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How to Reverse Rolling Sum?

Tags:

python

pandas

I have a rolling sum calculated on a grouped data frame but its adding up the wrong way, it is a sum of the future, when I need a sum of the past.

What am I doing wrong here?

I import the data and sort by Dimension and Date (I have tried removing the date sort already)

df = pd.read_csv('Input.csv', parse_dates=True)
df.sort_values(['Dimension','Date'])
print(df)

I then create a new column which is a multi index grouped by rolling window

new_column = df.groupby('Dimension').Value1.apply(lambda x: 
x.rolling(window=3).sum())

I then reset the index to be the same as the original

df['Sum_Value1'] = new_column.reset_index(level=0, drop=True)
print(df)

I have also tried reversing the index before the calculation, but that also failed.

Input

Dimension,Date,Value1,Value2
1,4/30/2002,10,20
1,1/31/2002,10,20
1,10/31/2001,10,20
1,7/31/2001,10,20
1,4/30/2001,10,20
1,1/31/2001,10,20
1,10/31/2000,10,20
2,4/30/2002,10,20
2,1/31/2002,10,20
2,10/31/2001,10,20
2,7/31/2001,10,20
2,4/30/2001,10,20
2,1/31/2001,10,20
2,10/31/2000,10,20
3,4/30/2002,10,20
3,1/31/2002,10,20
3,10/31/2001,10,20
3,7/31/2001,10,20
3,1/31/2001,10,20
3,10/31/2000,10,20

Output:

    Dimension        Date  Value1  Value2  Sum_Value1
0           1   4/30/2002      10      20         NaN
1           1   1/31/2002      10      20         NaN
2           1  10/31/2001      10      20        30.0
3           1   7/31/2001      10      20        30.0
4           1   4/30/2001      10      20        30.0
5           1   1/31/2001      10      20        30.0
6           1  10/31/2000      10      20        30.0
7           2   4/30/2002      10      20         NaN
8           2   1/31/2002      10      20         NaN
9           2  10/31/2001      10      20        30.0
10          2   7/31/2001      10      20        30.0
11          2   4/30/2001      10      20        30.0
12          2   1/31/2001      10      20        30.0
13          2  10/31/2000      10      20        30.0

Goal Output:

    Dimension        Date  Value1  Value2  Sum_Value1
0           1   4/30/2002      10      20        30.0
1           1   1/31/2002      10      20        30.0
2           1  10/31/2001      10      20        30.0
3           1   7/31/2001      10      20        30.0
4           1   4/30/2001      10      20        30.0
5           1   1/31/2001      10      20         NaN
6           1  10/31/2000      10      20         NaN
7           2   4/30/2002      10      20        30.0
8           2   1/31/2002      10      20        30.0
9           2  10/31/2001      10      20        30.0
10          2   7/31/2001      10      20        30.0
11          2   4/30/2001      10      20        30.0
12          2   1/31/2001      10      20         Nan
13          2  10/31/2000      10      20         NaN
like image 524
Terry Avatar asked Mar 29 '17 18:03

Terry


1 Answers

You need a backward sum, therefore reverse your series before sum rolling it:

lambda x: x[::-1].rolling(window=3).sum()
like image 161
Zeugma Avatar answered Oct 03 '22 02:10

Zeugma