8000 Cythonized GroupBy pct_change by WillAyd · Pull Request #19919 · pandas-dev/pandas · GitHub
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Cythonized GroupBy pct_change #19919

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Merged
merged 4 commits into from
Mar 10, 2018
Merged

Cythonized GroupBy pct_change #19919

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c2f8f68
Created pct_change function
WillAyd Feb 26, 2018
4bc572b
Updated whatsnew
WillAyd Feb 26, 2018
db8ea80
Moved tests from groupby to transform modules
WillAyd Mar 6, 2018
8f2074b
Subclassed pct_change for SeriesGroupBy
WillAyd Mar 8, 2018
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Created pct_change function
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@WillAyd
WillAyd committed Mar 8, 2018
commit c2f8f68f175042c7f8fd04794ec3b4b79121ad64
17 changes: 17 additions & 0 deletions pandas/core/groupby.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2044,6 +2044,23 @@ def shift(self, periods=1, freq=None, axis=0):
result_is_index=True,
periods=periods)

@Substitution(name='groupby')
@Appender(_doc_template)
def pct_change(self, periods=1, fill_method='pad', limit=None, freq=None,
axis=0):
"""Calcuate pct_change of each value to previous entry in group"""
if freq is not None or axis != 0:
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I copied this from the shift implementation but I'm considering moving this into a decorator or pushing into the _get_cythonized_result methods as it is useful for quite a few functions

return self.apply(lambda x: x.pct_change(periods=periods,
fill_method=fill_method,
limit=limit, freq=freq,
axis=axis))

filled = getattr(self, fill_method)(limit=limit).drop(
self.grouper.names, axis=1)
shifted = filled.shift(periods=periods, freq=freq)

return (filled / shifted) - 1

@Substitution(name='groupby')
@Appender(_doc_template)
def head(self, n=5):
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