Rtrader Rtrader - 22 days ago 12
Python Question

Python Running cumulative sum with a given window

What I want to do is generate a numpy array that is the cumulative sum of another numpy array given a certain window.

For example, given an array

[1,2,3,4,5,6,7,8,9,10,11,12]
let's say I want a cumulative sum with a window of 3. What I want as out put would be
[1,3,6,9,12,15,18,21,24,27,30,33]
. I have a relatively large numpy array and would like to do a cumulative sum with a window of 400.

Answer
In [42]: lis=[1,2,3,4,5,6,7,8,9,10,11,12]

In [43]: w=3       #window size

In [44]: [sum(lis[i-(w-1):i+1]) if i>(w-1) else sum(lis[:i+1])  for i in range(len(lis))]
Out[44]: [1, 3, 6, 9, 12, 15, 18, 21, 24, 27, 30, 33]

In [45]: w=4

In [46]: [sum(lis[i-(w-1):i+1]) if i>(w-1) else sum(lis[:i+1])  for i in range(len(lis))]
Out[46]: [1, 3, 6, 10, 14, 18, 22, 26, 30, 34, 38, 42]

for python 2.4 or less, change the ternary operator:

(falseValue, trueValue)[condition] instead of trueValue if condition else falseValue

[(sum(lis[:i+1]),sum(lis[i-(w-1):i+1]))[i>(w-1)]  for i in range(len(lis))]