BUG: Fix rolling functions with variable windows on decreasing index #32386
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leftys
changed the title
| expected = DataFrame( | ||
| {"column": [3.0, 3.0, 3.0, 2.0, 1.0]}, index=reversed(index) | ||
| {"column": [3.0, 3.0, 4.0, 4.0, 6.0]}, index=index |
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The original expected value was wrong: #28297 (comment).
leftys
changed the title
… index and update tests CLN: black reformatting
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cc @mroeschke are you familiar with this code? I can confirm that indeed the current output (and tested behaviour) is wrong |
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Only familiar from a refactor standpoint. I didn't write the original window bounds calculations. |
pandas/_libs/window/indexers.pyx
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| @@ -44,6 +44,7 @@ def calculate_variable_window_bounds( | |||
| cdef: | |||
| bint left_closed = False | |||
| bint right_closed = False | |||
| int index_growth_sign = +1 | |||
pandas/_libs/window/indexers.pyx
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| @@ -58,6 +59,9 @@ def calculate_variable_window_bounds( | |||
| if closed in ['left', 'both']: | |||
| left_closed = True | |||
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| if index[num_values-1] < index[0]: | |||
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index[num_values-1] -> index[num_values - 1]
| ] | ||
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| df = DataFrame({"column": [3, 4, 4, 2, 1]}, index=reversed(index)) |
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Wouldn't this have been working previously with a decreasing index?
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Not fully sure what the question is, but: on 0.25 we raised an error for decreasing index. For 1.0, rolling with a decreasing index was enabled, but gave wrong output (see eg #32385 for what the output of this should actually be)
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v1.0 would return [3,3,3,2,1] for this case. The rolling window covered the whole series.
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@leftys can you respond to #32386 (review)? Trying to get 1.0.2 out soon. |
@TomAugspurger done |
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thanks @leftys very nice! |
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@meeseeksdev backport 1.0.x |
…e windows on decreasing index
jreback
added
Still Needs Manual Backport
and removed
Still Needs Manual Backport
labels
…on decreasing index (#32606) Co-authored-by: Jan Škoda <[email protected]>
black pandasgit diff upstream/master -u -- "*.py" | flake8 --diff