Rolling Functions

This module contains some tools to compute rolling functions, such as rolling minimum (roll_min) and rolling maximum (roll_max).

Minimum and maximum

fynance.features.roll_functions.roll_min(X)	Compute simple rolling minimum of size w for each X’ series.
fynance.features.roll_functions.roll_max(X)	Compute simple rolling maximum of size w for each X’ series.