ENH: Add step to rolling

Author: Kevin Sheppard

pandas-stubs/_typing.pyi

@@ -302,4 +302,6 @@ class StyleExportDict(TypedDict, total=False):
     hide_column_names: bool
     css: dict[str, str | int]
 
+RollingMethod = Literal["single", "table"]
+
 __all__ = ["npt", "type_t"]

pandas-stubs/core/frame.pyi

@@ -84,6 +84,7 @@ from pandas._typing import (
     ReadBuffer,
     Renamer,
     ReplaceMethod,
+    RollingMethod,
     Scalar,
     ScalarT,
     SeriesAxisType,
@@ -1429,7 +1430,7 @@ class DataFrame(NDFrame, OpsMixin):
         self,
         min_periods: int = ...,
         axis: AxisType = ...,
-        method: Literal["single", "table"] = ...,
+        method: RollingMethod = ...,
     ) -> Expanding[DataFrame]: ...
     @overload
     def ffill(
@@ -1763,26 +1764,30 @@ class DataFrame(NDFrame, OpsMixin):
     @overload
     def rolling(
         self,
-        window,
+        window: int,
         min_periods: int | None = ...,
         center: _bool = ...,
         *,
         win_type: _str,
         on: Hashable | None = ...,
         axis: AxisType = ...,
         closed: IntervalClosedType | None = ...,
+        step: int | None = ...,
+        method: RollingMethod = ...,
     ) -> Window[DataFrame]: ...
     @overload
     def rolling(
         self,
-        window,
+        window: int,
         min_periods: int | None = ...,
         center: _bool = ...,
         *,
         win_type: None = ...,
         on: Hashable | None = ...,
         axis: AxisType = ...,
         closed: IntervalClosedType | None = ...,
+        step: int | None = ...,
+        method: RollingMethod = ...,
     ) -> Rolling[DataFrame]: ...
     def rpow(
         self,

pandas-stubs/core/series.pyi

@@ -88,6 +88,7 @@ from pandas._typing import (
     QuantileInterpolation,
     Renamer,
     ReplaceMethod,
+    RollingMethod,
     Scalar,
     SeriesAxisType,
     SortKind,
@@ -1318,7 +1319,7 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
         self,
         min_periods: int = ...,
         axis: SeriesAxisType = ...,
-        method: Literal["single", "table"] = ...,
+        method: RollingMethod = ...,
     ) -> Expanding[Series]: ...
     def floordiv(
         self,
@@ -1496,26 +1497,30 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
     @overload
     def rolling(
         self,
-        window,
+        window: int,
         min_periods: int | None = ...,
         center: _bool = ...,
         *,
         win_type: _str,
         on: _str | None = ...,
         axis: SeriesAxisType = ...,
         closed: _str | None = ...,
+        step: int | None = ...,
+        method: RollingMethod = ...,
     ) -> Window[Series]: ...
     @overload
     def rolling(
         self,
-        window,
+        window: int,
         min_periods: int | None = ...,
         center: _bool = ...,
         *,
         win_type: None = ...,
         on: _str | None = ...,
         axis: SeriesAxisType = ...,
         closed: _str | None = ...,
+        step: int | None = ...,
+        method: RollingMethod = ...,
     ) -> Rolling[Series]: ...
     def rpow(
         self,

pandas-stubs/core/window/ewm.pyi

@@ -1,7 +1,6 @@
 from typing import (
     Any,
     Generic,
-    Literal,
     overload,
 )
 
@@ -18,6 +17,7 @@ from pandas._typing import (
     AggFuncTypeSeriesToFrame,
     Axis,
     NDFrameT,
+    RollingMethod,
     TimedeltaConvertibleTypes,
     WindowingEngine,
     WindowingEngineKwargs,
@@ -36,7 +36,7 @@ class ExponentialMovingWindow(BaseWindow[NDFrameT], Generic[NDFrameT]):
         ignore_na: bool = ...,
         axis: Axis = ...,
         times: str | np.ndarray | Series | None = ...,
-        method: Literal["single", "table"] = ...,
+        method: RollingMethod = ...,
     ) -> None: ...
     @overload
     def aggregate(

tests/test_windowing.py

@@ -304,3 +304,11 @@ def test_ewm_aggregate_series() -> None:
         DataFrame,
     )
     check(assert_type(S.ewm(span=10).agg("sum"), Series), Series)
+
+
+def test_rolling_step_method():
+    check(
+        assert_type(DF.rolling(10, step=5, method="single"), "Rolling[DataFrame]"),
+        Rolling,
+    )
+    check(assert_type(DF.rolling(10, method="table"), "Rolling[DataFrame]"), Rolling)