DEPR: Rolling.win_type returning freq & is_datetimelike (pandas-dev#38963)

Author: mroeschke

doc/source/whatsnew/v1.3.0.rst

@@ -161,6 +161,8 @@ Deprecations
 - Deprecated :meth:`MultiIndex.is_lexsorted` and :meth:`MultiIndex.lexsort_depth` as a public methods, users should use :meth:`MultiIndex.is_monotonic_increasing` instead (:issue:`32259`)
 - Deprecated keyword ``try_cast`` in :meth:`Series.where`, :meth:`Series.mask`, :meth:`DataFrame.where`, :meth:`DataFrame.mask`; cast results manually if desired (:issue:`38836`)
 - Deprecated comparison of :class:`Timestamp` object with ``datetime.date`` objects.  Instead of e.g. ``ts <= mydate`` use ``ts <= pd.Timestamp(mydate)`` or ``ts.date() <= mydate`` (:issue:`36131`)
+- Deprecated :attr:`Rolling.win_type` returning ``"freq"`` (:issue:`38963`)
+- Deprecated :attr:`Rolling.is_datetimelike` (:issue:`38963`)
 -
 
 .. ---------------------------------------------------------------------------

pandas/core/groupby/base.py

@@ -5,6 +5,7 @@
 """
 import collections
 from typing import List
+import warnings
 
 from pandas._typing import final
 
@@ -27,7 +28,10 @@ def _shallow_copy(self, obj, **kwargs):
             obj = obj.obj
         for attr in self._attributes:
             if attr not in kwargs:
-                kwargs[attr] = getattr(self, attr)
+                # TODO: Remove once win_type deprecation is enforced
+                with warnings.catch_warnings():
+                    warnings.filterwarnings("ignore", "win_type", FutureWarning)
+                    kwargs[attr] = getattr(self, attr)
         return self._constructor(obj, **kwargs)
 
 
@@ -59,7 +63,10 @@ def _gotitem(self, key, ndim, subset=None):
 
         # we need to make a shallow copy of ourselves
         # with the same groupby
-        kwargs = {attr: getattr(self, attr) for attr in self._attributes}
+        # TODO: Remove once win_type deprecation is enforced
+        with warnings.catch_warnings():
+            warnings.filterwarnings("ignore", "win_type", FutureWarning)
+            kwargs = {attr: getattr(self, attr) for attr in self._attributes}
 
         # Try to select from a DataFrame, falling back to a Series
         try:

pandas/core/window/rolling.py

@@ -110,7 +110,8 @@ def __init__(
         self.window = window
         self.min_periods = min_periods
         self.center = center
-        self.win_type = win_type
+        # TODO: Change this back to self.win_type once deprecation is enforced
+        self._win_type = win_type
         self.axis = obj._get_axis_number(axis) if axis is not None else None
         self.method = method
         self._win_freq_i8 = None
@@ -131,6 +132,27 @@ def __init__(
             )
         self.validate()
 
+    @property
+    def win_type(self):
+        if self._win_freq_i8 is not None:
+            warnings.warn(
+                "win_type will no longer return 'freq' in a future version. "
+                "Check the type of self.window instead.",
+                FutureWarning,
+                stacklevel=2,
+            )
+            return "freq"
+        return self._win_type
+
+    @property
+    def is_datetimelike(self):
+        warnings.warn(
+            "is_datetimelike is deprecated and will be removed in a future version.",
+            FutureWarning,
+            stacklevel=2,
+        )
+        return self._win_freq_i8 is not None
+
     def validate(self) -> None:
         if self.center is not None and not is_bool(self.center):
             raise ValueError("center must be a boolean")

pandas/tests/window/test_api.py

@@ -319,3 +319,9 @@ def test_multiple_agg_funcs(func, window_size, expected_vals):
     result = window.agg({"low": ["mean", "max"], "high": ["mean", "min"]})
 
     tm.assert_frame_equal(result, expected)
+
+
+def test_is_datetimelike_deprecated():
+    s = Series(range(1)).rolling(1)
+    with tm.assert_produces_warning(FutureWarning):
+        assert not s.is_datetimelike

pandas/tests/window/test_win_type.py

@@ -4,7 +4,7 @@
 from pandas.errors import UnsupportedFunctionCall
 import pandas.util._test_decorators as td
 
-from pandas import DataFrame, Series, Timedelta, concat
+from pandas import DataFrame, Series, Timedelta, concat, date_range
 import pandas._testing as tm
 from pandas.api.indexers import BaseIndexer
 
@@ -137,6 +137,12 @@ def test_consistent_win_type_freq(arg):
         s.rolling(arg, win_type="freq")
 
 
+def test_win_type_freq_return_deprecation():
+    freq_roll = Series(range(2), index=date_range("2020", periods=2)).rolling("2s")
+    with tm.assert_produces_warning(FutureWarning):
+        assert freq_roll.win_type == "freq"
+
+
 @td.skip_if_no_scipy
 def test_win_type_not_implemented():
     class CustomIndexer(BaseIndexer):