operations.py 文件源码

def handle_rolling(agg, granularity, timestamps, values, is_aggregated,
                   references, window):
    if window > len(values):
        raise exceptions.UnAggregableTimeseries(
            references,
            "Rolling window '%d' is greater than serie length '%d'" %
            (window, len(values))
        )

    timestamps = timestamps[window - 1:]
    values = values.T
    # rigtorp.se/2011/01/01/rolling-statistics-numpy.html
    shape = values.shape[:-1] + (values.shape[-1] - window + 1, window)
    strides = values.strides + (values.strides[-1],)
    new_values = AGG_MAP[agg](as_strided(values, shape=shape, strides=strides),
                              axis=-1)
    return granularity, timestamps, new_values.T, is_aggregated