get-rolling-window

Gets an array of size-period rolling windows from an numpy 1-D array

Install

$ pip install get-rolling-window

Usage

import numpy as np
from get_rolling_window import rolling_window

array = np.arange(1, 8)

rolling_window(array, 3, 2)
# array([[1, 2, 3],
#        [3, 4, 5],
#        [5, 6, 7]])

rolling_window(array, size, shift, stride) -> np.ndarray

|-------- size:3 --------|
|- stride:1 -|           |
|            |           |
1            2           3 --------|---
                                shift:2
3            4           5 --------|---

5            6           7

• array np.ndarray The 1-D numpy array. If the given array has more than one dimensions, it will be treated as a 1-D array.
• size int The size of the window.
• shift? int=None The shift argument determines the number of input elements by which the window moves on each iteration. Defaults to size.
• stride? int=1 Determines the stride of the input elements. Defaults to 1.

Returns np.ndarray

License

MIT