Feature request: first & last for rolling()

[yohplala]

Code Sample, a copy-pastable example if possible

# This works:
df1 = df.resample(to_freq,
                  closed='left',
                  kind='period',
                   ).agg(OrderedDict([('Open', 'first'),
                                      ('Close', 'last'),
                                                        ]))

# This doesn't:
df2 = df.rolling(my_indexer).agg(
                 OrderedDict([('Open', 'first'),
                              ('Close', 'last') ]))
>>> AttributeError: 'first' is not a valid function for 'Rolling' object

df3 = df.rolling(my_indexer).agg(
                 OrderedDict([
                              ('Close', 'last') ]))
>>> AttributeError: 'last' is not a valid function for 'Rolling' object

Please, could 'first' and 'last' be made available for rolling window?
Thanks for your support!
Bests,

[yohplala]

Link to SO question, which provides some input data, as requested by commentators.

import pandas as pd
from random import seed
from random import randint
from collections import OrderedDict

# DataFrame
ts_1h = pd.date_range(start='2020-01-01 00:00+00:00', end='2020-01-02 00:00+00:00', freq='1h')
seed(1)
values = [randint(0,10) for ts in ts_1h]
df = pd.DataFrame({'Values' : values}, index=ts_1h)

# First & last work with resample
resampled_first = df.resample('3H',
                              closed='left',
                              kind='period',
                             ).agg(OrderedDict([('Values', 'first')]))
resampled_last = df.resample('3H',
                             closed='left',
                             kind='period',
                            ).agg(OrderedDict([('Values', 'last')]))

# They don't with rolling
rolling_first = df.rolling(3).agg(OrderedDict([('Values', 'first')]))
rolling_first = df.rolling(3).agg(OrderedDict([('Values', 'last')]))

[venkata-mi]

'take'

[venkata-mi]

I will take this issue

[9thyear2]

you will?

[venkata-mi]

is this still a relevant feature? @soccerboys2008

[thwblueboy]

It's a good feature for me to get the first/last non-nan element in specific rolling window (with min_periods=1).

[snitish]

What would "first" and "last" mean in the context of a rolling window? i.e. would first refer to the most recent element (it being the most significant element in a way) or the oldest element (going by the index, oldest is first)? Perhaps, to keep it consistent with Groupby, it should be the latter. @mroeschke

[thwblueboy]

What would "first" and "last" mean in the context of a rolling window? i.e. would first refer to the most recent element (it being the most significant element in a way) or the oldest element (going by the index, oldest is first)? Perhaps, to keep it consistent with Groupby, it should be the latter. @mroeschke

In my context, the latter (going by the index, oldest is first).

[snitish]

take