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BUG: Fix rolling.corr with time frequency #31841

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Merged
merged 4 commits into from
Feb 10, 2020

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mroeschke
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@mroeschke mroeschke added Bug Window rolling, ewma, expanding labels Feb 10, 2020
@jreback jreback added this to the 1.0.2 milestone Feb 10, 2020
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jreback commented Feb 10, 2020

@mroeschke can you rebase / merge on green.

@@ -17,6 +17,7 @@ Fixed regressions

- Fixed regression in :meth:`DataFrame.to_excel` when ``columns`` kwarg is passed (:issue:`31677`)
- Fixed regression in :meth:`Series.align` when ``other`` is a DataFrame and ``method`` is not None (:issue:`31785`)
- Fixed regression in :meth:`pandas.core.window.Rolling.corr` when using a time offset (:issue:`31789`)
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Suggested change
- Fixed regression in :meth:`pandas.core.window.Rolling.corr` when using a time offset (:issue:`31789`)
- Fixed regression in :meth:`rolling(..).corr() <pandas.core.window.Rolling.corr>` when using a time offset (:issue:`31789`)

@mroeschke mroeschke merged commit 8dd9fab into pandas-dev:master Feb 10, 2020
@mroeschke mroeschke deleted the fix_rolling_corr branch February 10, 2020 17:51
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@meeseeksdev backport to 1.0.x

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lumberbot-app bot commented Feb 19, 2020

Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

  1. Checkout backport branch and update it.
$ git checkout 1.0.x
$ git pull
  1. Cherry pick the first parent branch of the this PR on top of the older branch:
$ git cherry-pick -m1 8dd9fabd2ad9104e747084437b9ad436d5be087a
  1. You will likely have some merge/cherry-pick conflict here, fix them and commit:
$ git commit -am 'Backport PR #31841: BUG: Fix rolling.corr with time frequency'
  1. Push to a named branch :
git push YOURFORK 1.0.x:auto-backport-of-pr-31841-on-1.0.x
  1. Create a PR against branch 1.0.x, I would have named this PR:

"Backport PR #31841 on branch 1.0.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to suggest an improvement.

jorisvandenbossche pushed a commit to jorisvandenbossche/pandas that referenced this pull request Feb 19, 2020
* BUG: Fix rolling.corr with time frequency

* Add extra tick in whatsnew

* Clarify whatsnew
simonjayhawkins pushed a commit that referenced this pull request Feb 19, 2020
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MemoryError when using series.rolling().corr(other) with >1.0
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