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Add RollingWideTsFrameAdapter along with helper functions
This pull request aims to reduce the memory burden of the function 'roll_time_series' by moving the rolling window capability within the TsData classes (currently only WideTsFrameAdapter) as a generator. It also adds a helper function 'window' and a small change was made to the '_do_extraction' function so that the dtype of column_id was provided by the TsData object.
Thank you very much @nils-braun and no worries about the delay I have been busy with other things to get back to this. I posted this pull request to get the ball rolling (excuse the pun) and see where the gaps in my additions were.
Regarding your two points:
- Unit tests would be the way to go and I plan to get around to it soon
- Ideally all rolling would be done within
TsAdapters
as building a df with duplicated data (current rolling function) is impossible to work with any long time series, generators are needed. Therefore, additional functionality of rolling direction and minimum window would need to be ported over if possible.
Keen to wrap this up although I won't be able to make all those additions and changes for another couple of days due to time constraints on my end
Nice to hear that. Feel free to get in touch with me/us if you need help. We are more than happy for your contribution!