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). 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.