Skip to content

Use parallel=True in rolling.apply #32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged

Conversation

mroeschke
Copy link
Collaborator

Gains an additional speedup from #29

In [1]: s = pd.Series(range(10000))

In [2]: r = s.rolling(10)

In [3]: f = lambda x: np.sum(x) + 5

In [4]: %timeit r.apply(f, raw=False)
656 µs ± 112 µs per loop (mean ± std. dev. of 7 runs, 1 loop each)

@mroeschke mroeschke merged commit 0f982d0 into feature/generalized_window_operations Sep 29, 2019
@mroeschke mroeschke deleted the feature/parallel_rolling_apply branch September 29, 2019 20:12
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant