How do I directly output string results to a new series when applying a custom function to a rolling window on a series using pandas?

  apply, pandas, python-3.x, rolling-computation, series

I have a datetime series of dtype: float64. I am trying to apply a custom function to a rolling window on the series. I want this function to return strings. However, this generates a TypeError. Why does this generate the error and is there a way to make this work directly with the application of one function?

Here is an example:

import numpy as np
import pandas as pd

number_series = pd.Series(np.random.randint(low=1,high=100,size=100),index=[pd.date_range(start='2000-01-01',freq='W',periods=100)])
number_series = number_series.apply(lambda x: float(x))

def func(s):
    if s[-1] > s[-2] > s[-3]:
        return 'High'
    elif s[-1] > s[-2]:
        return 'Medium'
        return 'Low'

new_series = number_series.rolling(5).apply(func)

The result is the following error:

TypeError: must be real number, not str

The workaround that I have in place at the moment is to amend the func to output integers to a series and then to apply another function to this series to generate the new series. As per the example below:

def func_float(s):
    if s[-1] > s[-2] > s[-3]:
        return 1
    elif s[-1] > s[-2]:
        return 2
        return 3
float_series = number_series.rolling(5).apply(func_float)

def func_text(s):

    if s == 1:
        return 'High'
    elif s == 2:
        return 'Medium'
        return 'Low'
new_series = float_series.apply(func_text)

This gives the expected result from the initial code that generated the error:


2000-01-02       Low
2000-01-09       Low
2000-01-16       Low
2000-01-23       Low
2000-01-30    Medium
2001-10-28       Low
2001-11-04    Medium
2001-11-11      High
2001-11-18      High
2001-11-25       Low
Length: 100, dtype: object

Source: Python-3x Questions