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BUG: Fix windowing over read-only arrays #27767

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Merged
merged 4 commits into from
Aug 6, 2019
Merged

BUG: Fix windowing over read-only arrays #27767

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4081beb
BUG: Fix windowing over read-only arrays
kernc Aug 6, 2019
0fc1d55
comment on previous line
kernc Aug 6, 2019
bdb0ca5
strip comment now that np.where is used
kernc Aug 6, 2019
56d9ba6
link issue, revise
kernc Aug 6, 2019
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1 change: 1 addition & 0 deletions doc/source/whatsnew/v0.25.1.rst
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Expand Up @@ -118,6 +118,7 @@ Groupby/resample/rolling
^^^^^^^^^^^^^^^^^^^^^^^^

- Bug in :meth:`pandas.core.groupby.DataFrameGroupBy.transform` where applying a timezone conversion lambda function would drop timezone information (:issue:`27496`)
- Bug in windowing over read-only arrays (:issue:`27766`)
-
-

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7 changes: 5 additions & 2 deletions pandas/core/window.py
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Expand Up @@ -246,8 +246,11 @@ def _prep_values(self, values: Optional[np.ndarray] = None) -> np.ndarray:
except (ValueError, TypeError):
raise TypeError("cannot handle this type -> {0}".format(values.dtype))

# Always convert inf to nan
values[np.isinf(values)] = np.NaN
# Convert inf to nan for C funcs
inf = np.isinf(values)
if inf.any():
values = values.copy() # GH-27766, Don't write into user's data
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comment on previous line.

is the issue that we dont want to overwrite user's data, or that the user might pass read-only array?

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Mmm, actually yeah, it's the first.

values[inf] = np.nan

return values

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7 changes: 7 additions & 0 deletions pandas/tests/window/test_rolling.py
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Expand Up @@ -326,3 +326,10 @@ def test_rolling_axis_count(self, axis_frame):

result = df.rolling(2, axis=axis_frame).count()
tm.assert_frame_equal(result, expected)

def test_readonly_array(self):
arr = np.array([1, 3, np.nan, 3, 5])
arr.setflags(write=False)
tm.assert_series_equal(
pd.Series(arr).rolling(2).mean(), pd.Series([np.nan, 2, np.nan, np.nan, 4])
)