10000 PERF: fix regression in creation of resulting index in RollingGroupby by jorisvandenbossche · Pull Request #38057 · pandas-dev/pandas · GitHub
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PERF: fix regression in creation of resulting index in RollingGroupby #38057

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Merged
merged 11 commits into from
Dec 1, 2020
Merged

PERF: fix regression in creation of resulting index in RollingGroupby #38057

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PERF: fix regression in creation of resulting index in RollingGroupby
jorisvandenbossche Nov 25, 2020
30fb295
Merge remote-tracking branch 'upstream/master' into perf-rolling-groupby
jorisvandenbossche Nov 30, 2020
fd9991c
add specific benchmark
jorisvandenbossche Nov 30, 2020
413d701
rename benchmark
jorisvandenbossche Nov 30, 2020
f785ca4
update test_groupby_rolling_nan_included
jorisvandenbossche Nov 30, 2020
19c9d3e
add more tests specifically about resulting MI
jorisvandenbossche Nov 30, 2020
062e298
add comment + simplify
jorisvandenbossche Nov 30, 2020
4546fd7
update test_groupby_rolling_empty_frame test - change dtypes of expec…
jorisvandenbossche Nov 30, 2020
9e9c8de
add whatsnew
jorisvandenbossche Nov 30, 2020
cf64f20
cleanup test
jorisvandenbossche Nov 30, 2020
485f399
simplify
jorisvandenbossche Dec 1, 2020
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add more tests specifically about resulting MI
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@jorisvandenbossche
jorisvandenbossche committed Nov 30, 2020
commit 19c9d3e7e684716013838bb8f3f1649cc85c3659
54 changes: 54 additions & 0 deletions pandas/tests/window/test_groupby.py
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Original file line number Diff line number Diff line change
Expand Up @@ -567,6 +567,60 @@ def test_groupby_rolling_index_level_and_column_label(self):
)
tm.assert_frame_equal(result, expected)

def test_groupby_rolling_resulting_multiindex(self):
# a few different cases checking the created MultiIndex of the result
# https://github.com/pandas-dev/pandas/pull/38057

# grouping by 1 columns -> 2-level MI as result
df = DataFrame({"a": np.arange(8.0), "b": [1, 2] * 4})
result = df.groupby("b").rolling(3).mean()
expected_index = MultiIndex.from_tuples(
[(1, 0), (1, 2), (1, 4), (1, 6), (2, 1), (2, 3), (2, 5), (2, 7)],
names=["b", None],
)
tm.assert_index_equal(result.index, expected_index)

# grouping by 2 columns -> 3-level MI as result
df = DataFrame({"a": np.arange(12.0), "b": [1, 2] * 6, "c": [1, 2, 3, 4] * 3})
result = df.groupby(["b", "c"]).rolling(2).sum()
expected_index = MultiIndex.from_tuples(
[
(1, 1, 0),
(1, 1, 4),
(1, 1, 8),
(1, 3, 2),
(1, 3, 6),
(1, 3, 10),
(2, 2, 1),
(2, 2, 5),
(2, 2, 9),
(2, 4, 3),
(2, 4, 7),
(2, 4, 11),
],
names=["b", "c", None],
)
tm.assert_index_equal(result.index, expected_index)

# grouping with 1 level on dataframe with 2-level MI -> 3-level MI as result
df = DataFrame({"a": np.arange(8.0), "b": [1, 2] * 4, "c": [1, 2, 3, 4] * 2})
df = df.set_index("c", append=True)
result = df.groupby("b").rolling(3).mean()
expected_index = MultiIndex.from_tuples(
[
(1, 0, 1),
(1, 2, 3),
(1, 4, 1),
(1, 6, 3),
(2, 1, 2),
(2, 3, 4),
(2, 5, 2),
(2, 7, 4),
],
names=["b", None, "c"],
)
tm.assert_index_equal(result.index, expected_index)


class TestExpanding:
def setup_method(self):
Expand Down
0