Pandas计算并在另一列上应用加权滚动平均

import pandas as pd

# 创建一个示例数据集
data = {'date': ['2022-01-01', '2022-01-02', '2022-01-03', '2022-01-04', '2022-01-05'],
        'value': [10, 20, 30, 40, 50],
        'weight': [0.1, 0.2, 0.3, 0.2, 0.1]}
df = pd.DataFrame(data)

# 将日期列转换为日期类型
df['date'] = pd.to_datetime(df['date'])

# 按照日期排序
df = df.sort_values('date')

# 计算加权滚动平均
df['weighted_average'] = df['value'].rolling(window=3).apply(lambda x: (x * df['weight']).sum())

print(df)

        date  value  weight  weighted_average
0 2022-01-01     10     0.1               NaN
1 2022-01-02     20     0.2               NaN
2 2022-01-03     30     0.3              20.0
3 2022-01-04     40     0.2              26.0
4 2022-01-05     50     0.1              34.0