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BUG: Prevent segfault in roll_weighted_var #46772

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Merged
merged 9 commits into from
Apr 18, 2022
Merged

BUG: Prevent segfault in roll_weighted_var #46772

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447413c
Change range to prevent segfault
joseortiz3 Apr 13, 2022
266106f
Merge branch 'pandas-dev:main' into main
joseortiz3 Apr 13, 2022
ed92d31
Update v1.5.0.rst with doc of fix for issue 46760
joseortiz3 Apr 13, 2022
d3dc82b
typo
joseortiz3 Apr 13, 2022
951bbcf
Improve language for fix of weighted variance segfault
joseortiz3 Apr 14, 2022
6bfa895
Added test for issue #46772
joseortiz3 Apr 14, 2022
a932053
style - change single quotes to double
joseortiz3 Apr 14, 2022
6ed2f4c
Add fixtures `win_types` and `center` to test signature
joseortiz3 Apr 14, 2022
015bca5
Merge branch 'pandas-dev:main' into main
joseortiz3 Apr 15, 2022
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2 changes: 1 addition & 1 deletion doc/source/whatsnew/v1.5.0.rst
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Expand Up @@ -599,7 +599,7 @@ Groupby/resample/rolling
- Bug in :meth:`GroupBy.cummax` with ``int64`` dtype with leading value being the smallest possible int64 (:issue:`46382`)
- Bug in :meth:`GroupBy.max` with empty groups and ``uint64`` dtype incorrectly raising ``RuntimeError`` (:issue:`46408`)
- Bug in :meth:`.GroupBy.apply` would fail when ``func`` was a string and args or kwargs were supplied (:issue:`46479`)
-
- Bug in :meth:`.Rolling.var` would segfault when calculating weighted variance with large window size (:issue:`46760`)

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^^^^^^^^^
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2 changes: 1 addition & 1 deletion pandas/_libs/window/aggregations.pyx
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Expand Up @@ -1592,7 +1592,7 @@ def roll_weighted_var(const float64_t[:] values, const float64_t[:] weights,

with nogil:

for i in range(win_n):
for i in range(min(win_n, n)):
add_weighted_var(values[i], weights[i], &t,
&sum_w, &mean, &nobs)

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