Pandas rolling apply using multiple columns

How about this:

def masscenter(ser):
    return 0

rol = df.price.rolling(window=2)
rol.apply(masscenter, raw=False)

It uses the rolling logic to get subsets from an arbitrary column. The raw=False option provides you with index values for those subsets (which are given to you as Series), then you use those index values to get multi-column slices from your original DataFrame.

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