ENH/API: rolling_apply to pass frames to the rolled function (rather than ndarrays)

[jreback]

Returning a Series: http://stackoverflow.com/questions/19121854/using-rolling-apply-on-a-dataframe-object

Returning a Scalar: http://stackoverflow.com/questions/21040766/python-pandas-rolling-apply-two-column-input-into-function/21045831#21045831

[jseabold]

+1

I was just trying to do similar. Would be nice if rolling_apply, expanding_apply had an option to work over the whole DataFrame. It doesn't even have to pass frames, but rather just roll over the whole 0 axis instead of one series at a time.

That sounds equivalent to the split-apply(-combine) approach of groupby, only pandas doesn't
currently provide that sort of split function.

related #4059

[twiecki]

Just ran into the same issue.

[frankz-ai]

same issue here