Updated script that can be controled by Nodejs web app

lib/python3.13/site-packages/pandas/core/window/__init__.py

@@ -0,0 +1,23 @@
+from pandas.core.window.ewm import (
+    ExponentialMovingWindow,
+    ExponentialMovingWindowGroupby,
+)
+from pandas.core.window.expanding import (
+    Expanding,
+    ExpandingGroupby,
+)
+from pandas.core.window.rolling import (
+    Rolling,
+    RollingGroupby,
+    Window,
+)
+
+__all__ = [
+    "Expanding",
+    "ExpandingGroupby",
+    "ExponentialMovingWindow",
+    "ExponentialMovingWindowGroupby",
+    "Rolling",
+    "RollingGroupby",
+    "Window",
+]

lib/python3.13/site-packages/pandas/core/window/common.py

@@ -0,0 +1,169 @@
+"""Common utility functions for rolling operations"""
+from __future__ import annotations
+
+from collections import defaultdict
+from typing import cast
+
+import numpy as np
+
+from pandas.core.dtypes.generic import (
+    ABCDataFrame,
+    ABCSeries,
+)
+
+from pandas.core.indexes.api import MultiIndex
+
+
+def flex_binary_moment(arg1, arg2, f, pairwise: bool = False):
+    if isinstance(arg1, ABCSeries) and isinstance(arg2, ABCSeries):
+        X, Y = prep_binary(arg1, arg2)
+        return f(X, Y)
+
+    elif isinstance(arg1, ABCDataFrame):
+        from pandas import DataFrame
+
+        def dataframe_from_int_dict(data, frame_template) -> DataFrame:
+            result = DataFrame(data, index=frame_template.index)
+            if len(result.columns) > 0:
+                result.columns = frame_template.columns[result.columns]
+            else:
+                result.columns = frame_template.columns.copy()
+            return result
+
+        results = {}
+        if isinstance(arg2, ABCDataFrame):
+            if pairwise is False:
+                if arg1 is arg2:
+                    # special case in order to handle duplicate column names
+                    for i in range(len(arg1.columns)):
+                        results[i] = f(arg1.iloc[:, i], arg2.iloc[:, i])
+                    return dataframe_from_int_dict(results, arg1)
+                else:
+                    if not arg1.columns.is_unique:
+                        raise ValueError("'arg1' columns are not unique")
+                    if not arg2.columns.is_unique:
+                        raise ValueError("'arg2' columns are not unique")
+                    X, Y = arg1.align(arg2, join="outer")
+                    X, Y = prep_binary(X, Y)
+                    res_columns = arg1.columns.union(arg2.columns)
+                    for col in res_columns:
+                        if col in X and col in Y:
+                            results[col] = f(X[col], Y[col])
+                    return DataFrame(results, index=X.index, columns=res_columns)
+            elif pairwise is True:
+                results = defaultdict(dict)
+                for i in range(len(arg1.columns)):
+                    for j in range(len(arg2.columns)):
+                        if j < i and arg2 is arg1:
+                            # Symmetric case
+                            results[i][j] = results[j][i]
+                        else:
+                            results[i][j] = f(
+                                *prep_binary(arg1.iloc[:, i], arg2.iloc[:, j])
+                            )
+
+                from pandas import concat
+
+                result_index = arg1.index.union(arg2.index)
+                if len(result_index):
+                    # construct result frame
+                    result = concat(
+                        [
+                            concat(
+                                [results[i][j] for j in range(len(arg2.columns))],
+                                ignore_index=True,
+                            )
+                            for i in range(len(arg1.columns))
+                        ],
+                        ignore_index=True,
+                        axis=1,
+                    )
+                    result.columns = arg1.columns
+
+                    # set the index and reorder
+                    if arg2.columns.nlevels > 1:
+                        # mypy needs to know columns is a MultiIndex, Index doesn't
+                        # have levels attribute
+                        arg2.columns = cast(MultiIndex, arg2.columns)
+                        # GH 21157: Equivalent to MultiIndex.from_product(
+                        #  [result_index], <unique combinations of arg2.columns.levels>,
+                        # )
+                        # A normal MultiIndex.from_product will produce too many
+                        # combinations.
+                        result_level = np.tile(
+                            result_index, len(result) // len(result_index)
+                        )
+                        arg2_levels = (
+                            np.repeat(
+                                arg2.columns.get_level_values(i),
+                                len(result) // len(arg2.columns),
+                            )
+                            for i in range(arg2.columns.nlevels)
+                        )
+                        result_names = list(arg2.columns.names) + [result_index.name]
+                        result.index = MultiIndex.from_arrays(
+                            [*arg2_levels, result_level], names=result_names
+                        )
+                        # GH 34440
+                        num_levels = len(result.index.levels)
+                        new_order = [num_levels - 1] + list(range(num_levels - 1))
+                        result = result.reorder_levels(new_order).sort_index()
+                    else:
+                        result.index = MultiIndex.from_product(
+                            [range(len(arg2.columns)), range(len(result_index))]
+                        )
+                        result = result.swaplevel(1, 0).sort_index()
+                        result.index = MultiIndex.from_product(
+                            [result_index] + [arg2.columns]
+                        )
+                else:
+                    # empty result
+                    result = DataFrame(
+                        index=MultiIndex(
+                            levels=[arg1.index, arg2.columns], codes=[[], []]
+                        ),
+                        columns=arg2.columns,
+                        dtype="float64",
+                    )
+
+                # reset our index names to arg1 names
+                # reset our column names to arg2 names
+                # careful not to mutate the original names
+                result.columns = result.columns.set_names(arg1.columns.names)
+                result.index = result.index.set_names(
+                    result_index.names + arg2.columns.names
+                )
+
+                return result
+        else:
+            results = {
+                i: f(*prep_binary(arg1.iloc[:, i], arg2))
+                for i in range(len(arg1.columns))
+            }
+            return dataframe_from_int_dict(results, arg1)
+
+    else:
+        return flex_binary_moment(arg2, arg1, f)
+
+
+def zsqrt(x):
+    with np.errstate(all="ignore"):
+        result = np.sqrt(x)
+        mask = x < 0
+
+    if isinstance(x, ABCDataFrame):
+        if mask._values.any():
+            result[mask] = 0
+    else:
+        if mask.any():
+            result[mask] = 0
+
+    return result
+
+
+def prep_binary(arg1, arg2):
+    # mask out values, this also makes a common index...
+    X = arg1 + 0 * arg2
+    Y = arg2 + 0 * arg1
+
+    return X, Y

lib/python3.13/site-packages/pandas/core/window/doc.py

@@ -0,0 +1,116 @@
+"""Any shareable docstring components for rolling/expanding/ewm"""
+from __future__ import annotations
+
+from textwrap import dedent
+
+from pandas.core.shared_docs import _shared_docs
+
+_shared_docs = dict(**_shared_docs)
+
+
+def create_section_header(header: str) -> str:
+    """Create numpydoc section header"""
+    return f"{header}\n{'-' * len(header)}\n"
+
+
+template_header = "\nCalculate the {window_method} {aggregation_description}.\n\n"
+
+template_returns = dedent(
+    """
+    Series or DataFrame
+        Return type is the same as the original object with ``np.float64`` dtype.\n
+    """
+).replace("\n", "", 1)
+
+template_see_also = dedent(
+    """
+    pandas.Series.{window_method} : Calling {window_method} with Series data.
+    pandas.DataFrame.{window_method} : Calling {window_method} with DataFrames.
+    pandas.Series.{agg_method} : Aggregating {agg_method} for Series.
+    pandas.DataFrame.{agg_method} : Aggregating {agg_method} for DataFrame.\n
+    """
+).replace("\n", "", 1)
+
+kwargs_numeric_only = dedent(
+    """
+    numeric_only : bool, default False
+        Include only float, int, boolean columns.
+
+        .. versionadded:: 1.5.0\n
+    """
+).replace("\n", "", 1)
+
+kwargs_scipy = dedent(
+    """
+    **kwargs
+        Keyword arguments to configure the ``SciPy`` weighted window type.\n
+    """
+).replace("\n", "", 1)
+
+window_apply_parameters = dedent(
+    """
+    func : function
+        Must produce a single value from an ndarray input if ``raw=True``
+        or a single value from a Series if ``raw=False``. Can also accept a
+        Numba JIT function with ``engine='numba'`` specified.
+
+    raw : bool, default False
+        * ``False`` : passes each row or column as a Series to the
+          function.
+        * ``True`` : the passed function will receive ndarray
+          objects instead.
+          If you are just applying a NumPy reduction function this will
+          achieve much better performance.
+
+    engine : str, default None
+        * ``'cython'`` : Runs rolling apply through C-extensions from cython.
+        * ``'numba'`` : Runs rolling apply through JIT compiled code from numba.
+          Only available when ``raw`` is set to ``True``.
+        * ``None`` : Defaults to ``'cython'`` or globally setting ``compute.use_numba``
+
+    engine_kwargs : dict, default None
+        * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
+        * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
+          and ``parallel`` dictionary keys. The values must either be ``True`` or
+          ``False``. The default ``engine_kwargs`` for the ``'numba'`` engine is
+          ``{{'nopython': True, 'nogil': False, 'parallel': False}}`` and will be
+          applied to both the ``func`` and the ``apply`` rolling aggregation.
+
+    args : tuple, default None
+        Positional arguments to be passed into func.
+
+    kwargs : dict, default None
+        Keyword arguments to be passed into func.\n
+    """
+).replace("\n", "", 1)
+
+numba_notes = (
+    "See :ref:`window.numba_engine` and :ref:`enhancingperf.numba` for "
+    "extended documentation and performance considerations for the Numba engine.\n\n"
+)
+
+
+def window_agg_numba_parameters(version: str = "1.3") -> str:
+    return (
+        dedent(
+            """
+    engine : str, default None
+        * ``'cython'`` : Runs the operation through C-extensions from cython.
+        * ``'numba'`` : Runs the operation through JIT compiled code from numba.
+        * ``None`` : Defaults to ``'cython'`` or globally setting ``compute.use_numba``
+
+          .. versionadded:: {version}.0
+
+    engine_kwargs : dict, default None
+        * For ``'cython'`` engine, there are no accepted ``engine_kwargs``
+        * For ``'numba'`` engine, the engine can accept ``nopython``, ``nogil``
+          and ``parallel`` dictionary keys. The values must either be ``True`` or
+          ``False``. The default ``engine_kwargs`` for the ``'numba'`` engine is
+          ``{{'nopython': True, 'nogil': False, 'parallel': False}}``
+
+          .. versionadded:: {version}.0\n
+    """
+        )
+        .replace("\n", "", 1)
+        .replace("{version}", version)
+    )

lib/python3.13/site-packages/pandas/core/window/expanding.py

@@ -0,0 +1,964 @@
+from __future__ import annotations
+
+from textwrap import dedent
+from typing import (
+    TYPE_CHECKING,
+    Any,
+    Callable,
+    Literal,
+)
+
+from pandas.util._decorators import (
+    deprecate_kwarg,
+    doc,
+)
+
+from pandas.core.indexers.objects import (
+    BaseIndexer,
+    ExpandingIndexer,
+    GroupbyIndexer,
+)
+from pandas.core.window.doc import (
+    _shared_docs,
+    create_section_header,
+    kwargs_numeric_only,
+    numba_notes,
+    template_header,
+    template_returns,
+    template_see_also,
+    window_agg_numba_parameters,
+    window_apply_parameters,
+)
+from pandas.core.window.rolling import (
+    BaseWindowGroupby,
+    RollingAndExpandingMixin,
+)
+
+if TYPE_CHECKING:
+    from pandas._typing import (
+        Axis,
+        QuantileInterpolation,
+        WindowingRankType,
+    )
+
+    from pandas import (
+        DataFrame,
+        Series,
+    )
+    from pandas.core.generic import NDFrame
+
+
+class Expanding(RollingAndExpandingMixin):
+    """
+    Provide expanding window calculations.
+
+    Parameters
+    ----------
+    min_periods : int, default 1
+        Minimum number of observations in window required to have a value;
+        otherwise, result is ``np.nan``.
+
+    axis : int or str, default 0
+        If ``0`` or ``'index'``, roll across the rows.
+
+        If ``1`` or ``'columns'``, roll across the columns.
+
+        For `Series` this parameter is unused and defaults to 0.
+
+    method : str {'single', 'table'}, default 'single'
+        Execute the rolling operation per single column or row (``'single'``)
+        or over the entire object (``'table'``).
+
+        This argument is only implemented when specifying ``engine='numba'``
+        in the method call.
+
+        .. versionadded:: 1.3.0
+
+    Returns
+    -------
+    pandas.api.typing.Expanding
+
+    See Also
+    --------
+    rolling : Provides rolling window calculations.
+    ewm : Provides exponential weighted functions.
+
+    Notes
+    -----
+    See :ref:`Windowing Operations <window.expanding>` for further usage details
+    and examples.
+
+    Examples
+    --------
+    >>> df = pd.DataFrame({"B": [0, 1, 2, np.nan, 4]})
+    >>> df
+         B
+    0  0.0
+    1  1.0
+    2  2.0
+    3  NaN
+    4  4.0
+
+    **min_periods**
+
+    Expanding sum with 1 vs 3 observations needed to calculate a value.
+
+    >>> df.expanding(1).sum()
+         B
+    0  0.0
+    1  1.0
+    2  3.0
+    3  3.0
+    4  7.0
+    >>> df.expanding(3).sum()
+         B
+    0  NaN
+    1  NaN
+    2  3.0
+    3  3.0
+    4  7.0
+    """
+
+    _attributes: list[str] = ["min_periods", "axis", "method"]
+
+    def __init__(
+        self,
+        obj: NDFrame,
+        min_periods: int = 1,
+        axis: Axis = 0,
+        method: str = "single",
+        selection=None,
+    ) -> None:
+        super().__init__(
+            obj=obj,
+            min_periods=min_periods,
+            axis=axis,
+            method=method,
+            selection=selection,
+        )
+
+    def _get_window_indexer(self) -> BaseIndexer:
+        """
+        Return an indexer class that will compute the window start and end bounds
+        """
+        return ExpandingIndexer()
+
+    @doc(
+        _shared_docs["aggregate"],
+        see_also=dedent(
+            """
+        See Also
+        --------
+        pandas.DataFrame.aggregate : Similar DataFrame method.
+        pandas.Series.aggregate : Similar Series method.
+        """
+        ),
+        examples=dedent(
+            """
+        Examples
+        --------
+        >>> df = pd.DataFrame({"A": [1, 2, 3], "B": [4, 5, 6], "C": [7, 8, 9]})
+        >>> df
+           A  B  C
+        0  1  4  7
+        1  2  5  8
+        2  3  6  9
+
+        >>> df.ewm(alpha=0.5).mean()
+                  A         B         C
+        0  1.000000  4.000000  7.000000
+        1  1.666667  4.666667  7.666667
+        2  2.428571  5.428571  8.428571
+        """
+        ),
+        klass="Series/Dataframe",
+        axis="",
+    )
+    def aggregate(self, func, *args, **kwargs):
+        return super().aggregate(func, *args, **kwargs)
+
+    agg = aggregate
+
+    @doc(
+        template_header,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().count()
+        a    1.0
+        b    2.0
+        c    3.0
+        d    4.0
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="count of non NaN observations",
+        agg_method="count",
+    )
+    def count(self, numeric_only: bool = False):
+        return super().count(numeric_only=numeric_only)
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        window_apply_parameters,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().apply(lambda s: s.max() - 2 * s.min())
+        a   -1.0
+        b    0.0
+        c    1.0
+        d    2.0
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="custom aggregation function",
+        agg_method="apply",
+    )
+    def apply(
+        self,
+        func: Callable[..., Any],
+        raw: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+        args: tuple[Any, ...] | None = None,
+        kwargs: dict[str, Any] | None = None,
+    ):
+        return super().apply(
+            func,
+            raw=raw,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+            args=args,
+            kwargs=kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        window_agg_numba_parameters(),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Notes"),
+        numba_notes,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().sum()
+        a     1.0
+        b     3.0
+        c     6.0
+        d    10.0
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="sum",
+        agg_method="sum",
+    )
+    def sum(
+        self,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().sum(
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        window_agg_numba_parameters(),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Notes"),
+        numba_notes,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([3, 2, 1, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().max()
+        a    3.0
+        b    3.0
+        c    3.0
+        d    4.0
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="maximum",
+        agg_method="max",
+    )
+    def max(
+        self,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().max(
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        window_agg_numba_parameters(),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Notes"),
+        numba_notes,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([2, 3, 4, 1], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().min()
+        a    2.0
+        b    2.0
+        c    2.0
+        d    1.0
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="minimum",
+        agg_method="min",
+    )
+    def min(
+        self,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().min(
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        window_agg_numba_parameters(),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Notes"),
+        numba_notes,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().mean()
+        a    1.0
+        b    1.5
+        c    2.0
+        d    2.5
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="mean",
+        agg_method="mean",
+    )
+    def mean(
+        self,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().mean(
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        window_agg_numba_parameters(),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Notes"),
+        numba_notes,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser.expanding().median()
+        a    1.0
+        b    1.5
+        c    2.0
+        d    2.5
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="median",
+        agg_method="median",
+    )
+    def median(
+        self,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().median(
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        dedent(
+            """
+        ddof : int, default 1
+            Delta Degrees of Freedom.  The divisor used in calculations
+            is ``N - ddof``, where ``N`` represents the number of elements.\n
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        window_agg_numba_parameters("1.4"),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        "numpy.std : Equivalent method for NumPy array.\n",
+        template_see_also,
+        create_section_header("Notes"),
+        dedent(
+            """
+        The default ``ddof`` of 1 used in :meth:`Series.std` is different
+        than the default ``ddof`` of 0 in :func:`numpy.std`.
+
+        A minimum of one period is required for the rolling calculation.\n
+        """
+        ).replace("\n", "", 1),
+        create_section_header("Examples"),
+        dedent(
+            """
+        >>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
+
+        >>> s.expanding(3).std()
+        0         NaN
+        1         NaN
+        2    0.577350
+        3    0.957427
+        4    0.894427
+        5    0.836660
+        6    0.786796
+        dtype: float64
+        """
+        ).replace("\n", "", 1),
+        window_method="expanding",
+        aggregation_description="standard deviation",
+        agg_method="std",
+    )
+    def std(
+        self,
+        ddof: int = 1,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().std(
+            ddof=ddof,
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        dedent(
+            """
+        ddof : int, default 1
+            Delta Degrees of Freedom.  The divisor used in calculations
+            is ``N - ddof``, where ``N`` represents the number of elements.\n
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        window_agg_numba_parameters("1.4"),
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        "numpy.var : Equivalent method for NumPy array.\n",
+        template_see_also,
+        create_section_header("Notes"),
+        dedent(
+            """
+        The default ``ddof`` of 1 used in :meth:`Series.var` is different
+        than the default ``ddof`` of 0 in :func:`numpy.var`.
+
+        A minimum of one period is required for the rolling calculation.\n
+        """
+        ).replace("\n", "", 1),
+        create_section_header("Examples"),
+        dedent(
+            """
+        >>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
+
+        >>> s.expanding(3).var()
+        0         NaN
+        1         NaN
+        2    0.333333
+        3    0.916667
+        4    0.800000
+        5    0.700000
+        6    0.619048
+        dtype: float64
+        """
+        ).replace("\n", "", 1),
+        window_method="expanding",
+        aggregation_description="variance",
+        agg_method="var",
+    )
+    def var(
+        self,
+        ddof: int = 1,
+        numeric_only: bool = False,
+        engine: Literal["cython", "numba"] | None = None,
+        engine_kwargs: dict[str, bool] | None = None,
+    ):
+        return super().var(
+            ddof=ddof,
+            numeric_only=numeric_only,
+            engine=engine,
+            engine_kwargs=engine_kwargs,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        dedent(
+            """
+        ddof : int, default 1
+            Delta Degrees of Freedom.  The divisor used in calculations
+            is ``N - ddof``, where ``N`` represents the number of elements.\n
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Notes"),
+        "A minimum of one period is required for the calculation.\n\n",
+        create_section_header("Examples"),
+        dedent(
+            """
+        >>> s = pd.Series([0, 1, 2, 3])
+
+        >>> s.expanding().sem()
+        0         NaN
+        1    0.707107
+        2    0.707107
+        3    0.745356
+        dtype: float64
+        """
+        ).replace("\n", "", 1),
+        window_method="expanding",
+        aggregation_description="standard error of mean",
+        agg_method="sem",
+    )
+    def sem(self, ddof: int = 1, numeric_only: bool = False):
+        return super().sem(ddof=ddof, numeric_only=numeric_only)
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        "scipy.stats.skew : Third moment of a probability density.\n",
+        template_see_also,
+        create_section_header("Notes"),
+        "A minimum of three periods is required for the rolling calculation.\n\n",
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([-1, 0, 2, -1, 2], index=['a', 'b', 'c', 'd', 'e'])
+        >>> ser.expanding().skew()
+        a         NaN
+        b         NaN
+        c    0.935220
+        d    1.414214
+        e    0.315356
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="unbiased skewness",
+        agg_method="skew",
+    )
+    def skew(self, numeric_only: bool = False):
+        return super().skew(numeric_only=numeric_only)
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        "scipy.stats.kurtosis : Reference SciPy method.\n",
+        template_see_also,
+        create_section_header("Notes"),
+        "A minimum of four periods is required for the calculation.\n\n",
+        create_section_header("Examples"),
+        dedent(
+            """
+        The example below will show a rolling calculation with a window size of
+        four matching the equivalent function call using `scipy.stats`.
+
+        >>> arr = [1, 2, 3, 4, 999]
+        >>> import scipy.stats
+        >>> print(f"{{scipy.stats.kurtosis(arr[:-1], bias=False):.6f}}")
+        -1.200000
+        >>> print(f"{{scipy.stats.kurtosis(arr, bias=False):.6f}}")
+        4.999874
+        >>> s = pd.Series(arr)
+        >>> s.expanding(4).kurt()
+        0         NaN
+        1         NaN
+        2         NaN
+        3   -1.200000
+        4    4.999874
+        dtype: float64
+        """
+        ).replace("\n", "", 1),
+        window_method="expanding",
+        aggregation_description="Fisher's definition of kurtosis without bias",
+        agg_method="kurt",
+    )
+    def kurt(self, numeric_only: bool = False):
+        return super().kurt(numeric_only=numeric_only)
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        dedent(
+            """
+        quantile : float
+            Quantile to compute. 0 <= quantile <= 1.
+
+            .. deprecated:: 2.1.0
+                This will be renamed to 'q' in a future version.
+        interpolation : {{'linear', 'lower', 'higher', 'midpoint', 'nearest'}}
+            This optional parameter specifies the interpolation method to use,
+            when the desired quantile lies between two data points `i` and `j`:
+
+                * linear: `i + (j - i) * fraction`, where `fraction` is the
+                  fractional part of the index surrounded by `i` and `j`.
+                * lower: `i`.
+                * higher: `j`.
+                * nearest: `i` or `j` whichever is nearest.
+                * midpoint: (`i` + `j`) / 2.
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser = pd.Series([1, 2, 3, 4, 5, 6], index=['a', 'b', 'c', 'd', 'e', 'f'])
+        >>> ser.expanding(min_periods=4).quantile(.25)
+        a     NaN
+        b     NaN
+        c     NaN
+        d    1.75
+        e    2.00
+        f    2.25
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="quantile",
+        agg_method="quantile",
+    )
+    @deprecate_kwarg(old_arg_name="quantile", new_arg_name="q")
+    def quantile(
+        self,
+        q: float,
+        interpolation: QuantileInterpolation = "linear",
+        numeric_only: bool = False,
+    ):
+        return super().quantile(
+            q=q,
+            interpolation=interpolation,
+            numeric_only=numeric_only,
+        )
+
+    @doc(
+        template_header,
+        ".. versionadded:: 1.4.0 \n\n",
+        create_section_header("Parameters"),
+        dedent(
+            """
+        method : {{'average', 'min', 'max'}}, default 'average'
+            How to rank the group of records that have the same value (i.e. ties):
+
+            * average: average rank of the group
+            * min: lowest rank in the group
+            * max: highest rank in the group
+
+        ascending : bool, default True
+            Whether or not the elements should be ranked in ascending order.
+        pct : bool, default False
+            Whether or not to display the returned rankings in percentile
+            form.
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Examples"),
+        dedent(
+            """
+        >>> s = pd.Series([1, 4, 2, 3, 5, 3])
+        >>> s.expanding().rank()
+        0    1.0
+        1    2.0
+        2    2.0
+        3    3.0
+        4    5.0
+        5    3.5
+        dtype: float64
+
+        >>> s.expanding().rank(method="max")
+        0    1.0
+        1    2.0
+        2    2.0
+        3    3.0
+        4    5.0
+        5    4.0
+        dtype: float64
+
+        >>> s.expanding().rank(method="min")
+        0    1.0
+        1    2.0
+        2    2.0
+        3    3.0
+        4    5.0
+        5    3.0
+        dtype: float64
+        """
+        ).replace("\n", "", 1),
+        window_method="expanding",
+        aggregation_description="rank",
+        agg_method="rank",
+    )
+    def rank(
+        self,
+        method: WindowingRankType = "average",
+        ascending: bool = True,
+        pct: bool = False,
+        numeric_only: bool = False,
+    ):
+        return super().rank(
+            method=method,
+            ascending=ascending,
+            pct=pct,
+            numeric_only=numeric_only,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        dedent(
+            """
+        other : Series or DataFrame, optional
+            If not supplied then will default to self and produce pairwise
+            output.
+        pairwise : bool, default None
+            If False then only matching columns between self and other will be
+            used and the output will be a DataFrame.
+            If True then all pairwise combinations will be calculated and the
+            output will be a MultiIndexed DataFrame in the case of DataFrame
+            inputs. In the case of missing elements, only complete pairwise
+            observations will be used.
+        ddof : int, default 1
+            Delta Degrees of Freedom.  The divisor used in calculations
+            is ``N - ddof``, where ``N`` represents the number of elements.
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        template_see_also,
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser1 = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser2 = pd.Series([10, 11, 13, 16], index=['a', 'b', 'c', 'd'])
+        >>> ser1.expanding().cov(ser2)
+        a         NaN
+        b    0.500000
+        c    1.500000
+        d    3.333333
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="sample covariance",
+        agg_method="cov",
+    )
+    def cov(
+        self,
+        other: DataFrame | Series | None = None,
+        pairwise: bool | None = None,
+        ddof: int = 1,
+        numeric_only: bool = False,
+    ):
+        return super().cov(
+            other=other,
+            pairwise=pairwise,
+            ddof=ddof,
+            numeric_only=numeric_only,
+        )
+
+    @doc(
+        template_header,
+        create_section_header("Parameters"),
+        dedent(
+            """
+        other : Series or DataFrame, optional
+            If not supplied then will default to self and produce pairwise
+            output.
+        pairwise : bool, default None
+            If False then only matching columns between self and other will be
+            used and the output will be a DataFrame.
+            If True then all pairwise combinations will be calculated and the
+            output will be a MultiIndexed DataFrame in the case of DataFrame
+            inputs. In the case of missing elements, only complete pairwise
+            observations will be used.
+        """
+        ).replace("\n", "", 1),
+        kwargs_numeric_only,
+        create_section_header("Returns"),
+        template_returns,
+        create_section_header("See Also"),
+        dedent(
+            """
+        cov : Similar method to calculate covariance.
+        numpy.corrcoef : NumPy Pearson's correlation calculation.
+        """
+        ).replace("\n", "", 1),
+        template_see_also,
+        create_section_header("Notes"),
+        dedent(
+            """
+        This function uses Pearson's definition of correlation
+        (https://en.wikipedia.org/wiki/Pearson_correlation_coefficient).
+
+        When `other` is not specified, the output will be self correlation (e.g.
+        all 1's), except for :class:`~pandas.DataFrame` inputs with `pairwise`
+        set to `True`.
+
+        Function will return ``NaN`` for correlations of equal valued sequences;
+        this is the result of a 0/0 division error.
+
+        When `pairwise` is set to `False`, only matching columns between `self` and
+        `other` will be used.
+
+        When `pairwise` is set to `True`, the output will be a MultiIndex DataFrame
+        with the original index on the first level, and the `other` DataFrame
+        columns on the second level.
+
+        In the case of missing elements, only complete pairwise observations
+        will be used.\n
+        """
+        ),
+        create_section_header("Examples"),
+        dedent(
+            """\
+        >>> ser1 = pd.Series([1, 2, 3, 4], index=['a', 'b', 'c', 'd'])
+        >>> ser2 = pd.Series([10, 11, 13, 16], index=['a', 'b', 'c', 'd'])
+        >>> ser1.expanding().corr(ser2)
+        a         NaN
+        b    1.000000
+        c    0.981981
+        d    0.975900
+        dtype: float64
+        """
+        ),
+        window_method="expanding",
+        aggregation_description="correlation",
+        agg_method="corr",
+    )
+    def corr(
+        self,
+        other: DataFrame | Series | None = None,
+        pairwise: bool | None = None,
+        ddof: int = 1,
+        numeric_only: bool = False,
+    ):
+        return super().corr(
+            other=other,
+            pairwise=pairwise,
+            ddof=ddof,
+            numeric_only=numeric_only,
+        )
+
+
+class ExpandingGroupby(BaseWindowGroupby, Expanding):
+    """
+    Provide a expanding groupby implementation.
+    """
+
+    _attributes = Expanding._attributes + BaseWindowGroupby._attributes
+
+    def _get_window_indexer(self) -> GroupbyIndexer:
+        """
+        Return an indexer class that will compute the window start and end bounds
+
+        Returns
+        -------
+        GroupbyIndexer
+        """
+        window_indexer = GroupbyIndexer(
+            groupby_indices=self._grouper.indices,
+            window_indexer=ExpandingIndexer,
+        )
+        return window_indexer

lib/python3.13/site-packages/pandas/core/window/numba_.py

@@ -0,0 +1,351 @@
+from __future__ import annotations
+
+import functools
+from typing import (
+    TYPE_CHECKING,
+    Any,
+    Callable,
+)
+
+import numpy as np
+
+from pandas.compat._optional import import_optional_dependency
+
+from pandas.core.util.numba_ import jit_user_function
+
+if TYPE_CHECKING:
+    from pandas._typing import Scalar
+
+
+@functools.cache
+def generate_numba_apply_func(
+    func: Callable[..., Scalar],
+    nopython: bool,
+    nogil: bool,
+    parallel: bool,
+):
+    """
+    Generate a numba jitted apply function specified by values from engine_kwargs.
+
+    1. jit the user's function
+    2. Return a rolling apply function with the jitted function inline
+
+    Configurations specified in engine_kwargs apply to both the user's
+    function _AND_ the rolling apply function.
+
+    Parameters
+    ----------
+    func : function
+        function to be applied to each window and will be JITed
+    nopython : bool
+        nopython to be passed into numba.jit
+    nogil : bool
+        nogil to be passed into numba.jit
+    parallel : bool
+        parallel to be passed into numba.jit
+
+    Returns
+    -------
+    Numba function
+    """
+    numba_func = jit_user_function(func)
+    if TYPE_CHECKING:
+        import numba
+    else:
+        numba = import_optional_dependency("numba")
+
+    @numba.jit(nopython=nopython, nogil=nogil, parallel=parallel)
+    def roll_apply(
+        values: np.ndarray,
+        begin: np.ndarray,
+        end: np.ndarray,
+        minimum_periods: int,
+        *args: Any,
+    ) -> np.ndarray:
+        result = np.empty(len(begin))
+        for i in numba.prange(len(result)):
+            start = begin[i]
+            stop = end[i]
+            window = values[start:stop]
+            count_nan = np.sum(np.isnan(window))
+            if len(window) - count_nan >= minimum_periods:
+                result[i] = numba_func(window, *args)
+            else:
+                result[i] = np.nan
+        return result
+
+    return roll_apply
+
+
+@functools.cache
+def generate_numba_ewm_func(
+    nopython: bool,
+    nogil: bool,
+    parallel: bool,
+    com: float,
+    adjust: bool,
+    ignore_na: bool,
+    deltas: tuple,
+    normalize: bool,
+):
+    """
+    Generate a numba jitted ewm mean or sum function specified by values
+    from engine_kwargs.
+
+    Parameters
+    ----------
+    nopython : bool
+        nopython to be passed into numba.jit
+    nogil : bool
+        nogil to be passed into numba.jit
+    parallel : bool
+        parallel to be passed into numba.jit
+    com : float
+    adjust : bool
+    ignore_na : bool
+    deltas : tuple
+    normalize : bool
+
+    Returns
+    -------
+    Numba function
+    """
+    if TYPE_CHECKING:
+        import numba
+    else:
+        numba = import_optional_dependency("numba")
+
+    @numba.jit(nopython=nopython, nogil=nogil, parallel=parallel)
+    def ewm(
+        values: np.ndarray,
+        begin: np.ndarray,
+        end: np.ndarray,
+        minimum_periods: int,
+    ) -> np.ndarray:
+        result = np.empty(len(values))
+        alpha = 1.0 / (1.0 + com)
+        old_wt_factor = 1.0 - alpha
+        new_wt = 1.0 if adjust else alpha
+
+        for i in numba.prange(len(begin)):
+            start = begin[i]
+            stop = end[i]
+            window = values[start:stop]
+            sub_result = np.empty(len(window))
+
+            weighted = window[0]
+            nobs = int(not np.isnan(weighted))
+            sub_result[0] = weighted if nobs >= minimum_periods else np.nan
+            old_wt = 1.0
+
+            for j in range(1, len(window)):
+                cur = window[j]
+                is_observation = not np.isnan(cur)
+                nobs += is_observation
+                if not np.isnan(weighted):
+                    if is_observation or not ignore_na:
+                        if normalize:
+                            # note that len(deltas) = len(vals) - 1 and deltas[i]
+                            # is to be used in conjunction with vals[i+1]
+                            old_wt *= old_wt_factor ** deltas[start + j - 1]
+                        else:
+                            weighted = old_wt_factor * weighted
+                        if is_observation:
+                            if normalize:
+                                # avoid numerical errors on constant series
+                                if weighted != cur:
+                                    weighted = old_wt * weighted + new_wt * cur
+                                    if normalize:
+                                        weighted = weighted / (old_wt + new_wt)
+                                if adjust:
+                                    old_wt += new_wt
+                                else:
+                                    old_wt = 1.0
+                            else:
+                                weighted += cur
+                elif is_observation:
+                    weighted = cur
+
+                sub_result[j] = weighted if nobs >= minimum_periods else np.nan
+
+            result[start:stop] = sub_result
+
+        return result
+
+    return ewm
+
+
+@functools.cache
+def generate_numba_table_func(
+    func: Callable[..., np.ndarray],
+    nopython: bool,
+    nogil: bool,
+    parallel: bool,
+):
+    """
+    Generate a numba jitted function to apply window calculations table-wise.
+
+    Func will be passed a M window size x N number of columns array, and
+    must return a 1 x N number of columns array. Func is intended to operate
+    row-wise, but the result will be transposed for axis=1.
+
+    1. jit the user's function
+    2. Return a rolling apply function with the jitted function inline
+
+    Parameters
+    ----------
+    func : function
+        function to be applied to each window and will be JITed
+    nopython : bool
+        nopython to be passed into numba.jit
+    nogil : bool
+        nogil to be passed into numba.jit
+    parallel : bool
+        parallel to be passed into numba.jit
+
+    Returns
+    -------
+    Numba function
+    """
+    numba_func = jit_user_function(func)
+    if TYPE_CHECKING:
+        import numba
+    else:
+        numba = import_optional_dependency("numba")
+
+    @numba.jit(nopython=nopython, nogil=nogil, parallel=parallel)
+    def roll_table(
+        values: np.ndarray,
+        begin: np.ndarray,
+        end: np.ndarray,
+        minimum_periods: int,
+        *args: Any,
+    ):
+        result = np.empty((len(begin), values.shape[1]))
+        min_periods_mask = np.empty(result.shape)
+        for i in numba.prange(len(result)):
+            start = begin[i]
+            stop = end[i]
+            window = values[start:stop]
+            count_nan = np.sum(np.isnan(window), axis=0)
+            sub_result = numba_func(window, *args)
+            nan_mask = len(window) - count_nan >= minimum_periods
+            min_periods_mask[i, :] = nan_mask
+            result[i, :] = sub_result
+        result = np.where(min_periods_mask, result, np.nan)
+        return result
+
+    return roll_table
+
+
+# This function will no longer be needed once numba supports
+# axis for all np.nan* agg functions
+# https://github.com/numba/numba/issues/1269
+@functools.cache
+def generate_manual_numpy_nan_agg_with_axis(nan_func):
+    if TYPE_CHECKING:
+        import numba
+    else:
+        numba = import_optional_dependency("numba")
+
+    @numba.jit(nopython=True, nogil=True, parallel=True)
+    def nan_agg_with_axis(table):
+        result = np.empty(table.shape[1])
+        for i in numba.prange(table.shape[1]):
+            partition = table[:, i]
+            result[i] = nan_func(partition)
+        return result
+
+    return nan_agg_with_axis
+
+
+@functools.cache
+def generate_numba_ewm_table_func(
+    nopython: bool,
+    nogil: bool,
+    parallel: bool,
+    com: float,
+    adjust: bool,
+    ignore_na: bool,
+    deltas: tuple,
+    normalize: bool,
+):
+    """
+    Generate a numba jitted ewm mean or sum function applied table wise specified
+    by values from engine_kwargs.
+
+    Parameters
+    ----------
+    nopython : bool
+        nopython to be passed into numba.jit
+    nogil : bool
+        nogil to be passed into numba.jit
+    parallel : bool
+        parallel to be passed into numba.jit
+    com : float
+    adjust : bool
+    ignore_na : bool
+    deltas : tuple
+    normalize: bool
+
+    Returns
+    -------
+    Numba function
+    """
+    if TYPE_CHECKING:
+        import numba
+    else:
+        numba = import_optional_dependency("numba")
+
+    @numba.jit(nopython=nopython, nogil=nogil, parallel=parallel)
+    def ewm_table(
+        values: np.ndarray,
+        begin: np.ndarray,
+        end: np.ndarray,
+        minimum_periods: int,
+    ) -> np.ndarray:
+        alpha = 1.0 / (1.0 + com)
+        old_wt_factor = 1.0 - alpha
+        new_wt = 1.0 if adjust else alpha
+        old_wt = np.ones(values.shape[1])
+
+        result = np.empty(values.shape)
+        weighted = values[0].copy()
+        nobs = (~np.isnan(weighted)).astype(np.int64)
+        result[0] = np.where(nobs >= minimum_periods, weighted, np.nan)
+        for i in range(1, len(values)):
+            cur = values[i]
+            is_observations = ~np.isnan(cur)
+            nobs += is_observations.astype(np.int64)
+            for j in numba.prange(len(cur)):
+                if not np.isnan(weighted[j]):
+                    if is_observations[j] or not ignore_na:
+                        if normalize:
+                            # note that len(deltas) = len(vals) - 1 and deltas[i]
+                            # is to be used in conjunction with vals[i+1]
+                            old_wt[j] *= old_wt_factor ** deltas[i - 1]
+                        else:
+                            weighted[j] = old_wt_factor * weighted[j]
+                        if is_observations[j]:
+                            if normalize:
+                                # avoid numerical errors on constant series
+                                if weighted[j] != cur[j]:
+                                    weighted[j] = (
+                                        old_wt[j] * weighted[j] + new_wt * cur[j]
+                                    )
+                                    if normalize:
+                                        weighted[j] = weighted[j] / (old_wt[j] + new_wt)
+                                if adjust:
+                                    old_wt[j] += new_wt
+                                else:
+                                    old_wt[j] = 1.0
+                            else:
+                                weighted[j] += cur[j]
+                elif is_observations[j]:
+                    weighted[j] = cur[j]
+
+            result[i] = np.where(nobs >= minimum_periods, weighted, np.nan)
+
+        return result
+
+    return ewm_table

lib/python3.13/site-packages/pandas/core/window/online.py

@@ -0,0 +1,118 @@
+from __future__ import annotations
+
+from typing import TYPE_CHECKING
+
+import numpy as np
+
+from pandas.compat._optional import import_optional_dependency
+
+
+def generate_online_numba_ewma_func(
+    nopython: bool,
+    nogil: bool,
+    parallel: bool,
+):
+    """
+    Generate a numba jitted groupby ewma function specified by values
+    from engine_kwargs.
+
+    Parameters
+    ----------
+    nopython : bool
+        nopython to be passed into numba.jit
+    nogil : bool
+        nogil to be passed into numba.jit
+    parallel : bool
+        parallel to be passed into numba.jit
+
+    Returns
+    -------
+    Numba function
+    """
+    if TYPE_CHECKING:
+        import numba
+    else:
+        numba = import_optional_dependency("numba")
+
+    @numba.jit(nopython=nopython, nogil=nogil, parallel=parallel)
+    def online_ewma(
+        values: np.ndarray,
+        deltas: np.ndarray,
+        minimum_periods: int,
+        old_wt_factor: float,
+        new_wt: float,
+        old_wt: np.ndarray,
+        adjust: bool,
+        ignore_na: bool,
+    ):
+        """
+        Compute online exponentially weighted mean per column over 2D values.
+
+        Takes the first observation as is, then computes the subsequent
+        exponentially weighted mean accounting minimum periods.
+        """
+        result = np.empty(values.shape)
+        weighted_avg = values[0].copy()
+        nobs = (~np.isnan(weighted_avg)).astype(np.int64)
+        result[0] = np.where(nobs >= minimum_periods, weighted_avg, np.nan)
+
+        for i in range(1, len(values)):
+            cur = values[i]
+            is_observations = ~np.isnan(cur)
+            nobs += is_observations.astype(np.int64)
+            for j in numba.prange(len(cur)):
+                if not np.isnan(weighted_avg[j]):
+                    if is_observations[j] or not ignore_na:
+                        # note that len(deltas) = len(vals) - 1 and deltas[i] is to be
+                        # used in conjunction with vals[i+1]
+                        old_wt[j] *= old_wt_factor ** deltas[j - 1]
+                        if is_observations[j]:
+                            # avoid numerical errors on constant series
+                            if weighted_avg[j] != cur[j]:
+                                weighted_avg[j] = (
+                                    (old_wt[j] * weighted_avg[j]) + (new_wt * cur[j])
+                                ) / (old_wt[j] + new_wt)
+                            if adjust:
+                                old_wt[j] += new_wt
+                            else:
+                                old_wt[j] = 1.0
+                elif is_observations[j]:
+                    weighted_avg[j] = cur[j]
+
+            result[i] = np.where(nobs >= minimum_periods, weighted_avg, np.nan)
+
+        return result, old_wt
+
+    return online_ewma
+
+
+class EWMMeanState:
+    def __init__(self, com, adjust, ignore_na, axis, shape) -> None:
+        alpha = 1.0 / (1.0 + com)
+        self.axis = axis
+        self.shape = shape
+        self.adjust = adjust
+        self.ignore_na = ignore_na
+        self.new_wt = 1.0 if adjust else alpha
+        self.old_wt_factor = 1.0 - alpha
+        self.old_wt = np.ones(self.shape[self.axis - 1])
+        self.last_ewm = None
+
+    def run_ewm(self, weighted_avg, deltas, min_periods, ewm_func):
+        result, old_wt = ewm_func(
+            weighted_avg,
+            deltas,
+            min_periods,
+            self.old_wt_factor,
+            self.new_wt,
+            self.old_wt,
+            self.adjust,
+            self.ignore_na,
+        )
+        self.old_wt = old_wt
+        self.last_ewm = result[-1]
+        return result
+
+    def reset(self) -> None:
+        self.old_wt = np.ones(self.shape[self.axis - 1])
+        self.last_ewm = None