code sample for pandas-dev#38752

Author: simonjayhawkins

bisect/38752.py

@@ -0,0 +1,41 @@
+import numpy as np
+import math
+import pandas as pd
+import pandas._testing as tm
+
+print(pd.__version__)
+
+
+id1 = (
+    pd.date_range("2019-10-01", "2020-01-08", freq="2H")
+    .to_frame(name="stamp")
+    .reset_index(drop=True)
+)
+id2 = (
+    pd.date_range("2019-10-01", "2020-01-08")
+    .to_frame(name="stamp")
+    .reset_index(drop=True)
+)
+id1["id"] = 1
+a = 2.5
+id1["value"] = (math.e + a) ** (((id1.index + 10) % 40) - 20)
+id2["id"] = 2
+id2["value"] = np.nan
+id2.loc[id2.stamp == "2019-11-15", "value"] = 10.0 ** -13
+
+df = pd.concat([id1, id2], ignore_index=True)
+df.sort_values("stamp", inplace=True)
+
+roll_sum = df.groupby("id").rolling("93D", on="stamp")["value"].sum().reset_index()
+
+result1 = roll_sum[roll_sum.id == 2].iloc[-1].value
+print(result1)
+
+roll_sum_2 = (
+    df[df.id == 2].groupby("id").rolling("93D", on="stamp")["value"].sum().reset_index()
+)
+
+result2 = roll_sum_2[roll_sum_2.id == 2].iloc[-1].value
+print(result2)
+
+tm.assert_almost_equal(result1, result2)