superset/utils/pandas_postprocessing/rolling.py
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from typing import Any, Optional, Union
from flask_babel import gettext as _
from pandas import DataFrame
from superset.exceptions import InvalidPostProcessingError
from superset.utils.pandas_postprocessing.utils import (
_append_columns,
DENYLIST_ROLLING_FUNCTIONS,
validate_column_args,
)
@validate_column_args("columns")
def rolling( # pylint: disable=too-many-arguments
df: DataFrame,
rolling_type: str,
columns: dict[str, str],
window: Optional[int] = None,
rolling_type_options: Optional[dict[str, Any]] = None,
center: bool = False,
win_type: Optional[str] = None,
min_periods: Optional[int] = None,
) -> DataFrame:
"""
Apply a rolling window on the dataset. See the Pandas docs for further details:
https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.rolling.html
:param df: DataFrame on which the rolling period will be based.
:param columns: columns on which to perform rolling, mapping source column to
target column. For instance, `{'y': 'y'}` will replace the column `y` with
the rolling value in `y`, while `{'y': 'y2'}` will add a column `y2` based
on rolling values calculated from `y`, leaving the original column `y`
unchanged.
:param rolling_type: Type of rolling window. Any numpy function will work.
:param window: Size of the window.
:param rolling_type_options: Optional options to pass to rolling method. Needed
for e.g. quantile operation.
:param center: Should the label be at the center of the window.
:param win_type: Type of window function.
:param min_periods: The minimum amount of periods required for a row to be included
in the result set.
:return: DataFrame with the rolling columns
:raises InvalidPostProcessingError: If the request in incorrect
"""
rolling_type_options = rolling_type_options or {}
df_rolling = df.loc[:, columns.keys()]
kwargs: dict[str, Union[str, int]] = {}
if window is None:
raise InvalidPostProcessingError(_("Undefined window for rolling operation"))
if window == 0:
raise InvalidPostProcessingError(_("Window must be > 0"))
kwargs["window"] = window
if min_periods is not None:
kwargs["min_periods"] = min_periods
if center is not None:
kwargs["center"] = center
if win_type is not None:
kwargs["win_type"] = win_type
df_rolling = df_rolling.rolling(**kwargs)
if rolling_type not in DENYLIST_ROLLING_FUNCTIONS or not hasattr(
df_rolling, rolling_type
):
raise InvalidPostProcessingError(
_("Invalid rolling_type: %(type)s", type=rolling_type)
)
try:
df_rolling = getattr(df_rolling, rolling_type)(**rolling_type_options)
except TypeError as ex:
raise InvalidPostProcessingError(
_(
"Invalid options for %(rolling_type)s: %(options)s",
rolling_type=rolling_type,
options=rolling_type_options,
)
) from ex
df_rolling = _append_columns(df, df_rolling, columns)
if min_periods:
df_rolling = df_rolling[min_periods - 1 :]
return df_rolling