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BUG: rolling with MSVC 2017 build #21813

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Merged
merged 12 commits into from
Jul 26, 2018
Merged

BUG: rolling with MSVC 2017 build #21813

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e6dde80
Appveyor 3.7
chris-b1 Jul 8, 2018
e83d43b
ci package list
chris-b1 Jul 8, 2018
9592b6d
change image type
chris-b1 Jul 8, 2018
2305a32
try hack fix
chris-b1 Jul 10, 2018
cfc5c29
lint
chris-b1 Jul 11, 2018
02779e3
use isnan on problem function
chris-b1 Jul 15, 2018
78de263
use numpy compat isnan
chris-b1 Jul 16, 2018
ff2f389
use right isnan
chris-b1 Jul 17, 2018
87e69e8
work around OSX math undefs
chris-b1 Jul 19, 2018
f0628c0
cleanup const
chris-b1 Jul 19, 2018
ec6fbe2
fix reversion
chris-b1 Jul 22, 2018
5d40eae
...
chris-b1 Jul 23, 2018
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2 changes: 2 additions & 0 deletions appveyor.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -20,12 +20,14 @@ environment:
matrix:

- CONDA_ROOT: "C:\\Miniconda3_64"
APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
PYTHON_VERSION: "3.6"
PYTHON_ARCH: "64"
CONDA_PY: "36"
CONDA_NPY: "113"

- CONDA_ROOT: "C:\\Miniconda3_64"
APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
PYTHON_VERSION: "2.7"
PYTHON_ARCH: "64"
CONDA_PY: "27"
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2 changes: 1 addition & 1 deletion doc/source/whatsnew/v0.23.4.txt
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Expand Up @@ -20,7 +20,7 @@ and bug fixes. We recommend that all users upgrade to this version.
Fixed Regressions
~~~~~~~~~~~~~~~~~

-
- Python 3.7 with Windows gave all missing values for rolling variance calculations (:issue:`21813`)
-

.. _whatsnew_0234.bug_fixes:
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1 change: 1 addition & 0 deletions pandas/_libs/src/headers/cmath
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Expand Up @@ -6,6 +6,7 @@
#if defined(_MSC_VER) && (_MSC_VER < 1800)
#include <cmath>
namespace std {
__inline int isnan(double x) { return _isnan(x); }
__inline int signbit(double num) { return _copysign(1.0, num) < 0; }
}
#else
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21 changes: 11 additions & 10 deletions pandas/_libs/window.pyx
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Expand Up @@ -14,6 +14,7 @@ cnp.import_array()


cdef extern from "src/headers/cmath" namespace "std":
bint isnan(double) nogil
int signbit(double) nogil
double sqrt(double x) nogil

Expand Down Expand Up @@ -653,16 +654,16 @@ cdef inline void add_var(double val, double *nobs, double *mean_x,
double *ssqdm_x) nogil:
""" add a value from the var calc """
cdef double delta

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doing

if val != val:
    return

# rest of code

might work (and be more clear here)

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Great suggestion, sadly didn't work

# Not NaN
if val == val:
nobs[0] = nobs[0] + 1

# a part of Welford's method for the online variance-calculation
# https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
delta = val - mean_x[0]
mean_x[0] = mean_x[0] + delta / nobs[0]
ssqdm_x[0] = ssqdm_x[0] + ((nobs[0] - 1) * delta ** 2) / nobs[0]
# `isnan` instead of equality as fix for GH-21813, msvc 2017 bug
if isnan(val):
return

nobs[0] = nobs[0] + 1
# a part of Welford's method for the online variance-calculation
# https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
delta = val - mean_x[0]
mean_x[0] = mean_x[0] + delta / nobs[0]
ssqdm_x[0] = ssqdm_x[0] + ((nobs[0] - 1) * delta ** 2) / nobs[0]


cdef inline void remove_var(double val, double *nobs, double *mean_x,
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