title: Pandas and Rolling_Mean with Offset (Average Daily Volume Calculation)
body: <p>When I pull stock data into a dataframe from Yahoo, I want to be able to calculate the 5 day average of volume, excluding the current date. </p>
  
  <p>Is there a way to use rolling mean with an offset?  For example, a 5 day mean that excludes current day and is based on the prior 5 days.</p>
  
  <p>When I run the following code</p>
  
  <pre><code>r = DataReader("BBRY", "yahoo", '2015-01-01','2015-01-31')
  
  r['ADV']=pd.rolling_mean(r['Volume'], window=5)
  </code></pre>
  
  <p>It returns the 5 day volume, inclusive of the current date, so when you look at the below, 1/8 has average volume from 1/2,1/5,1/6,1/7, and 1/8.  I would want 1/9 to be the first date that returns average volume and it to contain data from 1/2,1/5,1/6,1/7, and 1/8.</p>
  
  <pre><code>    Date   Open    High     Low   Close    Volume  Adj Close  Symbol           ADV 
  
  1/2/2015  11.01   11.11   10.79   10.82   9733200      10.82    BBRY           NaN
  1/5/2015  10.60   10.77   10.37   10.76  12318100      10.76    BBRY           NaN
  1/6/2015  10.80   10.85   10.44   10.62  10176400      10.62    BBRY           NaN
  1/7/2015  10.65   10.80   10.48   10.67  10277400      10.67    BBRY           NaN
  1/8/2015  10.75   10.78   10.57   10.63   6868300      10.63    BBRY  9,874,680.00 
  1/9/2015  10.59   10.65   10.28   10.38   7745600      10.38    BBRY  9,477,160.00 
  </code></pre>