BUG: rolling.corr with MultiIndex columns #43261
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Member
mroeschke
commented
Aug 27, 2021
mroeschke
commented
- closes Rolling correlation for DataFrame with MultiIndex columns broken in Pandas 0.23 #21157
- tests added / passed
- Ensure all linting tests pass, see here for how to run them
- whatsnew entry
jreback
requested changes
Aug 31, 2021
pandas/core/window/common.py
Outdated
| @@ -83,8 +83,18 @@ def dataframe_from_int_dict(data, frame_template): | |||
| # mypy needs to know columns is a MultiIndex, Index doesn't | |||
| # have levels attribute | |||
| arg2.columns = cast(MultiIndex, arg2.columns) | |||
| result.index = MultiIndex.from_product( | |||
| arg2.columns.levels + [result_index] | |||
| # GH 21157 | |||
There was a problem hiding this comment.
thi s is really confusing. you are matching the codes from the original? can you reindex?
There was a problem hiding this comment.
I'll add comment to what's going on here, but unfortunately can't reindex here.
This needs to act like a MultiIndex.product, but instead of taking the product of all original levels + result level independently, the original levels need too be treated like a group first before taking a product
jreback
requested changes
Sep 6, 2021
jreback
approved these changes
Sep 6, 2021
feefladder
pushed a commit
to feefladder/pandas
that referenced
this pull request
Sep 7, 2021
* BUG: rolling.corr with MultiIndex columns * Add commentary of fix * Trigger CI * Use from_arrays * Consider reordering
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.