Given a timeseries, how do I create a rolling window of some interval such that it starts with that same interval, instead of expanding from size 1. As seen here:
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 How to instead start the window with the specified window size?
