rolling

Description

FinHelper rolling function supports rolling operations (sum, mean, std, var, skew) on a quarterly basis.

Parameters

• df (pandas.DataFrame): financial unpivot CM

• window (int > 0)

• method (str; ["sum", "mean", "std", "var", "skew"])

• skipna (bool) : Default - True Exclude NA/null values when computing the result.

• fiscal (str; ["quarter", "annual"]) : Default - 'quarter'

Returns

• pandas.DataFrame

Example

# df is financial unpivot cm
roll_df = FinHelper.rolling(df, window=4, method='sum')