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I am referring to codes in the below link Identifying Extrema in Financial Data using Pandas

One of the functions has below code

def bear_market(symbol, window=90, correction = .2):
    return pd.rolling_apply(symbol, window, lambda x: x[-1]/x.max() < (1-correction))

it seems rolling_apply is now replaced by rolling in python, but I am still struggling to amend this code

pd.rolling_apply(symbol, window, lambda x: x[-1]/x.max() < (1-correction))

can someone help plz

user13412850
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1 Answers1

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Series.rolling() takes the window param and Rolling.apply() takes the lambda:

def bear_market(symbol, window=90, correction=0.2):
    return symbol.rolling(window).apply(lambda x: x[-1]/x.max() < (1-correction))
tdy
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