def lagged_features()

in fclib/fclib/feature_engineering/feature_utils.py [0:0]

• 8 lines of code
• 3 McCabe index (conditional complexity)

def lagged_features(df, lags):
    """Create lagged features based on time series data.
    
    Args:
        df (Dataframe): Input time series data sorted by time
        lags (List): Lag lengths
        
    Returns:
        fea (Dataframe): Lagged features 
    """
    df_list = []
    for lag in lags:
        df_shifted = df.shift(lag)
        df_shifted.columns = [x + "_lag" + str(lag) for x in df_shifted.columns]
        df_list.append(df_shifted)
    fea = pd.concat(df_list, axis=1)
    return fea