Is there an equivalent of rolling_apply in pandas that applies function to the cumulative values of a series rather than the rolling values? I realize cumsum, cumprod, cummax, and cummin exist, but I'd like to apply a custom function.
You can use pd.expanding_apply. Below is a simple example which only really does a cumulative sum, but you could write whatever function you wanted for it.
import pandas as pd
df = pd.DataFrame({'data':[10*i for i in range(0,10)]})
def sum_(x):
return sum(x)
df['example'] = pd.expanding_apply(df['data'], sum_)
print(df)
# data example
#0 0 0
#1 10 10
#2 20 30
#3 30 60
#4 40 100
#5 50 150
#6 60 210
#7 70 280
#8 80 360
#9 90 450
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