I have a Pandas data frame like this:
test = pd.DataFrame({ \'Date\' : [\'2016-04-01\',\'2016-04-01\',\'2016-04-02\',
I think you can use first convert column Date to_datetime, then find missing Days by groupby with resample and last apply rolling
test['Date'] = pd.to_datetime(test['Date'])
df = test.groupby('User').apply(lambda x: x.set_index('Date').resample('1D').first())
print df
User Value
User Date
John 2016-04-01 John 2.0
2016-04-02 John 3.0
2016-04-03 NaN NaN
2016-04-04 NaN NaN
2016-04-05 NaN NaN
2016-04-06 John 6.0
Mike 2016-04-01 Mike 1.0
2016-04-02 Mike 1.0
2016-04-03 Mike 4.5
2016-04-04 Mike 1.0
2016-04-05 Mike 2.0
df1 = df.groupby(level=0)['Value']
.apply(lambda x: x.shift().rolling(min_periods=1,window=2).mean())
.reset_index(name='Value_Average_Past_2_days')
print df1
User Date Value_Average_Past_2_days
0 John 2016-04-01 NaN
1 John 2016-04-02 2.00
2 John 2016-04-03 2.50
3 John 2016-04-04 3.00
4 John 2016-04-05 NaN
5 John 2016-04-06 NaN
6 Mike 2016-04-01 NaN
7 Mike 2016-04-02 1.00
8 Mike 2016-04-03 1.00
9 Mike 2016-04-04 2.75
10 Mike 2016-04-05 2.75
11 Mike 2016-04-06 1.50
print pd.merge(test, df1, on=['Date', 'User'], how='left')
Date User Value Value_Average_Past_2_days
0 2016-04-01 Mike 1.0 NaN
1 2016-04-01 John 2.0 NaN
2 2016-04-02 Mike 1.0 1.00
3 2016-04-02 John 3.0 2.00
4 2016-04-03 Mike 4.5 1.00
5 2016-04-04 Mike 1.0 2.75
6 2016-04-05 Mike 2.0 2.75
7 2016-04-06 Mike 3.0 1.50
8 2016-04-06 John 6.0 NaN