Python Pandas: Calculate moving average within group

You can use rolling on groupby object directly as:

df['moving'] = df.groupby('object').rolling(10)['value'].mean()

The new pandas version throws an error when used direct assign to the column so use:

df['moving'] = df.groupby('object').rolling(10)['value'].mean().reset_index(drop=True)

You can use rolling with transform:

df['moving'] = df.groupby('object')['value'].transform(lambda x: x.rolling(10, 1).mean())

The 1 in rolling is for minimum number of periods.

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