Fix memory leak in roll_quantile (#21966)

fl4p-old · jreback · commit 27ebb3e1e405 · 2018-07-18T21:41:34.000-04:00
diff --git a/doc/source/whatsnew/v0.23.4.txt b/doc/source/whatsnew/v0.23.4.txt
@@ -31,6 +31,7 @@ Bug Fixes
 **Groupby/Resample/Rolling**
 
 - Bug where calling :func:`DataFrameGroupBy.agg` with a list of functions including ``ohlc`` as the non-initial element would raise a ``ValueError`` (:issue:`21716`)
+- Bug in ``roll_quantile`` caused a memory leak when calling ``.rolling(...).quantile(q)`` with ``q`` in (0,1) (:issue:`21965`)
 -
 
 **Conversion**
diff --git a/pandas/_libs/window.pyx b/pandas/_libs/window.pyx
@@ -1481,6 +1481,8 @@ def roll_quantile(ndarray[float64_t, cast=True] input, int64_t win,
             else:
                 output[i] = NaN
 
+    skiplist_destroy(skiplist)
+
     return output
 
 

Original file line number	Diff line number	Diff line change
`@@ -31,6 +31,7 @@ Bug Fixes`
`31`	`31`	`Groupby/Resample/Rolling`
`32`	`32`
`33`	`33`	- Bug where calling :func:`DataFrameGroupBy.agg` with a list of functions including ``ohlc`` as the non-initial element would raise a ``ValueError`` (:issue:`21716`)
	`34`	+- Bug in ``roll_quantile`` caused a memory leak when calling ``.rolling(...).quantile(q)`` with ``q`` in (0,1) (:issue:`21965`)
`34`	`35`	`-`
`35`	`36`
`36`	`37`	`Conversion`