熊猫：过去n天的平均值

我认为您可以使用第一个convert列

Date

to_datetime

Days

groupby

resample

apply

rolling

test['Date'] = pd.to_datetime(test['Date'])df = test.groupby('User').apply(lambda x: x.set_index('Date').resample('1D').first())print df      User  ValueUser Date        John 2016-04-01  John    2.0     2016-04-02  John    3.0     2016-04-03   NaN    NaN     2016-04-04   NaN    NaN     2016-04-05   NaN    NaN     2016-04-06  John    6.0Mike 2016-04-01  Mike    1.0     2016-04-02  Mike    1.0     2016-04-03  Mike    4.5     2016-04-04  Mike    1.0     2016-04-05  Mike    2.0df1 = df.groupby(level=0)['Value']        .apply(lambda x: x.shift().rolling(min_periods=1,window=2).mean())        .reset_index(name='Value_Average_Past_2_days')print df1    User       Date  Value_Average_Past_2_days0   John 2016-04-01  NaN1   John 2016-04-02 2.002   John 2016-04-03 2.503   John 2016-04-04 3.004   John 2016-04-05  NaN5   John 2016-04-06  NaN6   Mike 2016-04-01  NaN7   Mike 2016-04-02 1.008   Mike 2016-04-03 1.009   Mike 2016-04-04 2.7510  Mike 2016-04-05 2.7511  Mike 2016-04-06 1.50print pd.merge(test, df1, on=['Date', 'User'], how='left')        Date  User  Value  Value_Average_Past_2_days0 2016-04-01  Mike    1.0  NaN1 2016-04-01  John    2.0  NaN2 2016-04-02  Mike    1.0 1.003 2016-04-02  John    3.0 2.004 2016-04-03  Mike    4.5 1.005 2016-04-04  Mike    1.0 2.756 2016-04-05  Mike    2.0 2.757 2016-04-06  Mike    3.0 1.508 2016-04-06  John    6.0  NaN