rolling with custom weights does not work

[mlazarew]

Code Sample, a copy-pastable example if possible

import pandas as pd

In [1]: df = pd.DataFrame([1,1,1,1])

In [2]: pd.rolling_window(df, window=[1,1], mean=False)
C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\spyderlib\widgets\externalshell\start_ipython_kernel.py:1: FutureWarning: pd.rolling_sum is deprecated for DataFrame and will be removed in a future version, replace with
DataFrame.rolling(window=[1, 1],center=False,axis=0).sum()

-- coding: utf-8 --

Traceback (most recent call last):

File "", line 1, in
pd.rolling_window(pd.DataFrame([1,1,1,1]), window=[1,1], mean=False)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\stats\moments.py", line 657, in rolling_window
**kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\stats\moments.py", line 240, in ensure_compat
result = getattr(r, name)(_args, *_kwds)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 789, in sum
return super(Rolling, self).sum(**kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 552, in sum
return self._apply('roll_sum', **kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 487, in _apply
result = np.apply_along_axis(calc, self.axis, values)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\numpy\lib\shape_base.py", line 91, in apply_along_axis
res = func1d(arr[tuple(i.tolist())], _args, *_kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 484, in calc
return func(x, window, min_periods=self.min_periods)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 471, in func
window, minp, **kwargs)

File "pandas\algos.pyx", line 901, in pandas.algos.roll_sum (pandas\algos.c:28213)

TypeError: an integer is required

In [3]: df.rolling(window=[1, 1],center=False,axis=0).sum()
Traceback (most recent call last):

File "", line 1, in
df.rolling(window=[1, 1],center=False,axis=0).sum()

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 789, in sum
return super(Rolling, self).sum(**kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 552, in sum
return self._apply('roll_sum', **kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 487, in _apply
result = np.apply_along_axis(calc, self.axis, values)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\numpy\lib\shape_base.py", line 91, in apply_along_axis
res = func1d(arr[tuple(i.tolist())], _args, *_kwargs)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 484, in calc
return func(x, window, min_periods=self.min_periods)

File "C:\Users\login\AppData\Local\Continuum\Anaconda3\lib\site-packages\pandas\core\window.py", line 471, in func
window, minp, **kwargs)

File "pandas\algos.pyx", line 901, in pandas.algos.roll_sum (pandas\algos.c:28213)

TypeError: an integer is required

Expected Output

[NA, 2, 2, 2]

output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 26 Stepping 5, GenuineIntel
byteorder: little
LC_ALL: None
LANG: en_US

pandas: 0.18.0
nose: 1.3.7
pip: 8.1.1
setuptools: 20.3
Cython: 0.23.4
numpy: 1.10.4
scipy: 0.17.0
statsmodels: 0.6.1
xarray: None
IPython: 4.1.2
sphinx: 1.3.1
patsy: 0.4.0
dateutil: 2.5.1
pytz: 2016.2
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.5
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: 0.8.4
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.12
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.39.0

[jreback]

This is a duplicate of #12669

you need to pass win_type. pd.rolling_window is deprecated as well.

In [10]: df.rolling(window=[1,1], win_type='boxcar').sum()
Out[10]: 
     0
0  NaN
1  2.0
2  2.0
3  2.0

In [11]: pd.rolling_window(df, win_type='boxcar', window=[1,1], mean=False)
/Users/jreback/miniconda/bin/ipython:1: FutureWarning: pd.rolling_sum is deprecated for DataFrame and will be removed in a future version, replace with 
        DataFrame.rolling(win_type=boxcar,center=False,window=[1, 1],axis=0).sum()
  #!/bin/bash /Users/jreback/miniconda/bin/python.app
Out[11]: 
     0
0  NaN
1  2.0
2  2.0
3  2.0

[mlazarew]

Thank you! That is what I was looking for - could not find in docs.

[jreback]

would u like to update docs to make more helpful? (or doc-strings)?