polars.Series.rolling_rank_by#

Series.rolling_rank_by(
by: IntoExpr,
window_size: timedelta | str_,
method: RankMethod = 'average',
*,
seed: int | None = None,
min_samples: int = 1,
closed: ClosedInterval = 'right',
) → Series[source]#

Compute a rolling rank based on another column.

Warning

This functionality is considered unstable. It may be changed at any point without it being considered a breaking change.

Given a by column <t_0, t_1, ..., t_n>, then closed="right" (the default) means the windows will be:

  • (t_0 - window_size, t_0]

  • (t_1 - window_size, t_1]

  • …

  • (t_n - window_size, t_n]

Parameters:
by

Should be DateTime, Date, UInt64, UInt32, Int64, or Int32 data type (note that the integral ones require using 'i' in window size).

window_size

The length of the window. Can be a dynamic temporal size indicated by a timedelta or the following string language:

  • 1ns (1 nanosecond)

  • 1us (1 microsecond)

  • 1ms (1 millisecond)

  • 1s (1 second)

  • 1m (1 minute)

  • 1h (1 hour)

  • 1d (1 calendar day)

  • 1w (1 calendar week)

  • 1mo (1 calendar month)

  • 1q (1 calendar quarter)

  • 1y (1 calendar year)

  • 1i (1 index count)

By “calendar day”, we mean the corresponding time on the next day (which may not be 24 hours, due to daylight savings - in cases of ambiguity, we follow RFC-5545 and preserve the DST fold of the original datetime). Similarly for “calendar week”, “calendar month”, “calendar quarter”, and “calendar year”.

method{‘average’, ‘min’, ‘max’, ‘dense’, ‘random’}

The method used to assign ranks to tied elements. The following methods are available (default is ‘average’):

  • ‘average’ : The average of the ranks that would have been assigned to all the tied values is assigned to each value.

  • ‘min’ : The minimum of the ranks that would have been assigned to all the tied values is assigned to each value. (This is also referred to as “competition” ranking.)

  • ‘max’ : The maximum of the ranks that would have been assigned to all the tied values is assigned to each value.

  • ‘dense’ : Like ‘min’, but the rank of the next highest element is assigned the rank immediately after those assigned to the tied elements.

  • ‘random’ : Choose a random rank for each value in a tie.

seed

Random seed used when method='random'. If set to None (default), a random seed is generated for each rolling rank operation.

min_samples

The number of values in the window that should be non-null before computing a result.

closed{‘left’, ‘right’, ‘both’, ‘none’}

Define which sides of the temporal interval are closed (inclusive), defaults to 'right'.

Returns:
Series

A Series of data Float64 if method is "average" or, the index size (see get_index_type()) otherwise.