Function optimized_rolling_diff

loggers/analysis.py:27–28

(series, window_size)

    return np.log(series / series.shift(step)).dropna().reset_index(drop=True)

def optimized_rolling_diff(series, window_size):
    return series.rolling(window=window_size).apply(lambda x: x.iloc[-1] - x.iloc[0], raw=False).shift(-(window_size - 1))

def process_file(f):
    df = pd.read_csv(f)