def rolling_apply_test():
s = pd.Series(range(10))
s2 = util.rolling_apply(s, 3, lambda x: min(x))
assert_true(np.isnan(s2[0]))
assert_true(np.isnan(s2[1]))
for i in range(2, 10):
assert_equals(s2[i], s[i - 2])
def rolling_hedge_ratio(x, y, lookback):
df = pd.DataFrame({'x': x, 'y': y})
return util.rolling_apply(df, lookback,
lambda win: hedge_ratio(win['x'], win['y']))
