Add back rolling methods for older releases

Author: mroeschke

asv_bench/benchmarks/gil.py

@@ -2,6 +2,12 @@
 import pandas.util.testing as tm
 from pandas import DataFrame, Series, read_csv, factorize, date_range
 from pandas.core.algorithms import take_1d
+try:
+    from pandas import (rolling_median, rolling_mean, rolling_min, rolling_max,
+                        rolling_var, rolling_skew, rolling_kurt, rolling_std)
+    have_rolling_methods = True
+except ImportError:
+    have_rolling_methods = False
 try:
     from pandas._libs import algos
 except ImportError:
@@ -177,12 +183,37 @@ def setup(self, method):
             raise NotImplementedError
         win = 100
         arr = np.random.rand(100000)
-        df = DataFrame(arr).rolling(win)
-
-        @test_parallel(num_threads=2)
-        def parallel_rolling():
-            getattr(df, method)()
-        self.parallel_rolling = parallel_rolling
+        if hasattr(DataFrame, 'rolling'):
+            rolling = {'median': 'median',
+                       'mean': 'mean',
+                       'min': 'min',
+                       'max': 'max',
+                       'var': 'var',
+                       'skew': 'skew',
+                       'kurt': 'kurt',
+                       'std': 'std'}
+            df = DataFrame(arr).rolling(win)
+
+            @test_parallel(num_threads=2)
+            def parallel_rolling():
+                getattr(df, rolling[method])()
+            self.parallel_rolling = parallel_rolling
+        elif have_rolling_methods:
+            rolling = {'median': rolling_median,
+                       'mean': rolling_mean,
+                       'min': rolling_min,
+                       'max': rolling_max,
+                       'var': rolling_var,
+                       'skew': rolling_skew,
+                       'kurt': rolling_kurt,
+                       'std': rolling_std}
+
+            @test_parallel(num_threads=2)
+            def parallel_rolling():
+                rolling[method](arr, win)
+            self.parallel_rolling = parallel_rolling
+        else:
+            raise NotImplementedError
 
     def time_rolling(self, method):
         self.parallel_rolling()