pandas rolling computation with window based on values instead of counts

Question

I\'m looking for a way to do something like the various rolling_* functions of pandas, but I want the window of the rolling computation to be defin

Answer 1

Based on Zelazny7's answer, I created this more general solution:

def rollBy(what, basis, window, func):
    def applyToWindow(val):
        chunk = what[(val<=basis) & (basis>> rollBy(d.ToRoll, d.RollBasis, 5, sum)
0    -4
1    -4
2    -4
3    -4
4    -6
5    -2
6   -15
7   -20
8    -7
9    -5
Name: RollBasis

It's still not ideal as it is very slow compared to rolling_apply, but perhaps this is inevitable.