How to use Pandas rolling_* functions on a forward-looking basis

Maybe you can try bottleneck module. When ts is large, bottleneck is much faster than pandas

import bottleneck as bn
result = bn.move_sum(ts[::-1], window=3, min_count=1)[::-1]

And bottleneck has other rolling functions, such as move_max, move_argmin, move_rank.

I struggled with this then found an easy way using shift.

If you want a rolling sum for the next 10 periods, try:

df['NewCol'] = df['OtherCol'].shift(-10).rolling(10, min_periods = 0).sum()

We use shift so that "OtherCol" shows up 10 rows ahead of where it normally would be, then we do a rolling sum over the previous 10 rows. Because we shifted, the previous 10 rows are actually the future 10 rows of the unshifted column. :)

Pandas recently added a new feature which enables you to implement forward looking rolling. You have to upgrade to pandas 1.1.0 to get the new feature.

indexer = pd.api.indexers.FixedForwardWindowIndexer(window_size=3)
ts.rolling(window=indexer, min_periods=1).sum()

Why not just do it on the reversed Series (and reverse the answer):

In [11]: pd.rolling_sum(ts[::-1], window=3, min_periods=0)[::-1]
Out[11]:
2011-01-10     3
2011-01-11     6
2011-01-12     9
2011-01-13    12
2011-01-14    15
2011-01-15    18
2011-01-16    21
2011-01-17    24
2011-01-18    17
2011-01-19     9
Freq: D, dtype: float64