Window
Window is a useful tool for time series analysis and rolling window operations in DolphinDB pandas. It can be flexibly used for window operations, including the calculation of rolling average, rolling sum, and rolling variance. The following table introduces rolling window functions supported by DolphinDB pandas.
Rolling Window Functions
Function |
Compatibility Statement |
---|---|
cov | No parameter is supported. |
max | No parameter is supported. The window size should be no less than 2. |
mean | No parameter is supported. |
min | No parameter is supported. |
sum | No parameter is supported. The rolling sum of literal data or data of POINT, UUID, IPADDR, INT128, or COMPLEX type returns NULL. |
std | No parameter is supported. |
kurt | No parameter is supported. |
var | No parameter is supported. |