如何在熊猫中创建固定长度的滚动窗口？

Question

给定一个时间序列，我如何创建某个间隔的滚动窗口，使其以相同的间隔开始，而不是从大小 1 开始扩展。如下所示：

import pandas as pd
from datetime import timedelta

# 'per' x 1 minute (1T) intervals 
per = 10
d = pd.DataFrame(
    {'a': list(range(per))}, 
    index=pd.date_range('2021-05-01T0000', freq='1T', periods=per))

# create a rolling 5 minute window and get its length
w = d.rolling(timedelta(minutes=5))
for wi in w:
    print(len(wi))

# Output (window lengths):
# Window starts with length 1 and iterates until it expands
# to desired size:
#1
#2
#3
#4
#5  < I only want windows starting here
#5
#5
#5
#5

如何改为以指定的窗口大小启动窗口？

Answer 1

也许是一个“解决方法”：您可以使用itertools.dropwhile 过滤长度

from itertools import dropwhile

w = dropwhile(lambda w: len(w) < 5, d.rolling(timedelta(minutes=5)))
for wi in w:
    print(len(wi))

打印：

5
5
5
5
5
5