As per this question. This groupby works when applied to my df
for a pd.rolling_mean
column as follows:
data['maFast']=data['Last'].groupby(pd.TimeGrouper('d'))
.apply(pd.rolling_mean,center=False,window=10)
How do I apply the same groupby logic to another element of my df
which contains pd.rolling_std
and pd.rolling_mean
:
data['maSlow_std'] = pd.rolling_mean(data['Last'], window=60) +
2* pd.rolling_std(data['Last'], 20, min_periods=20)
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