8000 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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simplify
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@jorisvandenbossche
jorisvandenbossche committed Dec 1, 2020
commit 485f39993956a591a0bba15624de6543d16ec32e
2 changes: 1 addition & 1 deletion pandas/core/window/rolling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -795,7 +795,7 @@ def _apply(

group_indices = self._groupby.grouper.indices.values()
if group_indices:
indexer = np.concatenate(list(self._groupby.grouper.indices.values()))
indexer = np.concatenate(list(group_indices))
else:
indexer = np.array([], dtype=np.intp)
codes = [c.take(indexer) for c in codes]
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