objectif
Rolling basé sur durée (ex: 2H) plutôt que taille fixe.
code minimal
import pandas as pd
idx = pd.date_range("2025-01-01", periods=5, freq="H")
s = pd.Series([1,2,3,4,5], index=idx)
print(s.rolling("2H").sum().tolist())
utilisation
import pandas as pd
idx = pd.date_range("2025-01-01", periods=4, freq="30min")
s = pd.Series([1,1,1,1], index=idx)
print(s.rolling("1H").count().tolist())
variante(s) utile(s)
import pandas as pd
idx = pd.date_range("2025-01-01", periods=4, freq="H")
s = pd.Series([1,2,3,4], index=idx)
print(s.rolling("2H", closed="both").mean().tolist())
notes
- Index datetime requis; attention aux bords (
closed).