Trait polars::prelude::SeriesOpsTime
source · [−]pub trait SeriesOpsTime {
fn ops_time_dtype(&self) -> &DataType;
fn rolling_mean(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_sum(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_median(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_quantile(
&self,
_quantile: f64,
_interpolation: QuantileInterpolOptions,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_min(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_max(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_var(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
fn rolling_std(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError> { ... }
}
Required Methods
fn ops_time_dtype(&self) -> &DataType
Provided Methods
fn rolling_mean(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_mean(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling mean to a Series. See: ChunkedArray::rolling_mean.
fn rolling_sum(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_sum(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling sum to a Series.
fn rolling_median(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_median(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling median to a Series.
fn rolling_quantile(
&self,
_quantile: f64,
_interpolation: QuantileInterpolOptions,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_quantile(
&self,
_quantile: f64,
_interpolation: QuantileInterpolOptions,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling quantile to a Series.
fn rolling_min(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_min(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling min to a Series.
fn rolling_max(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_max(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling max to a Series.
fn rolling_var(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_var(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling variance to a Series.
fn rolling_std(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
fn rolling_std(
&self,
_options: RollingOptionsImpl<'_>
) -> Result<Series, PolarsError>
Apply a rolling std_dev to a Series.