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fixed rolling for a decreasing index, added a test for that #43928

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Merged
merged 3 commits into from
Oct 9, 2021
Merged

fixed rolling for a decreasing index, added a test for that #43928

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3e90a88
fixed rolling for a decreasing index, added a test for that
palmb Oct 8, 2021
453d1d3
fixed test according to suggestions in MR
palmb Oct 8, 2021
2d6c77b
added entry to whats new
palmb Oct 8, 2021
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6 changes: 4 additions & 2 deletions pandas/_libs/window/indexers.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -81,9 +81,11 @@ def calculate_variable_window_bounds(
if center:
end_bound = index[0] + index_growth_sign * window_size / 2
for j in range(0, num_values):
if (index[j] < end_bound) or (index[j] == end_bound and right_closed):
if (index[j] - end_bound) * index_growth_sign < 0:
end[0] = j + 1
elif index[j] >= end_bound:
elif (index[j] - end_bound) * index_growth_sign == 0 and right_closed:
end[0] = j + 1
elif (index[j] - end_bound) * index_growth_sign >= 0:
end[0] = j
break

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16 changes: 16 additions & 0 deletions pandas/tests/window/test_rolling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1210,6 +1210,22 @@ def test_rolling_decreasing_indices(method):
assert np.abs(decreasing.values[::-1][:-4] - increasing.values[4:]).max() < 1e-12


@pytest.mark.parametrize("window", ["0s", "2s", "3s"])
def test_rolling_decreasing_indices_invariant(window, center, closed):
"""
Ensure that a symmetrical inverted index return same result as non-inverted.
"""

index = date_range("2020", periods=4, freq="1s")
df_inc = Series(range(4), index=index)
df_dec = Series(range(4), index=index[::-1])

result = df_dec.rolling(window, closed=closed, center=center).sum()
expected = df_inc.rolling(window, closed=closed, center=center).sum()

tm.assert_equal(result.values, expected.values)


@pytest.mark.parametrize(
"method,expected",
[
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