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BUG: Fix empty closed window issue with rolling min and max #27140

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Merged
merged 6 commits into from
Jul 1, 2019
Merged

BUG: Fix empty closed window issue with rolling min and max #27140

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78a2d1f
Fix empty variable window issue with rolling min max
ihsansecer Jun 30, 2019
9c49660
Test empty closed window
ihsansecer Jun 30, 2019
3b2f8d4
Add whatsnew
ihsansecer Jun 30, 2019
d9adc04
Add kurt and skew to the list of tested functions
ihsansecer Jun 30, 2019
8e9d390
Use fixture
ihsansecer Jun 30, 2019
843ff6d
Merge and resolve conflict
ihsansecer Jul 1, 2019
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1 change: 1 addition & 0 deletions doc/source/whatsnew/v0.25.0.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -841,6 +841,7 @@ Groupby/resample/rolling
- Bug in :meth:`pandas.core.groupby.GroupBy.agg` where incorrect results are returned for uint64 columns. (:issue:`26310`)
- Bug in :meth:`pandas.core.window.Rolling.median` and :meth:`pandas.core.window.Rolling.quantile` where MemoryError is raised with empty window (:issue:`26005`)
- Bug in :meth:`pandas.core.window.Rolling.median` and :meth:`pandas.core.window.Rolling.quantile` where incorrect results are returned with ``closed='left'`` and ``closed='neither'`` (:issue:`26005`)
- Bug in :meth:`pandas.core.window.Rolling.max` and :meth:`pandas.core.window.Rolling.min` where incorrect results are returned with an empty variable window`` (:issue:`26005`)

Reshaping
^^^^^^^^^
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6 changes: 4 additions & 2 deletions pandas/_libs/window.pyx
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Expand Up @@ -1313,9 +1313,11 @@ cdef _roll_min_max_variable(ndarray[numeric] values,

# if right is open then the first window is empty
close_offset = 0 if endi[0] > starti[0] else 1
# first window's size
curr_win_size = endi[0] - starti[0]

for i in range(endi[0], endi[N-1]):
if not Q.empty():
if not Q.empty() and curr_win_size > 0:
output[i-1+close_offset] = calc_mm(
minp, nobs, values[Q.front()])
else:
Expand Down Expand Up @@ -1344,7 +1346,7 @@ cdef _roll_min_max_variable(ndarray[numeric] values,
Q.push_back(i)
W.push_back(i)

if not Q.empty():
if not Q.empty() and curr_win_size > 0:
output[N-1] = calc_mm(minp, nobs, values[Q.front()])
else:
output[N-1] = NaN
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13 changes: 13 additions & 0 deletions pandas/tests/test_window.py
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Expand Up @@ -520,6 +520,19 @@ def test_closed(self):
with pytest.raises(ValueError):
df.rolling(window=3, closed='neither')

@pytest.mark.parametrize("closed", ["neither", "left"])
@pytest.mark.parametrize(
"func", ["std", "mean", "median", "sum", "max", "min", "var"])
def test_closed_empty(self, closed, func):
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we have a fixture for these - look in pandas/conftest

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I guess it is all_numeric_reductions but prod function fails since it is not implemented for Rolling. I will add kurt and skew to the list

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you may need to define a separate fixture to avoid some issues

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Done

# GH 26005
ser = pd.Series(data=np.arange(5),
index=pd.date_range("2000", periods=5, freq="2D"))
roll = ser.rolling("1D", closed=closed)

result = getattr(roll, func)()
expected = pd.Series([np.nan] * 5, index=ser.index)
tm.assert_series_equal(result, expected)

@pytest.mark.parametrize("func", ['min', 'max'])
def test_closed_one_entry(self, func):
# GH24718
Expand Down