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
You need a backward sum, therefore reverse your series before sum rolling it:
lambda x: x[::-1].rolling(window=3).sum()
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