Backport PR: Series rolling count ignores min_periods (#31320)

Author: fujiaxiang

doc/source/whatsnew/v1.0.0.rst

@@ -1165,6 +1165,7 @@ Groupby/resample/rolling
 - Bug in :meth:`DataFrame.groupby` when using nunique on axis=1 (:issue:`30253`)
 - Bug in :meth:`GroupBy.quantile` with multiple list-like q value and integer column names (:issue:`30289`)
 - Bug in :meth:`GroupBy.pct_change` and :meth:`core.groupby.SeriesGroupBy.pct_change` causes ``TypeError`` when ``fill_method`` is ``None`` (:issue:`30463`)
+- Bug in :meth:`Rolling.count` and :meth:`Expanding.count` argument where ``min_periods`` was ignored (:issue:`26996`)
 
 Reshaping
 ^^^^^^^^^

pandas/core/window/rolling.py

@@ -1182,17 +1182,13 @@ class _Rolling_and_Expanding(_Rolling):
     def count(self):
 
         blocks, obj = self._create_blocks()
-
-        window = self._get_window()
-        window = min(window, len(obj)) if not self.center else window
-
         results = []
         for b in blocks:
             result = b.notna().astype(int)
             result = self._constructor(
                 result,
-                window=window,
-                min_periods=0,
+                window=self._get_window(),
+                min_periods=self.min_periods or 0,
                 center=self.center,
                 axis=self.axis,
                 closed=self.closed,
@@ -1657,7 +1653,11 @@ def _get_cov(X, Y):
             mean = lambda x: x.rolling(
                 window, self.min_periods, center=self.center
             ).mean(**kwargs)
-            count = (X + Y).rolling(window=window, center=self.center).count(**kwargs)
+            count = (
+                (X + Y)
+                .rolling(window=window, min_periods=0, center=self.center)
+                .count(**kwargs)
+            )
             bias_adj = count / (count - ddof)
             return (mean(X * Y) - mean(X) * mean(Y)) * bias_adj
 

pandas/tests/window/moments/test_moments_expanding.py

@@ -38,9 +38,9 @@ def test_expanding_corr(self):
         tm.assert_almost_equal(rolling_result, result)
 
     def test_expanding_count(self):
-        result = self.series.expanding().count()
+        result = self.series.expanding(min_periods=0).count()
         tm.assert_almost_equal(
-            result, self.series.rolling(window=len(self.series)).count()
+            result, self.series.rolling(window=len(self.series), min_periods=0).count()
         )
 
     def test_expanding_quantile(self):
@@ -358,7 +358,7 @@ def test_expanding_consistency(self, min_periods):
             )
             self._test_moments_consistency(
                 min_periods=min_periods,
-                count=lambda x: x.expanding().count(),
+                count=lambda x: x.expanding(min_periods=min_periods).count(),
                 mean=lambda x: x.expanding(min_periods=min_periods).mean(),
                 corr=lambda x, y: x.expanding(min_periods=min_periods).corr(y),
                 var_unbiased=lambda x: x.expanding(min_periods=min_periods).var(),

pandas/tests/window/moments/test_moments_rolling.py

@@ -777,8 +777,8 @@ def get_result(obj, window, min_periods=None, center=False):
                 series_result = get_result(series, window=win, min_periods=minp)
                 frame_result = get_result(frame, window=win, min_periods=minp)
             else:
-                series_result = get_result(series, window=win)
-                frame_result = get_result(frame, window=win)
+                series_result = get_result(series, window=win, min_periods=0)
+                frame_result = get_result(frame, window=win, min_periods=0)
 
             last_date = series_result.index[-1]
             prev_date = last_date - 24 * offsets.BDay()
@@ -835,8 +835,8 @@ def get_result(obj, window, min_periods=None, center=False):
                 nan_mask = ~nan_mask
                 tm.assert_almost_equal(result[nan_mask], expected[nan_mask])
         else:
-            result = get_result(self.series, len(self.series) + 1)
-            expected = get_result(self.series, len(self.series))
+            result = get_result(self.series, len(self.series) + 1, min_periods=0)
+            expected = get_result(self.series, len(self.series), min_periods=0)
             nan_mask = isna(result)
             tm.assert_series_equal(nan_mask, isna(expected))
 
@@ -851,10 +851,11 @@ def get_result(obj, window, min_periods=None, center=False):
                     pd.concat([obj, Series([np.NaN] * 9)]), 20, min_periods=15
                 )[9:].reset_index(drop=True)
             else:
-                result = get_result(obj, 20, center=True)
-                expected = get_result(pd.concat([obj, Series([np.NaN] * 9)]), 20)[
-                    9:
-                ].reset_index(drop=True)
+                result = get_result(obj, 20, min_periods=0, center=True)
+                print(result)
+                expected = get_result(
+                    pd.concat([obj, Series([np.NaN] * 9)]), 20, min_periods=0
+                )[9:].reset_index(drop=True)
 
             tm.assert_series_equal(result, expected)
 
@@ -893,21 +894,27 @@ def get_result(obj, window, min_periods=None, center=False):
             else:
                 series_xp = (
                     get_result(
-                        self.series.reindex(list(self.series.index) + s), window=25
+                        self.series.reindex(list(self.series.index) + s),
+                        window=25,
+                        min_periods=0,
                     )
                     .shift(-12)
                     .reindex(self.series.index)
                 )
                 frame_xp = (
                     get_result(
-                        self.frame.reindex(list(self.frame.index) + s), window=25
+                        self.frame.reindex(list(self.frame.index) + s),
+                        window=25,
+                        min_periods=0,
                     )
                     .shift(-12)
                     .reindex(self.frame.index)
                 )
 
-                series_rs = get_result(self.series, window=25, center=True)
-                frame_rs = get_result(self.frame, window=25, center=True)
+                series_rs = get_result(
+                    self.series, window=25, min_periods=0, center=True
+                )
+                frame_rs = get_result(self.frame, window=25, min_periods=0, center=True)
 
             if fill_value is not None:
                 series_xp = series_xp.fillna(fill_value)
@@ -964,7 +971,11 @@ def test_rolling_consistency(self, window, min_periods, center):
 
             self._test_moments_consistency_is_constant(
                 min_periods=min_periods,
-                count=lambda x: (x.rolling(window=window, center=center).count()),
+                count=lambda x: (
+                    x.rolling(
+                        window=window, min_periods=min_periods, center=center
+                    ).count()
+                ),
                 mean=lambda x: (
                     x.rolling(
                         window=window, min_periods=min_periods, center=center
@@ -989,19 +1000,26 @@ def test_rolling_consistency(self, window, min_periods, center):
                     ).var(ddof=0)
                 ),
                 var_debiasing_factors=lambda x: (
-                    x.rolling(window=window, center=center)
+                    x.rolling(window=window, min_periods=min_periods, center=center)
                     .count()
                     .divide(
-                        (x.rolling(window=window, center=center).count() - 1.0).replace(
-                            0.0, np.nan
-                        )
+                        (
+                            x.rolling(
+                                window=window, min_periods=min_periods, center=center
+                            ).count()
+                            - 1.0
+                        ).replace(0.0, np.nan)
                     )
                 ),
             )
 
             self._test_moments_consistency(
                 min_periods=min_periods,
-                count=lambda x: (x.rolling(window=window, center=center).count()),
+                count=lambda x: (
+                    x.rolling(
+                        window=window, min_periods=min_periods, center=center
+                    ).count()
+                ),
                 mean=lambda x: (
                     x.rolling(
                         window=window, min_periods=min_periods, center=center
@@ -1071,7 +1089,7 @@ def test_rolling_consistency(self, window, min_periods, center):
                     if name == "count":
                         rolling_f_result = rolling_f()
                         rolling_apply_f_result = x.rolling(
-                            window=window, min_periods=0, center=center
+                            window=window, min_periods=min_periods, center=center
                         ).apply(func=f, raw=True)
                     else:
                         if name in ["cov", "corr"]:

pandas/tests/window/test_api.py

@@ -237,10 +237,10 @@ def test_count_nonnumeric_types(self):
             columns=cols,
         )
 
-        result = df.rolling(window=2).count()
+        result = df.rolling(window=2, min_periods=0).count()
         tm.assert_frame_equal(result, expected)
 
-        result = df.rolling(1).count()
+        result = df.rolling(1, min_periods=0).count()
         expected = df.notna().astype(float)
         tm.assert_frame_equal(result, expected)
 

pandas/tests/window/test_expanding.py

@@ -113,3 +113,22 @@ def test_expanding_axis(self, axis_frame):
 
         result = df.expanding(3, axis=axis_frame).sum()
         tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("constructor", [Series, DataFrame])
+def test_expanding_count_with_min_periods(constructor):
+    # GH 26996
+    result = constructor(range(5)).expanding(min_periods=3).count()
+    expected = constructor([np.nan, np.nan, 3.0, 4.0, 5.0])
+    tm.assert_equal(result, expected)
+
+
+@pytest.mark.parametrize("constructor", [Series, DataFrame])
+def test_expanding_count_default_min_periods_with_null_values(constructor):
+    # GH 26996
+    values = [1, 2, 3, np.nan, 4, 5, 6]
+    expected_counts = [1.0, 2.0, 3.0, 3.0, 4.0, 5.0, 6.0]
+
+    result = constructor(values).expanding().count()
+    expected = constructor(expected_counts)
+    tm.assert_equal(result, expected)

pandas/tests/window/test_rolling.py

@@ -324,7 +324,7 @@ def test_rolling_axis_count(self, axis_frame):
         else:
             expected = DataFrame({"x": [1.0, 1.0, 1.0], "y": [2.0, 2.0, 2.0]})
 
-        result = df.rolling(2, axis=axis_frame).count()
+        result = df.rolling(2, axis=axis_frame, min_periods=0).count()
         tm.assert_frame_equal(result, expected)
 
     def test_readonly_array(self):
@@ -426,3 +426,22 @@ def test_min_periods1():
     result = df["a"].rolling(3, center=True, min_periods=1).max()
     expected = pd.Series([1.0, 2.0, 2.0, 2.0, 1.0], name="a")
     tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("constructor", [Series, DataFrame])
+def test_rolling_count_with_min_periods(constructor):
+    # GH 26996
+    result = constructor(range(5)).rolling(3, min_periods=3).count()
+    expected = constructor([np.nan, np.nan, 3.0, 3.0, 3.0])
+    tm.assert_equal(result, expected)
+
+
+@pytest.mark.parametrize("constructor", [Series, DataFrame])
+def test_rolling_count_default_min_periods_with_null_values(constructor):
+    # GH 26996
+    values = [1, 2, 3, np.nan, 4, 5, 6]
+    expected_counts = [1.0, 2.0, 3.0, 2.0, 2.0, 2.0, 3.0]
+
+    result = constructor(values).rolling(3).count()
+    expected = constructor(expected_counts)
+    tm.assert_equal(result, expected)