Left-align a pandas rolling object

I think you can use shift:

a = df.rolling(window=3).mean().shift(-2)
print (a)
           A
0   3.666667
1   5.666667
2  11.333333
3  18.333333
4        NaN
5        NaN

Another solution is to simply reverse the DataFrame/Series before applying the right-aligned rolling window, and re-reverse it afterwards. Something like:

In [1]: df["A"][::-1].rolling(3).mean()[::-1]
Out[1]: 
0     3.666667
1     5.666667
2    11.333333
3    18.333333
4          NaN
5          NaN
Name: A, dtype: float64

The benefit over shift is that it should work with variable sized windows in case of time-based windows.

You can use a FixedForwardWindowIndexer as per the .rolling() docs:

>>> 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
...
>>> indexer = pd.api.indexers.FixedForwardWindowIndexer(window_size=2)
>>> df.rolling(window=indexer, min_periods=1).sum()
     B
0  1.0
1  3.0
2  2.0
3  4.0
4  4.0