8000 ENH: Add online operations for EWM.mean by mroeschke · Pull Request #41888 · pandas-dev/pandas · GitHub
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ENH: Add online operations for EWM.mean #41888

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Merged
merged 30 commits into from
Jun 12, 2021
Merged

ENH: Add online operations for EWM.mean #41888

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e195c58
Add scaffolding for online EWM
mroeschke May 31, 2021
3d95167
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke May 31, 2021
9354bd0
Add online op and new methods and class
mroeschke Jun 7, 2021
0ce197d
Make signatures match
mroeschke Jun 7, 2021
8096cc6
Add some tests, rename some variables
mroeschke Jun 7, 2021
a5273b9
Add newline for readability
mroeschke Jun 7, 2021
bab78cc
Parameterize over adjust and ignore_na
mroeschke Jun 7, 2021
d72a03e
Test resetting in tests
mroeschke Jun 7, 2021
0b7e773
Add test with invalid update
mroeschke Jun 7, 2021
8444b42
Add docstring for mean
mroeschke Jun 7, 2021
7847373
Add docstring for online
mroeschke Jun 7, 2021
df13b55
Parameterize over dataframe and series
mroeschke Jun 7, 2021
57db06e
Generalize axis call for update_times
mroeschke Jun 7, 2021
329dbd2
Remove comments
mroeschke Jun 7, 2021
9594afe
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 8, 2021
28be18a
Add more test and ensure constructions
mroeschke Jun 8, 2021
85025ff
Passing all the non-time tests
mroeschke Jun 8, 2021
3345271
Add whatsnew and window.rst; xfail update_times
mroeschke Jun 9, 2021
2186ea0
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 9, 2021
8024a7b
mypy
mroeschke Jun 9, 2021
80c8b7f
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 9, 2021
8a5b0b9
Address comments
mroeschke Jun 9, 2021
e790947
Fix doctest
mroeschke Jun 9, 2021
916e68b
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 11, 2021
175c4ca
Fix doctest
mroeschke Jun 11, 2021
f799a0f
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 11, 2021
c8b09b6
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 11, 2021
2cb4019
Cannot parallelize a loop
mroeschke Jun 11, 2021
fea8b0b
Trigger CI
mroeschke Jun 11, 2021
04ea064
Merge remote-tracking branch 'upstream/master' into online/ewm
mroeschke Jun 12, 2021
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Cannot parallelize a loop
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@mroeschke
mroeschke committed Jun 11, 2021
commit 2cb40190c678907cd972d4cff13c249ccc582fab
2 changes: 1 addition & 1 deletion pandas/core/window/online.py
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Original file line number Diff line number Diff line change
Expand Up @@ -55,7 +55,7 @@ def online_ewma(
nobs = (~np.isnan(weighted_avg)).astype(np.int64)
result[0] = np.where(nobs >= minimum_periods, weighted_avg, np.nan)

for i in numba.prange(1, len(values)):
for i in range(1, len(values)):
cur = values[i]
is_observations = ~np.isnan(cur)
nobs += is_observations.astype(np.int64)
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0