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The roll_quantile function now throws an exception instead of causing a segfault #15476

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The roll_quantile function now throws an exception instead of causing a segfault #15476

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f736ca2
The roll_quantile function in window.pyx now raises a ValueError when…
csizsek Feb 22, 2017
f39b122
Added a new test case to roll_quantile_test to trigger a TypeError wh…
csizsek Feb 22, 2017
8b1e020
Added a note about the Rolling.quantile bug fix to the changelog.
csizsek Feb 22, 2017
4eea34a
Refactored and moved exception throwing test to a new function for Ro…
csizsek Feb 22, 2017
e31e5be
Correctly catching exception in the test for Rolling.quantile.
csizsek Feb 22, 2017
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2 changes: 1 addition & 1 deletion doc/source/whatsnew/v0.20.0.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -504,7 +504,7 @@ Bug Fixes
- Bug in using ``__deepcopy__`` on empty NDFrame objects (:issue:`15370`)
- Bug in ``DataFrame.loc`` with indexing a ``MultiIndex`` with a ``Series`` indexer (:issue:`14730`, :issue:`15424`)
- Bug in ``DataFrame.loc`` with indexing a ``MultiIndex`` with a numpy array (:issue:`15434`)

- Bug in ``Rolling.quantile`` function that caused a segmentation fault when called with a quantile value outside of the range [0, 1] (:issue:`15463`)


- Bug in the display of ``.info()`` where a qualifier (+) would always be displayed with a ``MultiIndex`` that contains only non-strings (:issue:`15245`)
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11 changes: 10 additions & 1 deletion pandas/tests/test_window.py
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Expand Up @@ -1063,7 +1063,7 @@ def test_rolling_max(self):
window=3, min_periods=5)

def test_rolling_quantile(self):
qs = [.1, .5, .9]
qs = [0.0, .1, .5, .9, 1.0]

def scoreatpercentile(a, per):
values = np.sort(a, axis=0)
Expand All @@ -1084,6 +1084,15 @@ def alt(x):

self._check_moment_func(f, alt, name='quantile', quantile=q)

self.assertRaises(ValueError, mom.rolling_quantile,
np.array([1, 2, 3]), window=3, quantile=-0.1)
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actually make this a separate function, and don't use an array, instead use the new format

Series(....).rolling(3). We are dropping pd.rolling_quantile soon anyhow (as its been deprecated for a while).

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To avoid extra lambdas, can use:

with self.assertRaises(ValueError):
    ...

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Thx for the feedback, fixed.


self.assertRaises(ValueError, mom.rolling_quantile,
np.array([1, 2, 3]), window=3, quantile=10)

self.assertRaises(TypeError, mom.rolling_quantile,
np.array([1, 2, 3]), window=3, quantile='foo')

def test_rolling_apply(self):
# suppress warnings about empty slices, as we are deliberately testing
# with a 0-length Series
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7 changes: 5 additions & 2 deletions pandas/window.pyx
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Expand Up @@ -134,8 +134,8 @@ cdef class WindowIndexer:
bint is_variable

def get_data(self):
return (self.start, self.end, <int64_t>self.N,
<int64_t>self.win, <int64_t>self.minp,
return (self.start, self.end, <int64_t>self.N,
<int64_t>self.win, <int64_t>self.minp,
self.is_variable)


Expand Down Expand Up @@ -1285,6 +1285,9 @@ def roll_quantile(ndarray[float64_t, cast=True] input, int64_t win,
ndarray[int64_t] start, end
ndarray[double_t] output

if quantile < 0.0 or quantile > 1.0:
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@kernc kernc Feb 22, 2017 •
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Can use a single 0 <= quantile <= 1 expression. Mind the endpoints: can't the chosen quantile be 0 or 1?

Oh, never mind. 😊

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Yes, it can, please see the PR

raise ValueError("quantile value {0} not in [0, 1]".format(quantile))

# we use the Fixed/Variable Indexer here as the
# actual skiplist ops outweigh any window computation costs
start, end, N, win, minp, is_variable = get_window_indexer(
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