{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from scipy import stats\n",
    "import numpy as np\n",
    "from sklearn.feature_extraction.text import CountVectorizer\n",
    "from sklearn.feature_extraction.text import TfidfTransformer\n",
    "import glob\n",
    "from functools import partial\n",
    "from decimal import *\n",
    "\n",
    "\n",
    "data='./3classdata/W/1.csv'\n",
    "#data='./progetto/3classdata/Y/2.csv'\n",
    "window=3\n",
    "resolution=500\n",
    "shift=3\n"
   ]
  },
  {
   "cell_type": "raw",
   "metadata": {},
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "def round(n):\n",
    "    pst = '0.00001'\n",
    "    precision = Decimal(pst)\n",
    "    getcontext().prec = len(pst)\n",
    "    return Decimal(n).quantize(precision)\n",
    "assert round(5.00000000000000001)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([-1.        , -0.48715223, -0.40806948, -0.3564728 , -0.31673373,\n",
       "       -0.28370106, -0.25499594, -0.22931092, -0.20584419, -0.18406497,\n",
       "       -0.16360107, -0.14417942, -0.1255919 , -0.10767457, -0.09029443,\n",
       "       -0.07334053, -0.05671771, -0.04034218, -0.02413812, -0.00803494,\n",
       "        0.00803494,  0.02413812,  0.04034218,  0.05671771,  0.07334053,\n",
       "        0.09029443,  0.10767457,  0.1255919 ,  0.14417942,  0.16360107,\n",
       "        0.18406497,  0.20584419,  0.22931092,  0.25499594,  0.28370106,\n",
       "        0.31673373,  0.3564728 ,  0.40806948,  0.48715223,  1.        ])"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "def gaussian_interval(resolution):\n",
    "    # use a gaussian distribution, mean 0, std deviation 0.25\n",
    "    distribution = stats.norm(loc=0, scale=0.25)\n",
    "    # bounds of range for inverse comulative distribution function\n",
    "    bounds = distribution.cdf([-1, 1])\n",
    "    # generate linear space of 2*resolution points using bounds\n",
    "    linsp = np.linspace(*bounds, num=2*resolution)\n",
    "    # obtain the array of 2*resolution points\n",
    "    return distribution.ppf(linsp)\n",
    "gaussian_interval(20)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = pd.read_csv(data, dtype=float, header=None)\n",
    "# rotate dataframe (each column is a temporal sequence)\n",
    "df = df.T.reset_index().reindex(axis=1).drop(['index'], axis=1).infer_objects()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "</style>\n",
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>0</th>\n",
       "      <th>1</th>\n",
       "      <th>2</th>\n",
       "      <th>3</th>\n",
       "      <th>4</th>\n",
       "      <th>5</th>\n",
       "      <th>6</th>\n",
       "      <th>7</th>\n",
       "      <th>8</th>\n",
       "      <th>9</th>\n",
       "      <th>10</th>\n",
       "      <th>11</th>\n",
       "      <th>12</th>\n",
       "      <th>13</th>\n",
       "      <th>14</th>\n",
       "      <th>15</th>\n",
       "      <th>16</th>\n",
       "      <th>17</th>\n",
       "      <th>18</th>\n",
       "      <th>19</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>-0.794245</td>\n",
       "      <td>-1.000000</td>\n",
       "      <td>0.828071</td>\n",
       "      <td>-0.994168</td>\n",
       "      <td>0.944798</td>\n",
       "      <td>0.668407</td>\n",
       "      <td>-0.373019</td>\n",
       "      <td>-0.150670</td>\n",
       "      <td>0.847187</td>\n",
       "      <td>0.993011</td>\n",
       "      <td>0.997649</td>\n",
       "      <td>0.424828</td>\n",
       "      <td>0.707602</td>\n",
       "      <td>-0.548011</td>\n",
       "      <td>-0.897720</td>\n",
       "      <td>-0.996191</td>\n",
       "      <td>0.733333</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>-1.000000</td>\n",
       "      <td>-1.000000</td>\n",
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       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>-0.773646</td>\n",
       "      <td>-0.982051</td>\n",
       "      <td>0.838096</td>\n",
       "      <td>-1.000000</td>\n",
       "      <td>0.702760</td>\n",
       "      <td>0.490809</td>\n",
       "      <td>-0.536255</td>\n",
       "      <td>0.522335</td>\n",
       "      <td>0.949622</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.416761</td>\n",
       "      <td>0.719298</td>\n",
       "      <td>-0.696552</td>\n",
       "      <td>-0.840543</td>\n",
       "      <td>-1.000000</td>\n",
       "      <td>0.721212</td>\n",
       "      <td>0.707079</td>\n",
       "      <td>-0.989454</td>\n",
       "      <td>-0.998286</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>-0.704494</td>\n",
       "      <td>-0.941707</td>\n",
       "      <td>0.867532</td>\n",
       "      <td>-0.971583</td>\n",
       "      <td>0.515924</td>\n",
       "      <td>0.189991</td>\n",
       "      <td>-0.667524</td>\n",
       "      <td>0.557023</td>\n",
       "      <td>0.946264</td>\n",
       "      <td>0.940591</td>\n",
       "      <td>0.540661</td>\n",
       "      <td>-0.131239</td>\n",
       "      <td>0.754386</td>\n",
       "      <td>-0.875862</td>\n",
       "      <td>-0.722166</td>\n",
       "      <td>-0.990737</td>\n",
       "      <td>0.715152</td>\n",
       "      <td>0.664768</td>\n",
       "      <td>-0.700204</td>\n",
       "      <td>-0.977304</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>-0.702488</td>\n",
       "      <td>-0.727678</td>\n",
       "      <td>0.847612</td>\n",
       "      <td>-0.956749</td>\n",
       "      <td>0.222930</td>\n",
       "      <td>-0.078956</td>\n",
       "      <td>-0.759538</td>\n",
       "      <td>0.573242</td>\n",
       "      <td>0.914358</td>\n",
       "      <td>0.871396</td>\n",
       "      <td>-0.152875</td>\n",
       "      <td>-0.246231</td>\n",
       "      <td>0.766082</td>\n",
       "      <td>-0.839788</td>\n",
       "      <td>-0.739604</td>\n",
       "      <td>-0.937756</td>\n",
       "      <td>0.660606</td>\n",
       "      <td>0.243287</td>\n",
       "      <td>-0.358765</td>\n",
       "      <td>-0.947124</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>-0.653693</td>\n",
       "      <td>-0.474916</td>\n",
       "      <td>0.893637</td>\n",
       "      <td>-0.896301</td>\n",
       "      <td>-0.210191</td>\n",
       "      <td>-0.359162</td>\n",
       "      <td>-0.840516</td>\n",
       "      <td>-1.000000</td>\n",
       "      <td>0.993283</td>\n",
       "      <td>0.808842</td>\n",
       "      <td>-0.618419</td>\n",
       "      <td>-0.535811</td>\n",
       "      <td>0.812865</td>\n",
       "      <td>-0.818568</td>\n",
       "      <td>-0.519115</td>\n",
       "      <td>-0.823284</td>\n",
       "      <td>0.630303</td>\n",
       "      <td>0.222132</td>\n",
       "      <td>-0.169913</td>\n",
       "      <td>-0.810559</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         0         1         2         3         4         5         6   \\\n",
       "0 -0.794245 -1.000000  0.828071 -0.994168  0.944798  0.668407 -0.373019   \n",
       "1 -0.773646 -0.982051  0.838096 -1.000000  0.702760  0.490809 -0.536255   \n",
       "2 -0.704494 -0.941707  0.867532 -0.971583  0.515924  0.189991 -0.667524   \n",
       "3 -0.702488 -0.727678  0.847612 -0.956749  0.222930 -0.078956 -0.759538   \n",
       "4 -0.653693 -0.474916  0.893637 -0.896301 -0.210191 -0.359162 -0.840516   \n",
       "\n",
       "         7         8         9         10        11        12        13  \\\n",
       "0 -0.150670  0.847187  0.993011  0.997649  0.424828  0.707602 -0.548011   \n",
       "1  0.522335  0.949622  1.000000  1.000000  0.416761  0.719298 -0.696552   \n",
       "2  0.557023  0.946264  0.940591  0.540661 -0.131239  0.754386 -0.875862   \n",
       "3  0.573242  0.914358  0.871396 -0.152875 -0.246231  0.766082 -0.839788   \n",
       "4 -1.000000  0.993283  0.808842 -0.618419 -0.535811  0.812865 -0.818568   \n",
       "\n",
       "         14        15        16        17        18        19  \n",
       "0 -0.897720 -0.996191  0.733333  1.000000 -1.000000 -1.000000  \n",
       "1 -0.840543 -1.000000  0.721212  0.707079 -0.989454 -0.998286  \n",
       "2 -0.722166 -0.990737  0.715152  0.664768 -0.700204 -0.977304  \n",
       "3 -0.739604 -0.937756  0.660606  0.243287 -0.358765 -0.947124  \n",
       "4 -0.519115 -0.823284  0.630303  0.222132 -0.169913 -0.810559  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = ((df - df.min()) / (df.max() - df.min()))*2 - 1\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "#df = df.apply(partial(\n",
    "   # discretize_series, gaussianInterval=gaussian_interval(resolution)))\n",
    "#df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "l = df.apply(lambda x : pd.cut(x, gaussian_interval(resolution), right=True).apply(lambda l : l.left))\n",
    "r = df.apply(lambda x : pd.cut(x, gaussian_interval(resolution), right=True).apply(lambda l : l.right))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = l"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "      <th>5</th>\n",
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       "      <th>9</th>\n",
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       "      <th>0</th>\n",
       "      <td>-1.0000</td>\n",
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       "      <td>-0.3744</td>\n",
       "      <td>-0.1507</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.4237</td>\n",
       "      <td>0.6860</td>\n",
       "      <td>-0.5490</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.7182</td>\n",
       "      <td>0.7702</td>\n",
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       "      <th>1</th>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.6860</td>\n",
       "      <td>0.48980</td>\n",
       "      <td>-0.5422</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.4159</td>\n",
       "      <td>0.7182</td>\n",
       "      <td>-0.7182</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.7182</td>\n",
       "      <td>0.6860</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>-0.7182</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.5132</td>\n",
       "      <td>0.18950</td>\n",
       "      <td>-0.6860</td>\n",
       "      <td>0.5562</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.5358</td>\n",
       "      <td>-0.1316</td>\n",
       "      <td>0.7182</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-0.7702</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.6860</td>\n",
       "      <td>0.6623</td>\n",
       "      <td>-0.7182</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>-0.7182</td>\n",
       "      <td>-0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.2221</td>\n",
       "      <td>-0.07941</td>\n",
       "      <td>-0.7702</td>\n",
       "      <td>0.5722</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-0.1530</td>\n",
       "      <td>-0.2464</td>\n",
       "      <td>0.7182</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-0.7702</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.6433</td>\n",
       "      <td>0.2423</td>\n",
       "      <td>-0.3597</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>-0.6623</td>\n",
       "      <td>-0.4775</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>-0.2102</td>\n",
       "      <td>-0.35970</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-0.6275</td>\n",
       "      <td>-0.5358</td>\n",
       "      <td>0.7702</td>\n",
       "      <td>-1.0000</td>\n",
       "      <td>-0.5240</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>0.6275</td>\n",
       "      <td>0.2221</td>\n",
       "      <td>-0.1700</td>\n",
       "      <td>-1.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "       0       1       2    3       4        5       6       7       8   \\\n",
       "0 -1.0000 -1.0000  0.7702 -1.0  0.7702  0.66230 -0.3744 -0.1507  0.7702   \n",
       "1 -1.0000 -1.0000  0.7702 -1.0  0.6860  0.48980 -0.5422  0.5184  0.7702   \n",
       "2 -0.7182 -1.0000  0.7702 -1.0  0.5132  0.18950 -0.6860  0.5562  0.7702   \n",
       "3 -0.7182 -0.7702  0.7702 -1.0  0.2221 -0.07941 -0.7702  0.5722  0.7702   \n",
       "4 -0.6623 -0.4775  0.7702 -1.0 -0.2102 -0.35970 -1.0000 -1.0000  0.7702   \n",
       "\n",
       "       9       10      11      12      13      14   15      16      17  \\\n",
       "0  0.7702  0.7702  0.4237  0.6860 -0.5490 -1.0000 -1.0  0.7182  0.7702   \n",
       "1  0.7702  0.7702  0.4159  0.7182 -0.7182 -1.0000 -1.0  0.7182  0.6860   \n",
       "2  0.7702  0.5358 -0.1316  0.7182 -1.0000 -0.7702 -1.0  0.6860  0.6623   \n",
       "3  0.7702 -0.1530 -0.2464  0.7182 -1.0000 -0.7702 -1.0  0.6433  0.2423   \n",
       "4  0.7702 -0.6275 -0.5358  0.7702 -1.0000 -0.5240 -1.0  0.6275  0.2221   \n",
       "\n",
       "       18   19  \n",
       "0 -1.0000 -1.0  \n",
       "1 -1.0000 -1.0  \n",
       "2 -0.7182 -1.0  \n",
       "3 -0.3597 -1.0  \n",
       "4 -0.1700 -1.0  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    " #df = df.round(5).astype(Decimal)\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "def generate_words(col, w, s):\n",
    "    word = []\n",
    "    idx = 0\n",
    "    distance = abs(w-s)\n",
    "    while idx < len(col):\n",
    "        if len(word) == w:\n",
    "            yield tuple(word)\n",
    "            word = []\n",
    "            if w < s and idx == w:\n",
    "                idx += distance\n",
    "            if w > s:\n",
    "                idx -= distance \n",
    "        else:\n",
    "            word.append(round(col[idx]))\n",
    "            idx+=1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "def rolling_window(df, w, s):\n",
    "    ret = list()\n",
    "    for _,col in df.iteritems():\n",
    "        ret.append(tuple(generate_words(col, w, s)))\n",
    "    return pd.DataFrame(ret).T.reset_index().reindex(axis=1).drop(['index'], axis=1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                                                   0   \\\n",
      "0   (-1.00000, -1.00000, -0.71820, -0.71820, -0.66...   \n",
      "1   (-0.71820, -0.66230, -0.28860, -0.12660, 0.16140)   \n",
      "2      (-0.12660, 0.16140, 0.49410, 0.50810, 0.60180)   \n",
      "3       (0.50810, 0.60180, 0.66230, 0.77020, 0.77020)   \n",
      "4       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "5       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "7       (0.77020, 0.77020, 0.77020, 0.77020, 0.66230)   \n",
      "8      (0.77020, 0.66230, 0.26220, 0.24640, -0.22390)   \n",
      "9   (0.24640, -0.22390, -0.34940, -0.77020, -1.00000)   \n",
      "10  (-0.77020, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "11  (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "\n",
      "                                                   1   \\\n",
      "0   (-1.00000, -1.00000, -1.00000, -0.77020, -0.47...   \n",
      "1   (-0.77020, -0.47750, -0.71820, -0.37440, -0.04...   \n",
      "2     (-0.37440, -0.04573, 0.24950, 0.54220, 0.44340)   \n",
      "3       (0.54220, 0.44340, 0.37830, 0.66230, 0.77020)   \n",
      "4       (0.66230, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "5       (0.77020, 0.77020, 0.71820, 0.62750, 0.52400)   \n",
      "6       (0.62750, 0.52400, 0.44040, 0.57220, 0.64330)   \n",
      "7       (0.57220, 0.64330, 0.71820, 0.71820, 0.77020)   \n",
      "8       (0.71820, 0.77020, 0.77020, 0.77020, 0.66230)   \n",
      "9       (0.77020, 0.66230, 0.56390, 0.33660, 0.36150)   \n",
      "10      (0.33660, 0.36150, 0.20750, 0.08073, 0.09947)   \n",
      "11   (0.08073, 0.09947, -0.25360, -0.21200, -0.29360)   \n",
      "\n",
      "                                                   2   \\\n",
      "0       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "1       (0.77020, 0.77020, 0.77020, 0.77020, 0.66230)   \n",
      "2       (0.77020, 0.66230, 0.38640, 0.17960, 0.00157)   \n",
      "3    (0.17960, 0.00157, -0.19880, -0.40860, -0.29480)   \n",
      "4   (-0.40860, -0.29480, -0.22580, -0.61380, -1.00...   \n",
      "5   (-0.61380, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "6   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "7   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "8   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "9   (-1.00000, -1.00000, -0.71820, -0.64330, -0.45...   \n",
      "10  (-0.64330, -0.45940, -0.38640, -0.17080, -0.00...   \n",
      "11    (-0.17080, -0.00721, 0.12020, 0.29360, 0.31740)   \n",
      "\n",
      "                                                   3   \\\n",
      "0   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "1   (-1.00000, -1.00000, -0.77020, -1.00000, -0.77...   \n",
      "2   (-1.00000, -0.77020, -0.62750, -0.27560, -0.27...   \n",
      "3    (-0.27560, -0.27910, -0.02671, 0.17800, 0.52970)   \n",
      "4       (0.17800, 0.52970, 0.77020, 0.77020, 0.77020)   \n",
      "5       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "7       (0.77020, 0.77020, 0.45940, 0.44640, 0.27790)   \n",
      "8     (0.44640, 0.27790, 0.12230, -0.09138, -0.14330)   \n",
      "9   (-0.09138, -0.14330, -0.26110, -0.29480, -0.31...   \n",
      "10  (-0.29480, -0.31880, -0.37060, -0.37640, -0.38...   \n",
      "11  (-0.37640, -0.38030, -0.38030, -0.38030, -0.39...   \n",
      "\n",
      "                                                   4   \\\n",
      "0      (0.77020, 0.68600, 0.51320, 0.22210, -0.21020)   \n",
      "1     (0.22210, -0.21020, -0.01098, 0.18040, 0.30250)   \n",
      "2    (0.18040, 0.30250, -0.03619, -0.51320, -0.49410)   \n",
      "3   (-0.51320, -0.49410, -0.51840, -0.32600, 0.23540)   \n",
      "4      (-0.32600, 0.23540, 0.60180, 0.71820, 0.77020)   \n",
      "5       (0.71820, 0.77020, 0.77020, 0.77020, 0.35450)   \n",
      "6     (0.77020, 0.35450, 0.00157, -0.20230, -0.24030)   \n",
      "7    (-0.20230, -0.24030, -0.18120, 0.00157, 0.24740)   \n",
      "8       (0.00157, 0.24740, 0.37440, 0.48560, 0.41590)   \n",
      "9     (0.48560, 0.41590, 0.27790, -0.04892, -0.20230)   \n",
      "10  (-0.04892, -0.20230, -0.54220, -0.59100, -0.71...   \n",
      "11  (-0.59100, -0.71820, -1.00000, -1.00000, -1.00...   \n",
      "\n",
      "                                                   5   \\\n",
      "0     (0.66230, 0.48980, 0.18950, -0.07941, -0.35970)   \n",
      "1   (-0.07941, -0.35970, -0.44960, -0.60180, -0.71...   \n",
      "2   (-0.60180, -0.71820, -0.77020, -1.00000, -1.00...   \n",
      "3   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "4   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "5   (-1.00000, -1.00000, -1.00000, -0.66230, -0.47...   \n",
      "6   (-0.66230, -0.47750, -0.24130, -0.08404, 0.21290)   \n",
      "7      (-0.08404, 0.21290, 0.31880, 0.48560, 0.61380)   \n",
      "8       (0.48560, 0.61380, 0.71820, 0.77020, 0.77020)   \n",
      "9       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "10      (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "11      (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "\n",
      "                                                   6   \\\n",
      "0   (-0.37440, -0.54220, -0.68600, -0.77020, -1.00...   \n",
      "1   (-0.77020, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "2   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "3   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "4   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "5   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "6   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "7   (-1.00000, -1.00000, -1.00000, -0.34290, 0.19200)   \n",
      "8      (-0.34290, 0.19200, 0.47000, 0.71820, 0.77020)   \n",
      "9       (0.71820, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "10      (0.77020, 0.77020, 0.77020, 0.55620, 0.05598)   \n",
      "11   (0.55620, 0.05598, -0.44340, -0.44960, -0.64330)   \n",
      "\n",
      "                                                 7   \\\n",
      "0   (-0.15070, 0.51840, 0.55620, 0.57220, -1.00000)   \n",
      "1   (0.57220, -1.00000, 0.68600, 0.03936, -0.09406)   \n",
      "2    (0.03936, -0.09406, 0.11460, 0.45600, 0.71820)   \n",
      "3     (0.45600, 0.71820, 0.77020, 0.64330, 0.39710)   \n",
      "4     (0.64330, 0.39710, 0.30120, 0.27910, 0.39060)   \n",
      "5     (0.27910, 0.39060, 0.61380, 0.77020, 0.77020)   \n",
      "6     (0.77020, 0.77020, 0.77020, 0.77020, 0.71820)   \n",
      "7     (0.77020, 0.71820, 0.64330, 0.50330, 0.45280)   \n",
      "8     (0.50330, 0.45280, 0.43750, 0.41590, 0.37640)   \n",
      "9     (0.41590, 0.37640, 0.36880, 0.33350, 0.33500)   \n",
      "10    (0.33350, 0.33500, 0.33660, 0.30910, 0.27440)   \n",
      "11    (0.30910, 0.27440, 0.27330, 0.26430, 0.24740)   \n",
      "\n",
      "                                                   8   \\\n",
      "0       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "1       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "2       (0.77020, 0.77020, 0.77020, 0.77020, 0.71820)   \n",
      "3       (0.77020, 0.71820, 0.56390, 0.07415, 0.27220)   \n",
      "4    (0.07415, 0.27220, -0.20750, -0.51840, -0.34130)   \n",
      "5   (-0.51840, -0.34130, -0.57220, -0.71820, -0.68...   \n",
      "6   (-0.71820, -0.68600, -0.66230, -0.71820, -0.77...   \n",
      "7   (-0.71820, -0.77020, -1.00000, -1.00000, -1.00...   \n",
      "8   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "9   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "10  (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "11  (-1.00000, -1.00000, -0.77020, -0.77020, -0.77...   \n",
      "\n",
      "                                                   9   \\\n",
      "0       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "1       (0.77020, 0.77020, 0.71820, 0.60180, 0.64330)   \n",
      "2       (0.60180, 0.64330, 0.66230, 0.64330, 0.52400)   \n",
      "3     (0.64330, 0.52400, 0.32600, -0.25260, -0.71820)   \n",
      "4   (-0.25260, -0.71820, -1.00000, -1.00000, -1.00...   \n",
      "5   (-1.00000, -1.00000, -0.71820, -0.36330, -0.39...   \n",
      "6   (-0.36330, -0.39710, -0.32020, -0.27790, -0.27...   \n",
      "7   (-0.27790, -0.27440, -0.25890, -0.26540, -0.27...   \n",
      "8   (-0.26540, -0.27220, -0.27910, -0.27790, -0.24...   \n",
      "9   (-0.27790, -0.24950, -0.27670, -0.28140, -0.25...   \n",
      "10  (-0.28140, -0.25570, -0.17480, -0.05662, 0.01915)   \n",
      "11     (-0.05662, 0.01915, 0.08404, 0.11600, 0.14620)   \n",
      "\n",
      "                                                   10  \\\n",
      "0     (0.77020, 0.77020, 0.53580, -0.15300, -0.62750)   \n",
      "1   (-0.15300, -0.62750, -0.71820, -1.00000, -1.00...   \n",
      "2   (-1.00000, -1.00000, -0.62750, -0.10080, 0.11880)   \n",
      "3      (-0.10080, 0.11880, 0.39490, 0.21650, 0.02860)   \n",
      "4       (0.21650, 0.02860, 0.38440, 0.56390, 0.62750)   \n",
      "5       (0.56390, 0.62750, 0.71820, 0.77020, 0.77020)   \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "7       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "8       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "9     (0.77020, 0.77020, 0.44960, -0.15220, -0.47750)   \n",
      "10   (-0.15220, -0.47750, -0.15530, 0.18620, 0.39490)   \n",
      "11      (0.18620, 0.39490, 0.44960, 0.46640, 0.51840)   \n",
      "\n",
      "                                                   11  \\\n",
      "0    (0.42370, 0.41590, -0.13160, -0.24640, -0.53580)   \n",
      "1   (-0.24640, -0.53580, -0.50330, -1.00000, -1.00...   \n",
      "2   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "3   (-1.00000, -1.00000, -0.68600, -1.00000, -0.66...   \n",
      "4   (-1.00000, -0.66230, -0.57220, -0.49410, -0.39...   \n",
      "5   (-0.49410, -0.39940, -0.46280, -0.42370, -0.31...   \n",
      "6   (-0.42370, -0.31050, -0.39710, -0.41850, -0.44...   \n",
      "7   (-0.41850, -0.44040, -0.47000, -0.40860, 0.09541)   \n",
      "8      (-0.40860, 0.09541, 0.30120, 0.77020, 0.77020)   \n",
      "9       (0.77020, 0.77020, 0.77020, 0.77020, 0.71820)   \n",
      "10      (0.77020, 0.71820, 0.42630, 0.48560, 0.54220)   \n",
      "11      (0.48560, 0.54220, 0.50330, 0.46280, 0.45940)   \n",
      "\n",
      "                                                   12  \\\n",
      "0       (0.68600, 0.71820, 0.71820, 0.71820, 0.77020)   \n",
      "1       (0.71820, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "2       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "3       (0.77020, 0.77020, 0.77020, 0.77020, 0.71820)   \n",
      "4       (0.77020, 0.71820, 0.56390, 0.21560, 0.15760)   \n",
      "5     (0.21560, 0.15760, 0.13450, -0.33350, -0.61380)   \n",
      "6   (-0.33350, -0.61380, -0.55620, -0.55620, -0.53...   \n",
      "7   (-0.55620, -0.53580, -0.46280, -0.44040, -0.41...   \n",
      "8   (-0.44040, -0.41590, -0.42900, -0.39280, -0.44...   \n",
      "9   (-0.39280, -0.44040, -0.51320, -0.57220, -0.71...   \n",
      "10  (-0.57220, -0.71820, -1.00000, -1.00000, -1.00...   \n",
      "11  (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "\n",
      "                                                   13  \\\n",
      "0   (-0.54900, -0.71820, -1.00000, -1.00000, -1.00...   \n",
      "1   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "2   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "3   (-1.00000, -1.00000, -1.00000, -0.38230, -0.19...   \n",
      "4     (-0.38230, -0.19620, 0.06827, 0.47000, 0.77020)   \n",
      "5       (0.47000, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.51320)   \n",
      "7       (0.77020, 0.51320, 0.21560, 0.28140, 0.28860)   \n",
      "8       (0.28140, 0.28860, 0.27100, 0.25150, 0.21650)   \n",
      "9      (0.25150, 0.21650, 0.13590, 0.15910, -0.07284)   \n",
      "10    (0.15910, -0.07284, -0.02104, 0.00533, 0.04064)   \n",
      "11     (0.00533, 0.04064, 0.06502, 0.12730, -0.03239)   \n",
      "\n",
      "                                                   14  \\\n",
      "0   (-1.00000, -1.00000, -0.77020, -0.77020, -0.52...   \n",
      "1    (-0.77020, -0.52400, -0.27670, 0.07677, 0.48980)   \n",
      "2       (0.07677, 0.48980, 0.77020, 0.77020, 0.77020)   \n",
      "3       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "4       (0.77020, 0.77020, 0.77020, 0.77020, 0.71820)   \n",
      "5       (0.77020, 0.71820, 0.68600, 0.58120, 0.57220)   \n",
      "6       (0.58120, 0.57220, 0.51840, 0.52400, 0.51840)   \n",
      "7       (0.52400, 0.51840, 0.52970, 0.52970, 0.54900)   \n",
      "8       (0.52970, 0.54900, 0.55620, 0.57220, 0.56390)   \n",
      "9       (0.57220, 0.56390, 0.55620, 0.51320, 0.43750)   \n",
      "10      (0.51320, 0.43750, 0.30250, 0.29230, 0.07349)   \n",
      "11   (0.29230, 0.07349, -0.21740, -0.50810, -1.00000)   \n",
      "\n",
      "                                                   15  \\\n",
      "0   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "1   (-1.00000, -1.00000, -0.71820, -0.64330, -0.51...   \n",
      "2   (-0.64330, -0.51840, -0.41350, -0.35110, -0.26...   \n",
      "3    (-0.35110, -0.26110, -0.15070, 0.15530, 0.34130)   \n",
      "4       (0.15530, 0.34130, 0.77020, 0.51840, 0.71820)   \n",
      "5       (0.51840, 0.71820, 0.77020, 0.77020, 0.77020)   \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "7       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "8       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "9       (0.77020, 0.77020, 0.44040, 0.51840, 0.46640)   \n",
      "10      (0.51840, 0.46640, 0.39280, 0.30780, 0.25790)   \n",
      "11      (0.30780, 0.25790, 0.14180, 0.07809, 0.04701)   \n",
      "\n",
      "                                                   16  \\\n",
      "0       (0.71820, 0.71820, 0.68600, 0.64330, 0.62750)   \n",
      "1      (0.64330, 0.62750, 0.62750, 0.04191, -0.30380)   \n",
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      "3   (-0.77020, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "4   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "5   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...   \n",
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      "7   (-1.00000, -0.77020, -0.62750, -0.55620, -0.46...   \n",
      "8   (-0.55620, -0.46280, -0.38850, -0.29730, -0.07...   \n",
      "9   (-0.29730, -0.07284, -0.03683, -0.02482, 0.00596)   \n",
      "10     (-0.02482, 0.00596, 0.06049, 0.42900, 0.62750)   \n",
      "11      (0.42900, 0.62750, 0.77020, 0.77020, 0.77020)   \n",
      "\n",
      "                                                   17  \\\n",
      "0       (0.77020, 0.68600, 0.66230, 0.24230, 0.22210)   \n",
      "1     (0.24230, 0.22210, 0.28620, -0.19030, -0.57220)   \n",
      "2   (-0.19030, -0.57220, -0.71820, -0.77020, -1.00...   \n",
      "3   (-0.77020, -1.00000, -1.00000, -1.00000, -1.00...   \n",
      "4   (-1.00000, -1.00000, -1.00000, -1.00000, -0.77...   \n",
      "5   (-1.00000, -0.77020, -0.77020, -0.77020, -1.00...   \n",
      "6   (-0.77020, -1.00000, -0.77020, -0.77020, -0.77...   \n",
      "7   (-0.77020, -0.77020, -0.62750, -0.44960, 0.12230)   \n",
      "8      (-0.44960, 0.12230, 0.19120, 0.08537, 0.29360)   \n",
      "9       (0.08537, 0.29360, 0.40160, 0.38440, 0.39280)   \n",
      "10      (0.38440, 0.39280, 0.44040, 0.46280, 0.64330)   \n",
      "11      (0.46280, 0.64330, 0.60180, 0.71820, 0.77020)   \n",
      "\n",
      "                                                   18  \\\n",
      "0   (-1.00000, -1.00000, -0.71820, -0.35970, -0.17...   \n",
      "1    (-0.35970, -0.17000, -0.05148, 0.29480, 0.14400)   \n",
      "2       (0.29480, 0.14400, 0.47750, 0.61380, 0.66230)   \n",
      "3       (0.61380, 0.66230, 0.71820, 0.71820, 0.71820)   \n",
      "4       (0.71820, 0.71820, 0.71820, 0.77020, 0.71820)   \n",
      "5       (0.77020, 0.71820, 0.77020, 0.77020, 0.77020)   \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "7       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)   \n",
      "8       (0.77020, 0.77020, 0.71820, 0.71820, 0.57220)   \n",
      "9      (0.71820, 0.57220, 0.28860, 0.31320, -0.46280)   \n",
      "10  (0.31320, -0.46280, -0.77020, -0.42900, -0.71820)   \n",
      "11  (-0.42900, -0.71820, -0.64330, -0.57220, -0.77...   \n",
      "\n",
      "                                                   19  \n",
      "0   (-1.00000, -1.00000, -1.00000, -1.00000, -1.00...  \n",
      "1   (-1.00000, -1.00000, -0.48980, -0.53580, -0.39...  \n",
      "2   (-0.53580, -0.39490, -0.16840, -0.01601, -0.05...  \n",
      "3    (-0.01601, -0.05212, -0.07809, 0.52400, 0.54900)  \n",
      "4       (0.52400, 0.54900, 0.71820, 0.77020, 0.77020)  \n",
      "5       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)  \n",
      "6       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)  \n",
      "7       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)  \n",
      "8       (0.77020, 0.77020, 0.77020, 0.77020, 0.77020)  \n",
      "9       (0.77020, 0.77020, 0.68600, 0.50330, 0.52970)  \n",
      "10      (0.50330, 0.52970, 0.57220, 0.62750, 0.66230)  \n",
      "11      (0.62750, 0.66230, 0.53580, 0.45280, 0.29860)  \n",
      "<class 'pandas.core.frame.DataFrame'>\n"
     ]
    }
   ],
   "source": [
    "rol = rolling_window(df, 5, 3)\n",
    "print(rol)\n",
    "print(type(rol))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  Decimal('-1.00000'),\n",
       "  Decimal('-1.00000'),\n",
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       "  Decimal('-0.19620')): 1,\n",
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       "  Decimal('0.77020')): 26}"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "def text_freq(iterable):\n",
    "    d = dict()\n",
    "    for df in iterable:\n",
    "        assert type(df) is pd.DataFrame, 'Wrong type:' + str(type(df))\n",
    "        for _,col in df.iteritems():\n",
    "            for word, cnt in col.value_counts().iteritems():\n",
    "                hashable = word # hashable to be used as index\n",
    "                if hashable in d:\n",
    "                    d[hashable] += cnt\n",
    "                else:\n",
    "                    d[hashable] = cnt\n",
    "        return d\n",
    "\n",
    "text_freq((rol,))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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