F/rolling size

doc/source/whatsnew/v0.24.0.rst

@@ -1003,6 +1003,7 @@ update the ``ExtensionDtype._metadata`` tuple to match the signature of your
 - :meth:`Series.unstack` and :meth:`DataFrame.unstack` no longer convert extension arrays to object-dtype ndarrays. Each column in the output ``DataFrame`` will now have the same dtype as the input (:issue:`23077`).
 - Bug when grouping :meth:`Dataframe.groupby()` and aggregating on ``ExtensionArray`` it was not returning the actual ``ExtensionArray`` dtype (:issue:`23227`).
 - A default repr for :class:`ExtensionArray` is now provided (:issue:`23601`).
+- Added `.size()` alias for `.count` function for `Window` (:issue:`24057`).
 
 .. _whatsnew_0240.api.incompatibilities:
 

pandas/_libs/window.pyx

@@ -353,12 +353,27 @@ def get_window_indexer(values, win, minp, index, closed,
  right_closed, index, floor)
  return indexer.get_data()
 
+# Rolling size
+def roll_size(ndarray[float64_t] values, int64_t win, int64_t minp,
+ object index, object closed):
+ cdef:
+ int64_t N
+ ndarray[int64_t] start, end
+ ndarray[float64_t] output
+
+ start, end, N, _, _, _ = get_window_indexer(values, win,
+ minp, index, closed)
+ output = np.empty(N, dtype=float)
+
+ output = (end - start).astype(float)
+
+ return output
+
 
 # ----------------------------------------------------------------------
 # Rolling count
 # this is only an impl for index not None, IOW, freq aware
 
-
 def roll_count(ndarray[float64_t] values, int64_t win, int64_t minp,
  object index, object closed):
  cdef:
@@ -408,7 +423,6 @@ def roll_count(ndarray[float64_t] values, int64_t win, int64_t minp,
 
  return output
 
-
 # ----------------------------------------------------------------------
 # Rolling sum
 

pandas/core/window.py

@@ -943,6 +943,21 @@ def count(self):
 
  return self._wrap_results(results, blocks, obj)
 
+ def size(self):
+ blocks, obj, index = self._create_blocks()
+ # Validate the index
+ self._get_index(index=index)
+
+ # window = self._get_window()
+ # window = min(window, len(obj)) if not self.center else window
+
+ results = []
+ for b in blocks:
+ results.append(b.size())
+
+ return self._wrap_results(results, blocks, obj)
+
+
  _shared_docs['apply'] = dedent(r"""
  %(name)s function apply.
 
@@ -1665,6 +1680,11 @@ def count(self):
 
  return super(Rolling, self).count()
 
+ def size(self):
+ if self.is_freq_type:
+ return self._apply('roll_size', 'size')
+ return super(Rolling, self).size()
+
  @Substitution(name='rolling')
  @Appender(_doc_template)
  @Appender(_shared_docs['apply'])

pandas/tests/test_window.py

@@ -646,6 +646,24 @@ def test_rolling_axis(self, axis_frame):
  result = df.rolling(3, axis=axis_frame).sum()
  tm.assert_frame_equal(result, expected)
 
+ def test_size(self):
+ # gh-24057
+ ser = Series(
+ np.random.rand(20),
+ index=pd.date_range('2012-1-1', periods=20)
+ )
+ ser.iloc[[5, -1]] = np.nan
+ ser.drop([pd.Timestamp('2012-1-10')], inplace=True) # drop element in the middle
+
+ window = ser.rolling('5D')
+
+ expected = window.agg(np.size)
+ keyword_agg = window.agg('size')
+ tm.assert_series_equal(keyword_agg, expected)
+
+ attribute_agg = window.size()
+ tm.assert_series_equal(attribute_agg, expected)
+
 
 class TestExpanding(Base):