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Backport PR #38057: PERF: fix regression in creation of resulting index in RollingGroupby #38211

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Merged
merged 1 commit into from
Dec 1, 2020
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Backport PR #38057: PERF: fix regression in creation of resulting index in RollingGroupby #38211

merged 1 commit into from
Dec 1, 2020

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simonjayhawkins
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Backport PR #38057

@simonjayhawkins simonjayhawkins added Groupby Performance Memory or execution speed performance labels Dec 1, 2020
@simonjayhawkins simonjayhawkins added this to the 1.1.5 milestone Dec 1, 2020
@simonjayhawkins simonjayhawkins added the Window rolling, ewma, expanding label Dec 1, 2020
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@jorisvandenbossche there were several merge conflicts. If you can give this a quick once over before I merge.

location of tests are different pandas/tests/window/test_groupby.py vs pandas/tests/window/test_grouper.py
changes to test_groupby_rolling_nan_included not needed, added in #36842 and not on 1.1.x
class hierarchy has changed, changes to _apply in RollingGroupby instead of BaseWindowGroupby

jorisvandenbossche
jorisvandenbossche reviewed Dec 1, 2020
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Looks good to me! Thanks for the backport

@simonjayhawkins simonjayhawkins merged commit 993557b into pandas-dev:1.1.x Dec 1, 2020
@simonjayhawkins simonjayhawkins deleted the backport-of-pr-38057-on-1.1.x branch December 1, 2020 12:57
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