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49 changes: 21 additions & 28 deletions doc/source/user_guide/window.rst
Original file line number Diff line number Diff line change
Expand Up @@ -244,7 +244,7 @@ a ``BaseIndexer`` subclass that allows a user to define a custom method for calc
The ``BaseIndexer`` subclass will need to define a ``get_window_bounds`` method that returns
a tuple of two arrays, the first being the starting indices of the windows and second being the
ending indices of the windows. Additionally, ``num_values``, ``min_periods``, ``center``, ``closed``
and will automatically be passed to ``get_window_bounds`` and the defined method must
and ``step`` will automatically be passed to ``get_window_bounds`` and the defined method must
always accept these arguments.

For example, if we have the following :class:`DataFrame`
Expand All @@ -259,33 +259,26 @@ For example, if we have the following :class:`DataFrame`
and we want to use an expanding window where ``use_expanding`` is ``True`` otherwise a window of size
1, we can create the following ``BaseIndexer`` subclass:

.. code-block:: ipython

In [2]: from pandas.api.indexers import BaseIndexer

In [3]: class CustomIndexer(BaseIndexer):
...: def get_window_bounds(self, num_values, min_periods, center, closed):
...: start = np.empty(num_values, dtype=np.int64)
...: end = np.empty(num_values, dtype=np.int64)
...: for i in range(num_values):
...: if self.use_expanding[i]:
...: start[i] = 0
...: end[i] = i + 1
...: else:
...: start[i] = i
...: end[i] = i + self.window_size
...: return start, end

In [4]: indexer = CustomIndexer(window_size=1, use_expanding=use_expanding)

In [5]: df.rolling(indexer).sum()
Out[5]:
values
0 0.0
1 1.0
2 3.0
3 3.0
4 10.0
.. ipython:: python

from pandas.api.indexers import BaseIndexer

class CustomIndexer(BaseIndexer):
def get_window_bounds(self, num_values, min_periods, center, closed, step):
start = np.empty(num_values, dtype=np.int64)
end = np.empty(num_values, dtype=np.int64)
for i in range(num_values):
if self.use_expanding[i]:
start[i] = 0
end[i] = i + 1
else:
start[i] = i
end[i] = i + self.window_size
return start, end

indexer = CustomIndexer(window_size=1, use_expanding=use_expanding)

df.rolling(indexer).sum()

You can view other examples of ``BaseIndexer`` subclasses `here <https://github.com/pandas-dev/pandas/blob/main/pandas/core/indexers/objects.py>`__

Expand Down