ENH: Add numba engine for rolling apply#30151

Merged

jreback merged 56 commits intopandas-dev:masterfrom

mroeschke:numba_rolling_apply

Dec 27, 2019

Commits on Dec 8, 2019

Add numba to import_optional_dependencies
Matt Roeschke
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Start adding keywords
Matt Roeschke
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Commits on Dec 9, 2019

Modify apply for numba and cython
Matt Roeschke
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Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Add numba as optional dependency
Matt Roeschke
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Add premil tests
Matt Roeschke
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Commits on Dec 10, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Commits on Dec 11, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Add numba to requirements-dev, type and reorder signature in apply
Matt Roeschke
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Move numba routines to its own file
Matt Roeschke
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Adjust signature in top level function as well
Matt Roeschke
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Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Generate requirements-dev.txt using script
Matt Roeschke
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Commits on Dec 13, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Add skip test decorator, add numba to a few builds
Matt Roeschke
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black
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don't rejit a user's jitted function
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Add numba/cython comparison test
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Commits on Dec 17, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Remove typing for now
Matt Roeschke
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Remove sub description for doc failures?
Matt Roeschke
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Fix test function
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test user predefined jit function, clarify docstring
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Apply engine kwargs to function as well
Matt Roeschke
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Clairfy documentation
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Clarify what engine_kwargs applies to
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Start section for numba rolling apply
Matt Roeschke
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Lint
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clarify note
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Commits on Dec 18, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Commits on Dec 19, 2019

Add apply function cache to save compiled numba functions
Matt Roeschke
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Add performance example
Matt Roeschke
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Commits on Dec 21, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Remove whitespace
Matt Roeschke
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Commits on Dec 22, 2019

Address lint errors and separate apply tests
Matt Roeschke
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Add whatsnew note
Matt Roeschke
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Skip apply tests for numba not installed, lint
Matt Roeschke
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Add typing
Matt Roeschke
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Add more typing
Matt Roeschke
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Commits on Dec 23, 2019

Formatting cleanups
Matt Roeschke
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Commits on Dec 24, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Address Jeff's comments
Matt Roeschke
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Black
Matt Roeschke
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Add clarification
Matt Roeschke
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Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Move function to module level
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move cache check higher up
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Address Will's comments
Matt Roeschke
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Type Callable in generate_numba_apply_func
Matt Roeschke
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Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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use ellipsis, cannot specify np.ndarray as well
Matt Roeschke
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Remove trailing whitespace in apply docstring
Matt Roeschke
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Commits on Dec 25, 2019

Address Will's and Brock's comments
Matt Roeschke
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Fix typing
Matt Roeschke
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Commits on Dec 26, 2019

Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Matt Roeschke
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Address followup comments
Matt Roeschke
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