diff --git a/saqc/lib/rolling.py b/saqc/lib/rolling.py
index 62502533fbde6c99463c008fe54b3fba9d2c349d..4a5516ff8f304148110e50f4b5a43b55cff6ced2 100644
--- a/saqc/lib/rolling.py
+++ b/saqc/lib/rolling.py
@@ -36,15 +36,12 @@ def is_slice(k): return isinstance(k, slice)
class _CustomBaseIndexer(BaseIndexer):
is_datetimelike = None
- def __init__(self, index_array, window_size, min_periods=None, center=False, closed=None, forward=False,
+ def __init__(self, index_array, window_size, center=False, forward=False,
expand=False, step=None, mask=None):
super().__init__()
self.index_array = index_array
- self.num_values = len(index_array)
self.window_size = window_size
- self.min_periods = min_periods
- self.center = center
- self.closed = closed
+ self._center = center
self.forward = forward
self.expand = expand
self.step = step
@@ -52,7 +49,9 @@ class _CustomBaseIndexer(BaseIndexer):
self.validate()
def validate(self) -> None:
- if self.center is not None and not is_bool(self.center):
+ if self._center is None:
+ self._center = False
+ if not is_bool(self._center):
raise ValueError("center must be a boolean")
if not is_bool(self.forward):
raise ValueError("forward must be a boolean")
@@ -74,11 +73,17 @@ class _CustomBaseIndexer(BaseIndexer):
raise TypeError('mask must have boolean values only.')
self.skip = ~self.skip
- def get_window_bounds(self, num_values=0, min_periods=None, center=False, closed=None):
- num_values = self.num_values
- min_periods = self.min_periods
- center = self.center
- closed = self.closed
+ def get_window_bounds(self, num_values=0, min_periods=None, center=None, closed=None):
+ if min_periods is None:
+ assert self.is_datetimelike is False
+ min_periods = 1
+
+ # if one call us directly, one may pass a center value we should consider.
+ # pandas instead (via customRoller) will always pass None and the correct
+ # center value is set in __init__. This is because pandas cannot center on
+ # dt_like windows and would fail before even call us.
+ if center is None:
+ center = self._center
start, end = self._get_bounds(num_values, min_periods, center, closed)
start, end = self._apply_skipmask(start, end)
@@ -95,9 +100,9 @@ class _CustomBaseIndexer(BaseIndexer):
# end[end - start < self.min_periods] = 0
return start, end
- def _get_center_window_sizes(self, winsz):
+ def _get_center_window_sizes(self, center, winsz):
ws1 = ws2 = winsz
- if self.center:
+ if center:
# centering of dtlike windows is just looking left and right
# with half amount of window-size
ws1 = (winsz + 1) // 2
@@ -130,11 +135,6 @@ class _FixedWindowDirectionIndexer(_CustomBaseIndexer):
# set here
is_datetimelike = False
- def validate(self) -> None:
- super().validate()
- if self.min_periods is None:
- self.min_periods = self.window_size
-
def _get_bounds(self, num_values=0, min_periods=None, center=False, closed=None):
# closed is always ignored and handled as 'both' other cases not implemented
offset = calculate_center_offset(self.window_size) if center else 0
@@ -168,7 +168,7 @@ class _FixedWindowDirectionIndexer(_CustomBaseIndexer):
def _remove_ramps(self, start, end, center):
fw, bw = self.forward, not self.forward
- ramp_l, ramp_r = self._get_center_window_sizes(self.window_size - 1)
+ ramp_l, ramp_r = self._get_center_window_sizes(center, self.window_size - 1)
if center:
fw = bw = True
@@ -199,15 +199,8 @@ class _VariableWindowDirectionIndexer(_CustomBaseIndexer):
# set here
is_datetimelike = True
- def validate(self) -> None:
- super().validate()
- if self.min_periods is None:
- self.min_periods = 1
- if self.window_size == 0:
- self.min_periods = 0
-
def _get_bounds(self, num_values=0, min_periods=None, center=False, closed=None):
- ws_bw, ws_fw = self._get_center_window_sizes(self.window_size)
+ ws_bw, ws_fw = self._get_center_window_sizes(center, self.window_size)
if center:
c1 = c2 = closed
if closed == 'neither':
@@ -227,7 +220,7 @@ class _VariableWindowDirectionIndexer(_CustomBaseIndexer):
return start, end
def _remove_ramps(self, start, end, center):
- ws_bw, ws_fw = self._get_center_window_sizes(self.window_size)
+ ws_bw, ws_fw = self._get_center_window_sizes(center, self.window_size)
if center or not self.forward:
# remove (up) ramp
@@ -344,30 +337,22 @@ def customRoller(obj, window, min_periods=None, # aka minimum non-nan values
if not isinstance(obj, (ABCSeries, ABCDataFrame)):
raise TypeError(f"invalid type: {type(obj)}")
- theirs = dict(min_periods=min_periods, center=center, win_type=win_type, on=on, axis=axis, closed=closed)
- ours = dict(forward=forward, expand=expand, step=step, mask=mask)
- assert len(theirs) + len(ours) == num_params, "not all params covert (!)"
-
# center is the only param from the pandas rolling implementation
# that we advance, namely we allow center=True on dt-indexed data
- ours.update(center=theirs.pop('center'))
+ # that's why we take it as ours
+ theirs = dict(min_periods=min_periods, win_type=win_type, on=on, axis=axis, closed=closed)
+ ours = dict(center=center, forward=forward, expand=expand, step=step, mask=mask)
+ assert len(theirs) + len(ours) == num_params, "not all params covert (!)"
# use .rolling to do all the checks like if closed is one of [left, right, neither, both],
# closed not allowed for integer windows, index is monotonic (in- or decreasing), if freq-based
# windows can be transformed to nanoseconds (eg. fails for `1y` - it could have 364 or 365 days), etc.
# Also it converts window and the index to numpy-arrays (so we don't have to do it :D).
try:
- x = obj.rolling(window, center=False, **theirs)
+ x = obj.rolling(window, **theirs)
except Exception:
raise
- if theirs.pop('win_type') is not None:
- raise NotImplementedError("customRoller() does not implemented win_type.")
- num_params -= 1
-
- ours.update(min_periods=theirs.pop('min_periods'), closed=theirs.pop('closed'))
- assert len(theirs) + len(ours) == num_params, "not all params covert (!)"
-
indexer = _VariableWindowDirectionIndexer if x.is_freq_type else _FixedWindowDirectionIndexer
indexer = indexer(index_array=x._on.asi8, window_size=x.window, **ours)
@@ -385,4 +370,5 @@ def customRoller(obj, window, min_periods=None, # aka minimum non-nan values
# Lastly, it is necessary to pass min_periods at all (!) and do not set it to a fix value (1, 0, None,...). This
# is, because we cannot throw out values by ourself in the indexer, because min_periods also evaluates NA values
# in its count and we have no control over the actual values, just their indexes.
- return obj.rolling(indexer, min_periods=x.min_periods, **theirs)
+ theirs.update(min_periods=x.min_periods)
+ return obj.rolling(indexer, center=None, **theirs)
diff --git a/test/lib/test_rolling.py b/test/lib/test_rolling.py
index dbb2f7ca4176ef24dc9d30284c710b43cebb67f3..d8365f4eb9d1decf03cc157b5dfa4e731d8d20f3 100644
--- a/test/lib/test_rolling.py
+++ b/test/lib/test_rolling.py
@@ -158,7 +158,7 @@ def dt_center_kws():
return l
-@pytest.mark.parametrize("kws", make_num_kws(), ids=lambda x: str(x))
+@pytest.mark.parametrize("kws", dt_center_kws(), ids=lambda x: str(x))
def test_centering_w_dtindex(kws):
print(kws)
s = pd.Series(0., index=pd.date_range("2000", periods=10, freq='1H'))