ENH: #1020 implementation. needs tests and adding to API

Author: adamklein

pandas/src/moments.pyx

@@ -72,6 +72,45 @@ def median(ndarray arr):
         return (kth_smallest(arr, n / 2) +
                 kth_smallest(arr, n / 2 - 1)) / 2
 
+# -------------- Min, Max subsequence
+
+def max_subseq(ndarray[double_t] arr):
+    cdef:
+        Py_ssize_t i=0,s=0,e=0,T,n
+        double m, S
+
+    n = len(arr)
+
+    if len(arr) == 0:
+        return (-1,-1,None)
+
+    m = arr[0]
+    S = m
+    T = 0
+
+    for i in range(1, n):
+        # S = max { S + A[i], A[i] )
+        if (S > 0):
+            S = S + arr[i]
+        else:
+            S = arr[i]
+            T = i
+        if S > m:
+            s = T
+            e = i
+            m = S
+
+    return (s, e, m)
+
+def min_subseq(ndarray[double_t] arr):
+    cdef:
+        Py_ssize_t s, e
+        double m
+
+    (s, e, m) = max_subseq(-arr)
+
+    return (s, e, -m)
+
 #-------------------------------------------------------------------------------
 # Rolling sum