Closed
Description
Example:
import pandas as pd
index = [
pd.Timestamp('20130101 09:00:00'),
pd.Timestamp('20130101 09:00:02'),
pd.Timestamp('20130101 09:00:03'),
pd.Timestamp('20130101 09:00:05'),
pd.Timestamp('20130101 09:00:06')
]
df = pd.DataFrame({'price': [3, 4, 4, 2, 1]}, index=reversed(index))
df.rolling('2s').min()Problem description
I'm trying to work with time series data frames in reversed order. It seems pandas is failing due to index must be monotonic, although the index is clearly mononotonic decreasing.
Note: This stackoverflow answer seems like a workaround
The error raised:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-2-77eb98350c02> in <module>()
----> 1 df.rolling('1s').mean()
~/.local/share/virtualenvs/src-l39fhq8N/lib/python3.6/site-packages/pandas/core/generic.py in rolling(self, window, min_periods, freq, center, win_type, on, axis, closed)
7065 min_periods=min_periods, freq=freq,
7066 center=center, win_type=win_type,
-> 7067 on=on, axis=axis, closed=closed)
7068
7069 cls.rolling = rolling
~/.local/share/virtualenvs/src-l39fhq8N/lib/python3.6/site-packages/pandas/core/window.py in rolling(obj, win_type, **kwds)
2067 return Window(obj, win_type=win_type, **kwds)
2068
-> 2069 return Rolling(obj, **kwds)
2070
2071
~/.local/share/virtualenvs/src-l39fhq8N/lib/python3.6/site-packages/pandas/core/window.py in __init__(self, obj, window, min_periods, freq, center, win_type, axis, on, closed, **kwargs)
84 self.win_freq = None
85 self.axis = obj._get_axis_number(axis) if axis is not None else None
---> 86 self.validate()
87
88 @property
~/.local/share/virtualenvs/src-l39fhq8N/lib/python3.6/site-packages/pandas/core/window.py in validate(self)
1102 timedelta))):
1103
-> 1104 self._validate_monotonic()
1105 freq = self._validate_freq()
1106
~/.local/share/virtualenvs/src-l39fhq8N/lib/python3.6/site-packages/pandas/core/window.py in _validate_monotonic(self)
1134 formatted = self.on or 'index'
1135 raise ValueError("{0} must be "
-> 1136 "monotonic".format(formatted))
1137
1138 def _validate_freq(self):
ValueError: index must be monotonic
Expected Output
The expected output should be that the min should be calculated from the 2s previous samples
price
2013-01-01 09:00:00 3.0
2013-01-01 09:00:02 4.0
2013-01-01 09:00:03 2.0
2013-01-01 09:00:05 1.0
2013-01-01 09:00:06 1.0
Output of pd.show_versions()
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.1.final.0
python-bits: 64
OS: Linux
OS-release: 4.10.0-42-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: en_US.UTF-8
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8
pandas: 0.22.0
pytest: 3.2.5
pip: 9.0.1
setuptools: 38.2.4
Cython: None
numpy: 1.13.3
scipy: 1.0.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: None
patsy: None
dateutil: 2.6.1
pytz: 2017.3
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: 1.1.15
pymysql: None
psycopg2: 2.7.3.2 (dt dec pq3 ext lo64)
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None