10, 4),
   index = pd.date_range('1/1/2000', periods=10),
   columns = ['A', 'B', 'C', 'D'])

print df
r = df.rolling(window=3,min_periods=1)
print r
Its output is as follows −
                    A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   0.790670   -0.387854   -0.668132    0.267283
2000-01-03  -0.575523   -0.965025    0.060427   -2.179780
2000-01-04   1.669653    1.211759   -0.254695    1.429166
2000-01-05   0.100568   -0.236184    0.491646   -0.466081
2000-01-06   0.155172    0.992975   -1.205134    0.320958
2000-01-07   0.309468   -0.724053   -1.412446    0.627919
2000-01-08   0.099489   -1.028040    0.163206   -1.274331
2000-01-09   1.639500   -0.068443    0.714008   -0.565969
2000-01-10   0.326761    1.479841    0.664282   -1.361169

Rolling [window=3,min_periods=1,center=False,axis=0]                

We can aggregate by passing a function to the entire DataFrame, or select a column via the standard get item method.
import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randn(10, 4),
   index = pd.date_range('1/1/2000', periods=10),
   columns = ['A', 'B', 'C', 'D'])
print df
r = df.rolling(window=3,min_periods=1)
print r.aggregate(np.sum)
Its output is as follows −
                    A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   1.879182   -1.038796   -3.215581   -0.299575
2000-01-03   1.303660   -2.003821   -3.155154   -2.479355
2000-01-04   1.884801   -0.141119   -0.862400   -0.483331
2000-01-05   1.194699    0.010551    0.297378   -1.216695
2000-01-06   1.925393    1.968551   -0.968183    1.284044
2000-01-07   0.565208    0.032738   -2.125934    0.482797
2000-01-08   0.564129   -0.759118   -2.454374   -0.325454
2000-01-09   2.048458   -1.820537   -0.535232   -1.212381
2000-01-10   2.065750    0.383357    1.541496   -3.201469

                    A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   1.879182   -1.038796   -3.215581   -0.299575
2000-01-03   1.303660   -2.003821   -3.155154   -2.479355
2000-01-04   1.884801   -0.141119   -0.862400   -0.483331
2000-01-05   1.194699    0.010551    0.297378   -1.216695
2000-01-06   1.925393    1.968551   -0.968183    1.284044
2000-01-07   0.565208    0.032738   -2.125934    0.482797
2000-01-08   0.564129   -0.759118   -2.454374   -0.325454
2000-01-09   2.048458   -1.820537   -0.535232   -1.212381
2000-01-10   2.065750    0.383357    1.541496   -3.201469

import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randn(10, 4),
   index = pd.date_range('1/1/2000', periods=10),
   columns = ['A', 'B', 'C', 'D'])
print df
r = df.rolling(window=3,min_periods=1)
print r['A'].aggregate(np.sum)
Its output is as follows −
                 A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   1.879182   -1.038796   -3.215581   -0.299575
2000-01-03   1.303660   -2.003821   -3.155154   -2.479355
2000-01-04   1.884801   -0.141119   -0.862400   -0.483331
2000-01-05   1.194699    0.010551    0.297378   -1.216695
2000-01-06   1.925393    1.968551   -0.968183    1.284044
2000-01-07   0.565208    0.032738   -2.125934    0.482797
2000-01-08   0.564129   -0.759118   -2.454374   -0.325454
2000-01-09   2.048458   -1.820537   -0.535232   -1.212381
2000-01-10   2.065750    0.383357    1.541496   -3.201469
2000-01-01   1.088512
2000-01-02   1.879182
2000-01-03   1.303660
2000-01-04   1.884801
2000-01-05   1.194699
2000-01-06   1.925393
2000-01-07   0.565208
2000-01-08   0.564129
2000-01-09   2.048458
2000-01-10   2.065750
Freq: D, Name: A, dtype: float64

import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randn(10, 4),
   index = pd.date_range('1/1/2000', periods=10),
   columns = ['A', 'B', 'C', 'D'])
print df
r = df.rolling(window=3,min_periods=1)
print r[['A','B']].aggregate(np.sum)
Its output is as follows −
                 A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   1.879182   -1.038796   -3.215581   -0.299575
2000-01-03   1.303660   -2.003821   -3.155154   -2.479355
2000-01-04   1.884801   -0.141119   -0.862400   -0.483331
2000-01-05   1.194699    0.010551    0.297378   -1.216695
2000-01-06   1.925393    1.968551   -0.968183    1.284044
2000-01-07   0.565208    0.032738   -2.125934    0.482797
2000-01-08   0.564129   -0.759118   -2.454374   -0.325454
2000-01-09   2.048458   -1.820537   -0.535232   -1.212381
2000-01-10   2.065750    0.383357    1.541496   -3.201469
                    A           B
2000-01-01   1.088512   -0.650942
2000-01-02   1.879182   -1.038796
2000-01-03   1.303660   -2.003821
2000-01-04   1.884801   -0.141119
2000-01-05   1.194699    0.010551
2000-01-06   1.925393    1.968551
2000-01-07   0.565208    0.032738
2000-01-08   0.564129   -0.759118
2000-01-09   2.048458   -1.820537
2000-01-10   2.065750    0.383357

import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randn(10, 4),
   index = pd.date_range('1/1/2000', periods=10),
   columns = ['A', 'B', 'C', 'D'])
print df
r = df.rolling(window=3,min_periods=1)
print r['A'].aggregate([np.sum,np.mean])
Its output is as follows −
                 A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   1.879182   -1.038796   -3.215581   -0.299575
2000-01-03   1.303660   -2.003821   -3.155154   -2.479355
2000-01-04   1.884801   -0.141119   -0.862400   -0.483331
2000-01-05   1.194699    0.010551    0.297378   -1.216695
2000-01-06   1.925393    1.968551   -0.968183    1.284044
2000-01-07   0.565208    0.032738   -2.125934    0.482797
2000-01-08   0.564129   -0.759118   -2.454374   -0.325454
2000-01-09   2.048458   -1.820537   -0.535232   -1.212381
2000-01-10   2.065750    0.383357    1.541496   -3.201469
                  sum       mean
2000-01-01   1.088512   1.088512
2000-01-02   1.879182   0.939591
2000-01-03   1.303660   0.434553
2000-01-04   1.884801   0.628267
2000-01-05   1.194699   0.398233
2000-01-06   1.925393   0.641798
2000-01-07   0.565208   0.188403
2000-01-08   0.564129   0.188043
2000-01-09   2.048458   0.682819
2000-01-10   2.065750   0.688583

import pandas as pd
import numpy as np

df = pd.DataFrame(np.random.randn(10, 4),
   index = pd.date_range('1/1/2000', periods=10),
   columns = ['A', 'B', 'C', 'D'])
print df
r = df.rolling(window=3,min_periods=1)
print r[['A','B']].aggregate([np.sum,np.mean])
Its output is as follows −
                 A           B           C           D
2000-01-01   1.088512   -0.650942   -2.547450   -0.566858
2000-01-02   1.879182   -1.038796   -3.215581   -0.299575
2000-01-03   1.303660   -2.003821   -3.155154   -2.479355
2000-01-04   1.884801   -0.141119   -0.862400   -0.483331
2000-01-05   1.194699    0.010551    0.297378   -1.216695
2000-01-06   1.925393    1.968551   -0.968183    1.284044
2000-01-07   0.565208    0.032738   -2.125934    0.482797
2000-01-08   0.564129   -0.759118   -2.454374   -0.325454
2000-01-09   2.048458   -1.820537   -0.535232   -1.212381
2000-01-10   2.065750    0.383357    1.541496   -3.201469
                    A                      B
                  sum       mean         sum        mean
2000-01-01   1.088512   1.088512   -0.650942   -0.650942
2000-01-02   1.879182   0.939591   -1.038796   -0.519398
2000-01-03   1.303660   0.434553   -2.003821   -0.667940
2000-01-04   1.884801   0.628267   -0.141119   -0.047040
2000-01-05   1.194699   0.398233    0.010551    0.003517
2000-01-06   1.925393   0.641798    1.968551    0.656184
2000-01-07   0.565208   0.188403    0.032738    0.010913
2000-01-08   0.564129   0.188043   -0.759118   -0.253039
2000-01-09   2.048458   0.682819   -1.820537   -0.606846
2000-01-10   2.065750   0.688583    0.383357    0.127786

import pandas as pd
import numpy as np
 
df = pd.DataFrame(np.random.randn(3, 4),
   index = pd.date_range('1/1/2000', periods=3),
   columns = ['A', 'B', 'C', 'D'])
print df
r = df.rolling(window=3,min_periods=1)
print r.aggregate({'A' : np.sum,'B' : np.mean})
Its output is as follows −
                    A          B          C         D
2000-01-01  -1.575749  -1.018105   0.317797  0.545081
2000-01-02  -0.164917  -1.361068   0.258240  1.113091
2000-01-03   1.258111   1.037941  -0.047487  0.867371
                    A          B
2000-01-01  -1.575749  -1.018105
2000-01-02  -1.740666  -1.189587
2000-01-03  -0.482555  -0.447078


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