DataSet.rolling_range(window=None, align='right')

rolling_range: Calculate a rolling range based on a window

  • window (int) – The size of the window for the calculation of the rolling range

  • align (str) – This determines whether the output time is at the left, centre or right hand side of the time window. Options are “left”, “centre” and “right”


If you wanted to calculate a rolling range with the range calculated over every 10 time steps, do the following:

>>> ds.rolling_range(10)