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BUG: fix online ewma with CoW #55735

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Merged
merged 1 commit into from
Oct 27, 2023
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BUG: fix online ewma with CoW #55735

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2 changes: 1 addition & 1 deletion pandas/core/window/ewm.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1068,7 +1068,7 @@ def mean(self, *args, update=None, update_times=None, **kwargs):
result_kwargs["columns"] = self._selected_obj.columns
else:
result_kwargs["name"] = self._selected_obj.name
np_array = self._selected_obj.astype(np.float64).to_numpy()
np_array = self._selected_obj.astype(np.float64, copy=False).to_numpy()
ewma_func = generate_online_numba_ewma_func(
**get_jit_arguments(self.engine_kwargs)
)
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2 changes: 1 addition & 1 deletion pandas/core/window/online.py
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Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,7 @@ def online_ewma(
exponentially weighted mean accounting minimum periods.
"""
result = np.empty(values.shape)
weighted_avg = values[0]
weighted_avg = values[0].copy()
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@jorisvandenbossche jorisvandenbossche Oct 27, 2023 •
edited
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I moved the copy here inside the function, instead of copying the full array before passing it to the function, since here we only need to copy the first row of the array.

This copy ensures we don't mutate the passed values, and then this numba func will work fine on read-only input.

nobs = (~np.isnan(weighted_avg)).astype(np.int64)
result[0] = np.where(nobs >= minimum_periods, weighted_avg, np.nan)

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