Pandas: Custom Rolling Window

Question

Trying to run the code below for Python (3.9.13) Pandas (1.5.2) docs but running to the error below. Any suggestions!

ValueError: CustomWindow does not implement the correct signature for get_window_bounds

# Libraries
import numpy as np
import pandas as pd
from pandas.api.indexers import BaseIndexer

# Data
df = pd.DataFrame({"values": range(5)})

# Customization
class CustomIndexer(BaseIndexer):
    def get_window_bounds(self, num_values, min_periods, center, closed):
        start = np.empty(num_values, dtype=np.int64)
        end = np.empty(num_values, dtype=np.int64)
        for i in range(num_values):
            if self.use_expanding[i]:
                start[i] = 0
                end[i] = i + 1
            else:
                start[i] = i
                end[i] = i + self.window_size
        return start, end

# Instantiate  class  
use_expanding = [True, False, True, False, True]
indexer = CustomIndexer(window_size=2, use_expanding=use_expanding)

# Perform rolling
df.rolling(indexer).sum()

Expected output

    values
0     0.0
1     1.0
2     3.0
3     3.0
4    10.0

Answer 1

You missed the step parameter:

Replace:

def get_window_bounds(self, num_values, min_periods, center, closed):

With:

def get_window_bounds(self, num_values, min_periods, center, closed, step):

Better (typing and default values):

# https://github.com/pandas-dev/pandas/blob/8dab54d6573f7186ff0c3b6364d5e4dd635ff3e7/pandas/core/indexers/objects.py#L43-L71
def get_window_bounds(
    self,
    num_values: int = 0,
    min_periods: int = None,
    center: bool = None,
    closed: str = None,
    step: int = None,
) -> tuple[np.ndarray, np.ndarray]: