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Fixed Issue Preventing Agg on RollingGroupBy Objects #21323

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Merged
merged 12 commits into from
Sep 26, 2018
Merged

Fixed Issue Preventing Agg on RollingGroupBy Objects #21323

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df865a1
Added test for rolling
WillAyd May 16, 2018
05b4340
Merge remote-tracking branch 'upstream/master' into rolling-agg
WillAyd Jun 4, 2018
36afc13
Fixed GroupByMixin class constructor with SeriesGroupBy
WillAyd Jun 5, 2018
3635ce9
Replaced introspection with try...except
WillAyd Jun 5, 2018
d6e77d6
Moved and parametrized test for rolling/expanding
WillAyd Jun 5, 2018
c8563a9
Updated whatsnew
WillAyd Jun 5, 2018
b907a4e
Merge remote-tracking branch 'upstream/master' into rolling-agg
WillAyd Jun 6, 2018
a275aec
OrderedDict for test case
WillAyd Jun 6, 2018
faf6846
More Detailed Exception for __getitem__
WillAyd Jun 6, 2018
a84df00
Merge remote-tracking branch 'upstream/master' into rolling-agg
WillAyd Sep 25, 2018
1fe6559
Updated comments and implementation
WillAyd Sep 25, 2018
c234b36
Raw regex for LINT fixup
WillAyd Sep 25, 2018
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8 changes: 7 additions & 1 deletion pandas/core/base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -684,8 +684,14 @@ def _gotitem(self, key, ndim, subset=None):
# with the same groupby
kwargs = dict([(attr, getattr(self, attr))
for attr in self._attributes])

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minor, but can you put the comments before the try (and consolidate them into 1)

if self._groupby.ndim == 1 and self._groupby.obj.name == key:
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I hate checks like this :>

does
groupby = self._groupby[key] not just work here?

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That’s what failed in the original code. Could alternately try and catch the error

groupby = self._groupby
else:
groupby = self._groupby[key]

self = self.__class__(subset,
groupby=self._groupby[key],
groupby=groupby,
parent=self,
**kwargs)
self._reset_cache()
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33 changes: 33 additions & 0 deletions pandas/tests/test_window.py
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Expand Up @@ -520,6 +520,39 @@ def test_iter_raises(self, klass):
with pytest.raises(NotImplementedError):
iter(obj.rolling(2))

def test_agg(self):
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can be a bit more descriptive here on the test name / expl

# GH 15072
df = pd.DataFrame([
['A', 10, 20],
['A', 20, 30],
['A', 30, 40],
['B', 10, 30],
['B', 30, 40],
['B', 40, 80],
['B', 80, 90]], columns=['stock', 'low', 'high'])

index = pd.MultiIndex.from_tuples([
('A', 0), ('A', 1), ('A', 2),
('B', 3), ('B', 4), ('B', 5), ('B', 6)], names=['stock', None])
columns = pd.MultiIndex.from_tuples([
('low', 'mean'), ('low', 'max'), ('high', 'mean'),
('high', 'min')])
expected = pd.DataFrame([
[np.nan, np.nan, np.nan, np.nan],
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maye put in TestApi. this should test rolling & expanding (atm we don't have a nice modular structure to do this :<)

[15., 20., 25., 20.],
[25., 30., 35., 30.],
[np.nan, np.nan, np.nan, np.nan],
[20., 30., 35., 30.],
[35., 40., 60., 40.],
[60., 80., 85., 80]], index=index, columns=columns)

result = df.groupby('stock').rolling(2).agg({
'low': ['mean', 'max'],
'high': ['mean', 'min']
})

tm.assert_frame_equal(result, expected)


class TestExpanding(Base):

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