TST: roll median leak test file

Author: wesm

scripts/roll_median_leak.py

@@ -0,0 +1,22 @@
+from pandas import *
+
+import numpy as np
+import os
+
+from vbench.api import Benchmark
+from pandas.util.testing import rands
+import pandas._tseries as lib
+import pandas._sandbox as sbx
+import time
+
+import psutil
+
+pid = os.getpid()
+proc = psutil.Process(pid)
+
+
+s = Series(np.random.randn(10000))
+
+for _ in xrange(1000):
+    print proc.get_memory_info()
+    result = rolling_median(s, 1000)