polars.LazyFrame.group_by_rolling

LazyFrame.group_by_rolling(

index_column: IntoExpr,

*,

period: str | timedelta,

offset: str | timedelta | None = None,

closed: ClosedInterval = 'right',

by: IntoExpr | Iterable[IntoExpr] | None = None,

check_sorted: bool = True,

) → LazyGroupBy

Create rolling groups based on a time, Int32, or Int64 column.

Deprecated since version 0.19.9: This method has been renamed to LazyFrame.rolling().

Parameters:

index_column

Column used to group based on the time window. Often of type Date/Datetime. This column must be sorted in ascending order (or, if by is specified, then it must be sorted in ascending order within each group).

In case of a rolling group by on indices, dtype needs to be one of {Int32, Int64}. Note that Int32 gets temporarily cast to Int64, so if performance matters use an Int64 column.

period

length of the window - must be non-negative

offset

offset of the window. Default is -period

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

Define which sides of the temporal interval are closed (inclusive).

by

Also group by this column/these columns

check_sorted

When the by argument is given, polars can not check sortedness by the metadata and has to do a full scan on the index column to verify data is sorted. This is expensive. If you are sure the data within the by groups is sorted, you can set this to False. Doing so incorrectly will lead to incorrect output

Returns:

LazyGroupBy

Object you can call .agg on to aggregate by groups, the result of which will be sorted by index_column (but note that if by columns are passed, it will only be sorted within each by group).