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.