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BUG: 43909 - check monoticity of rolling groupby #44062

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BUG: 43909 - check monoticity of rolling groupby #44062

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0595567
BUG: 43909 - check monoticity of rolling groupby
jamesholcombe Oct 16, 2021
247e8f3
Fixes from pre-commit [automated commit]
jamesholcombe Oct 16, 2021
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7 changes: 4 additions & 3 deletions pandas/core/window/rolling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2513,8 +2513,9 @@ def _get_window_indexer(self) -> GroupbyIndexer:
def _validate_monotonic(self):
"""
Validate that on is monotonic;
in this case we have to check only for nans, because
monotonicity was already validated at a higher level.
"""
if self._on.hasnans:
if (
not (self._on.is_monotonic_increasing or self._on.is_monotonic_decreasing)
or self._on.hasnans
):
self._raise_monotonic_error()
11 changes: 11 additions & 0 deletions pandas/tests/window/test_rolling.py
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Expand Up @@ -1417,6 +1417,17 @@ def test_groupby_rolling_nan_included():
tm.assert_frame_equal(result, expected)


def test_groupby_rolling_non_monotonic():
# GH 43909
shuffled = [3, 0, 1, 2]
sec = 1_000_000_000
df = DataFrame(
[{"t": Timestamp(2 * x * sec), "x": x + 1, "c": 42} for x in shuffled]
)
with pytest.raises(ValueError, match=r".* must be monotonic"):
df.groupby("c").rolling(on="t", window="3s")


@pytest.mark.parametrize("method", ["skew", "kurt"])
def test_rolling_skew_kurt_numerical_stability(method):
# GH#6929
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