pandas-dev · jreback · Apr 9, 2021 · jreback · Apr 9, 2021 · luholgit
diff --git a/pandas/_libs/window/indexers.pyx b/pandas/_libs/window/indexers.pyx
@@ -11,7 +11,7 @@ def calculate_variable_window_bounds(
    int64_t num_values,
    int64_t window_size,
    object min_periods,  # unused but here to match get_window_bounds signature
-    object center,  # unused but here to match get_window_bounds signature
+    object center,
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
@@ -450,7 +457,36 @@ def homogeneous_func(values: np.ndarray):
            if values.size == 0:
                return values.copy()

+            def _calculate_center_offset(window) -> int:
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
@@ -334,6 +334,13 @@ def _get_window_indexer(self) -> BaseIndexer:
        """
        if isinstance(self.window, BaseIndexer):
            return self.window
+
+        if self.is_freq_type:
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
            or isinstance(
                self._on, (ABCDatetimeIndex, ABCTimedeltaIndex, ABCPeriodIndex)
            )
        ) and isinstance(self.window, (str, BaseOffset, timedelta)):

            self._validate_monotonic()

-            # we don't allow center
-            if self.center:
+            # we don't allow center for offset based windows
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
+                _calculate_center_offset(self.window)
+                if self.center
+                and not isinstance(
+                    self._get_window_indexer(self.window), VariableWindowIndexer
diff --git a/pandas/_libs/window/indexers.pyx b/pandas/_libs/window/indexers.pyx
@@ -74,14 +78,27 @@ def calculate_variable_window_bounds(
    # right endpoint is open
    else:
        end[0] = 0
+    if center_window:
+        for j in range(0, num_values+1):
+            if (index[j] == index[0] + index_growth_sign*window_size/2 and
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
+    def _center_window(self, result: np.ndarray, offset: int) -> np.ndarray:
+        """
+        Center the result in the window for weighted rolling aggregations.
+        """
+        if self.axis > result.ndim - 1:
+            raise ValueError("Requested axis is larger then no. of argument dimensions")
+
+        if offset > 0:
+            lead_indexer = [slice(None)] * result.ndim
+            lead_indexer[self.axis] = slice(offset, None)
+            result = np.copy(result[tuple(lead_indexer)])
+        return result
+
 if center: 
diff --git a/pandas/_libs/window/indexers.pyx b/pandas/_libs/window/indexers.pyx
@@ -60,6 +62,8 @@ def calculate_variable_window_bounds(

    if index[num_values - 1] < index[0]:
        index_growth_sign = -1
+    if center:
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
@@ -334,9 +334,12 @@ def _get_window_indexer(self) -> BaseIndexer:
        """
        if isinstance(self.window, BaseIndexer):
            return self.window
+
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
@@ -451,6 +454,7 @@ def homogeneous_func(values: np.ndarray):
                return values.copy()

            def calc(x):
+
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
@@ -1880,20 +1884,14 @@ def validate(self):
        # we allow rolling on a datetimelike index
        if (
            self.obj.empty
+            # TODO: add "or self.is_datetimelike"?
diff --git a/pandas/_libs/window/indexers.pyx b/pandas/_libs/window/indexers.pyx
diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py
diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py

    tm.assert_frame_equal(result, expected)


-def test_closed_fixed_binary_col():
+def test_datetimelike_centered_selections(closed, arithmetic_win_operators):
diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py
+            + [77.0] * 2
+        )
+
+    else:
diff --git a/doc/source/whatsnew/v1.3.0.rst b/doc/source/whatsnew/v1.3.0.rst
+used (:issue:`38780`).
+For example:
+
+.. code-block:: ipython
diff --git a/doc/source/whatsnew/v1.3.0.rst b/doc/source/whatsnew/v1.3.0.rst
@@ -134,6 +134,30 @@ a copy will no longer be made (:issue:`32960`)
 The default behavior when not passing ``copy`` will remain unchanged, i.e.
 a copy will be made.

+Centered Datetime-Like Rolling Windows
diff --git a/pandas/_libs/window/indexers.pyx b/pandas/_libs/window/indexers.pyx
diff --git a/doc/source/whatsnew/v1.3.0.rst b/doc/source/whatsnew/v1.3.0.rst
+              index=date_range("2020", periods=5, freq="1D")
+           )
+
+   In [2]: df.rolling("2D", center=True).mean()
diff --git a/pandas/tests/window/test_rolling.py b/pandas/tests/window/test_rolling.py
+def test_even_number_window_alignment():
+    # see discussion in GH 38780
+    s = Series(range(3), index=date_range(start="2020-01-01", freq="D", periods=3))
+
+    # behavior of index- and datetime-based windows differs here!
+    # s.rolling(window=2, min_periods=1, center=True).mean()
+
+    result = s.rolling(window="2D", min_periods=1, center=True).mean()
+
+    expected = Series([0.5, 1.5, 2], index=s.index)
+
+    tm.assert_series_equal(result, expected)
diff --git a/doc/source/user_guide/window.rst b/doc/source/user_guide/window.rst
diff --git a/doc/source/whatsnew/v1.3.0.rst b/doc/source/whatsnew/v1.3.0.rst
+
+    df = pd.DataFrame(
+        {"A": [0, 1, 2, 3, 4]}, index=pd.date_range("2020", periods=5, freq="1D")
+    )
diff --git a/doc/source/user_guide/window.rst b/doc/source/user_guide/window.rst
@@ -156,6 +156,16 @@ By default the labels are set to the right edge of the window, but a
   s.rolling(window=5).mean()
   s.rolling(window=5, center=True).mean()

+This can also be applied to datetime-like indices.
+
		@@ -451,6 +454,7 @@ def homogeneous_func(values: np.ndarray):
		return values.copy()

		def calc(x):