Apply not available for all windows type

[MenelikV]

Code Sample, a copy-pastable example if possible

import pandas as pd
import numpy as np
df = pd.DataFrame({'A': range(1000)})
df.rolling(5, center=True, win_type='triang').apply(lambda x: np.nanstd(x), raw=False)

Problem description

The above produces an error, stating that the Window class produces by the rolling function does not have an apply attribute.

If I remove the win_type attribute, the computation goes fine and returns a result:

	A
0	NaN
1	NaN
2	1.414214
3	1.414214
4	1.414214
...	...
995	1.414214
996	1.414214
997	1.414214
998	NaN
999	NaN

Expected Output

I expect the apply attribute to be available to any win_type (I did not see any restrictions in the documentation of pd.DataFrame.rolling (https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.rolling.html), or the documentation of pd.DataFrame.rolling.apply (https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.core.window.Rolling.apply.html))

Output of pd.show_versions()

INSTALLED VERSIONS

commit : None
python : 3.6.8.final.0
python-bits : 64
OS : Windows
OS-release : 7
machine : AMD64
processor : Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder : little
LC_ALL : None
LANG : fr_FR.UTF-8
LOCALE : None.None

pandas : 0.25.1
numpy : 1.16.2
pytz : 2018.9
dateutil : 2.8.0
pip : 19.1.1
setuptools : 40.8.0
Cython : 0.29.6
pytest : 4.3.1
hypothesis : None
sphinx : 1.8.5
blosc : None
feather : None
xlsxwriter : 1.1.5
lxml.etree : 4.3.2
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.10
IPython : 7.4.0
pandas_datareader: None
bs4 : 4.7.1
bottleneck : 1.2.1
fastparquet : None
gcsfs : None
lxml.etree : 4.3.2
matplotlib : 3.0.3
numexpr : 2.6.9
odfpy : None
openpyxl : 2.6.1
pandas_gbq : None
pyarrow : None
pytables : None
s3fs : None
scipy : 1.2.1
sqlalchemy : 1.3.1
tables : 3.5.1
xarray : None
xlrd : 1.2.0
xlwt : 1.3.0
xlsxwriter : 1.1.5

[WillAyd]

Thanks for the report. If you'd like to investigate and try a PR would certainly be welcome. Relevant code is in pandas.core.window.rolling.py

[vishnuyar]

Interested to work on this issue, any helpful pointers to begin with

[rohitsanj]

@WillAyd I'd like to be assigned this issue. According to the following code, when win_type is passed to the rolling function, it returns an object of Window class. The Window class, as opposed to the Rolling class does not have the following member methods: ['std', 'var', 'cov', 'kurt', 'quantile', '_validate_freq', 'skew', 'max', '_validate_monotonic', 'apply', '_agg_doc', 'corr', 'count', 'median', 'min'] - which includes apply

I tried removing the condition so as to always return a Rolling object, but I encountered issues in other dependent functions.

pandas/pandas/core/generic.py

Lines 10725 to 10758 in 88a6ee1

	def rolling(
	self,
	window,
	min_periods=None,
	center=False,
	win_type=None,
	on=None,
	axis=0,
	closed=None,
	):
	axis = self._get_axis_number(axis)
	if win_type is not None:
	return Window(
	self,
	window=window,
	min_periods=min_periods,
	center=center,
	win_type=win_type,
	on=on,
	axis=axis,
	closed=closed,
	)
	return Rolling(
	self,
	window=window,
	min_periods=min_periods,
	center=center,
	win_type=win_type,
	on=on,
	axis=axis,
	closed=closed,
	)

[WillAyd]

Great! We don’t really use the assign tool on Github but feel free to take a look and if you can get it to work would certainly welcome a PR

…

Sent from my iPhone

On Oct 3, 2019, at 5:46 PM, Rohit Sanjay ***@***.***> wrote:  @WillAyd I'd like to be assigned this issue. According to the following code, when win_type is passed to the rolling function, it returns an object of Window class. The Window class, as opposed to the Rolling class does not have the following functions: ['std', 'var', 'cov', 'kurt', 'quantile', '_validate_freq', 'skew', 'max', '_validate_monotonic', 'apply', '_agg_doc', 'corr', 'count', 'median', 'min'] - which includes apply I tried removing the condition and always returning a Rolling object, but I encountered issues in other dependent functions. https://github.com/pandas-dev/pandas/blob/88a6ee1eb1702e31e74d0bdaeae4b70568d07149/pandas/core/generic.py#L10725-L10758 — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub, or mute the thread.

[mroeschke]

Thanks for the report. This issue is a duplicate of #19286