Skip to content

ENH: Improve Roling, Expanding and EWM #297

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 10 commits into from
Sep 19, 2022
Merged

ENH: Improve Roling, Expanding and EWM #297

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
10 commits
Select commit Hold shift + click to select a range
397678c
ENH: IMprove Roling, Expanding and EWM
bashtage Sep 13, 2022
99f8a44
MAINT: merge main
bashtage Sep 13, 2022
eeeb61b
Merge remote-tracking branch 'upstream/main' into moving-rolling-expa…
Sep 13, 2022
da3e116
ENH: Add generic
Sep 14, 2022
cab50fa
TST: Add tests for rolling
bashtage Sep 14, 2022
425eace
TST: Add tests and fix types
bashtage Sep 14, 2022
c0a2800
Improve typing
Sep 14, 2022
76f6538
TYP Further improvements and refactoring
bashtage Sep 15, 2022
1c984c1
Merge remote-tracking branch 'upstream/main' into moving-rolling-expa…
bashtage Sep 15, 2022
8895ff6
CLN: Remove undocumented
Sep 17, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
25 changes: 21 additions & 4 deletions pandas-stubs/_typing.pyi
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -98,12 +98,17 @@ FuncType = Callable[..., Any]
F = TypeVar("F", bound=FuncType)
HashableT = TypeVar("HashableT", bound=Hashable)

AggFuncTypeBase = Union[Callable, str]
AggFuncTypeDict = dict[Hashable, Union[AggFuncTypeBase, list[AggFuncTypeBase]]]
AggFuncType = Union[
AggFuncTypeBase = Union[Callable, str, np.ufunc]
AggFuncTypeDictSeries = dict[Hashable, AggFuncTypeBase]
AggFuncTypeDictFrame = dict[Hashable, Union[AggFuncTypeBase, list[AggFuncTypeBase]]]
AggFuncTypeSeriesToFrame = Union[
list[AggFuncTypeBase],
AggFuncTypeDictSeries,
]
AggFuncTypeFrame = Union[
AggFuncTypeBase,
list[AggFuncTypeBase],
AggFuncTypeDict,
AggFuncTypeDictFrame,
]

num = complex
Expand Down Expand Up @@ -264,6 +269,18 @@ FileWriteMode = Literal[
]
ColspaceArgType = str | int | Sequence[int | str] | Mapping[Hashable, str | int]

# Windowing rank methods
WindowingRankType = Literal["average", "min", "max"]
WindowingEngine = Union[Literal["cython", "numba"], None]

class _WindowingNumbaKwargs(TypedDict, total=False):
nopython: bool
nogil: bool
parallel: bool

WindowingEngineKwargs = Union[_WindowingNumbaKwargs, None]
QuantileInterpolation = Literal["linear", "lower", "higher", "midpoint", "nearest"]

class StyleExportDict(TypedDict, total=False):
apply: Any
table_attributes: Any
Expand Down
43 changes: 26 additions & 17 deletions pandas-stubs/core/frame.pyi
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,10 @@ from pandas.core.indexing import (
)
from pandas.core.resample import Resampler
from pandas.core.series import Series
from pandas.core.window import (
Expanding,
ExponentialMovingWindow,
)
from pandas.core.window.rolling import (
Rolling,
Window,
Expand All @@ -42,9 +46,9 @@ import xarray as xr

from pandas._typing import (
S1,
AggFuncType,
AggFuncTypeBase,
AggFuncTypeDict,
AggFuncTypeDictFrame,
AggFuncTypeFrame,
AnyArrayLike,
ArrayLike,
Axes,
Expand All @@ -64,6 +68,7 @@ from pandas._typing import (
IndexingInt,
IndexLabel,
IndexType,
IntervalClosedType,
JsonFrameOrient,
Label,
Level,
Expand All @@ -73,6 +78,7 @@ from pandas._typing import (
MergeHow,
NaPosition,
ParquetEngine,
QuantileInterpolation,
ReadBuffer,
Renamer,
ReplaceMethod,
Expand Down Expand Up @@ -1050,7 +1056,7 @@ class DataFrame(NDFrame, OpsMixin):
@overload
def agg(
self,
func: list[AggFuncTypeBase] | AggFuncTypeDict = ...,
func: list[AggFuncTypeBase] | AggFuncTypeDictFrame = ...,
axis: AxisType = ...,
**kwargs,
) -> DataFrame: ...
Expand All @@ -1061,13 +1067,13 @@ class DataFrame(NDFrame, OpsMixin):
@overload
def aggregate(
self,
func: list[AggFuncTypeBase] | AggFuncTypeDict,
func: list[AggFuncTypeBase] | AggFuncTypeDictFrame,
axis: AxisType = ...,
**kwargs,
) -> DataFrame: ...
def transform(
self,
func: AggFuncType,
func: AggFuncTypeFrame,
axis: AxisType = ...,
*args,
**kwargs,
Expand Down Expand Up @@ -1163,17 +1169,15 @@ class DataFrame(NDFrame, OpsMixin):
q: float = ...,
axis: AxisType = ...,
numeric_only: _bool = ...,
interpolation: _str
| Literal["linear", "lower", "higher", "midpoint", "nearest"] = ...,
interpolation: QuantileInterpolation = ...,
) -> Series: ...
@overload
def quantile(
self,
q: list[float] | np.ndarray,
axis: AxisType = ...,
numeric_only: _bool = ...,
interpolation: _str
| Literal["linear", "lower", "higher", "midpoint", "nearest"] = ...,
interpolation: QuantileInterpolation = ...,
) -> DataFrame: ...
def to_timestamp(
self,
Expand Down Expand Up @@ -1410,8 +1414,13 @@ class DataFrame(NDFrame, OpsMixin):
adjust: _bool = ...,
ignore_na: _bool = ...,
axis: AxisType = ...,
) -> DataFrame: ...
def expanding(self, min_periods: int = ..., axis: AxisType = ...): ... # for now
) -> ExponentialMovingWindow[DataFrame]: ...
def expanding(
self,
min_periods: int = ...,
axis: AxisType = ...,
method: Literal["single", "table"] = ...,
) -> Expanding[DataFrame]: ...
@overload
def ffill(
self,
Expand Down Expand Up @@ -1765,21 +1774,21 @@ class DataFrame(NDFrame, OpsMixin):
center: _bool = ...,
*,
win_type: _str,
on: _str | None = ...,
on: Hashable | None = ...,
axis: AxisType = ...,
closed: _str | None = ...,
) -> Window: ...
closed: IntervalClosedType | None = ...,
) -> Window[DataFrame]: ...
@overload
def rolling(
self,
window,
min_periods: int | None = ...,
center: _bool = ...,
*,
on: _str | None = ...,
on: Hashable | None = ...,
axis: AxisType = ...,
closed: _str | None = ...,
) -> Rolling: ...
closed: IntervalClosedType | None = ...,
) -> Rolling[DataFrame]: ...
def rpow(
self,
other,
Expand Down
6 changes: 3 additions & 3 deletions pandas-stubs/core/groupby/generic.pyi
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -26,8 +26,8 @@ from pandas.core.series import Series

from pandas._typing import (
S1,
AggFuncType,
AggFuncTypeBase,
AggFuncTypeFrame,
AxisType,
Level,
ListLike,
Expand Down Expand Up @@ -154,8 +154,8 @@ class DataFrameGroupBy(GroupBy):
def apply( # pyright: ignore[reportOverlappingOverload]
self, func: Callable[[Iterable], float], *args, **kwargs
) -> DataFrame: ...
def aggregate(self, arg: AggFuncType = ..., *args, **kwargs) -> DataFrame: ...
def agg(self, arg: AggFuncType = ..., *args, **kwargs) -> DataFrame: ...
def aggregate(self, arg: AggFuncTypeFrame = ..., *args, **kwargs) -> DataFrame: ...
agg = aggregate
def transform(self, func, *args, **kwargs): ...
def filter(
self, func: Callable, dropna: bool = ..., *args, **kwargs
Expand Down
50 changes: 21 additions & 29 deletions pandas-stubs/core/series.pyi
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,11 @@ from pandas.core.indexing import (
)
from pandas.core.resample import Resampler
from pandas.core.strings import StringMethods
from pandas.core.window import ExponentialMovingWindow
from pandas.core.window import (
Expanding,
ExponentialMovingWindow,
Rolling,
)
from pandas.core.window.rolling import (
Rolling,
Window,
Expand All @@ -59,7 +63,8 @@ import xarray as xr
from pandas._typing import (
S1,
AggFuncTypeBase,
AggFuncTypeDict,
AggFuncTypeDictFrame,
AggFuncTypeSeriesToFrame,
ArrayLike,
Axes,
Axis,
Expand All @@ -79,6 +84,7 @@ from pandas._typing import (
MaskType,
MergeHow,
NaPosition,
QuantileInterpolation,
Renamer,
ReplaceMethod,
Scalar,
Expand Down Expand Up @@ -453,15 +459,13 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
def quantile(
self,
q: float = ...,
interpolation: _str
| Literal["linear", "lower", "higher", "midpoint", "nearest"] = ...,
interpolation: QuantileInterpolation = ...,
) -> float: ...
@overload
def quantile(
self,
q: _ListLike,
interpolation: _str
| Literal["linear", "lower", "higher", "midpoint", "nearest"] = ...,
interpolation: QuantileInterpolation = ...,
) -> Series[S1]: ...
def corr(
self,
Expand Down Expand Up @@ -628,27 +632,12 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
@overload
def aggregate(
self,
func: list[AggFuncTypeBase] | dict[Hashable, AggFuncTypeBase] = ...,
axis: SeriesAxisType = ...,
*args,
**kwargs,
) -> Series[S1]: ...
@overload
def agg(
self,
func: AggFuncTypeBase,
axis: SeriesAxisType = ...,
*args,
**kwargs,
) -> S1: ...
@overload
def agg(
self,
func: list[AggFuncTypeBase] | dict[Hashable, AggFuncTypeBase] = ...,
func: AggFuncTypeSeriesToFrame = ...,
axis: SeriesAxisType = ...,
*args,
**kwargs,
) -> Series[S1]: ...
agg = aggregate
@overload
def transform(
self,
Expand All @@ -660,7 +649,7 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
@overload
def transform(
self,
func: list[AggFuncTypeBase] | AggFuncTypeDict,
func: list[AggFuncTypeBase] | AggFuncTypeDictFrame,
axis: SeriesAxisType = ...,
*args,
**kwargs,
Expand Down Expand Up @@ -1321,10 +1310,13 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
adjust: _bool = ...,
ignore_na: _bool = ...,
axis: SeriesAxisType = ...,
) -> ExponentialMovingWindow: ...
) -> ExponentialMovingWindow[Series]: ...
def expanding(
self, min_periods: int = ..., axis: SeriesAxisType = ...
) -> DataFrame: ...
self,
min_periods: int = ...,
axis: SeriesAxisType = ...,
method: Literal["single", "table"] = ...,
) -> Expanding[Series]: ...
def floordiv(
self,
other: num | _ListLike | Series[S1],
Expand Down Expand Up @@ -1527,7 +1519,7 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
on: _str | None = ...,
axis: SeriesAxisType = ...,
closed: _str | None = ...,
) -> Window: ...
) -> Window[Series]: ...
@overload
def rolling(
self,
Expand All @@ -1538,7 +1530,7 @@ class Series(IndexOpsMixin, NDFrame, Generic[S1]):
on: _str | None = ...,
axis: SeriesAxisType = ...,
closed: _str | None = ...,
) -> Rolling: ...
) -> Rolling[Series]: ...
def rpow(
self,
other: Series[S1] | Scalar,
Expand Down
Loading