Skip to content

BUG: rolling on centered datetimelike windows disrespect duplicate indices #43944

Closed
@rosagold

Description

@rosagold

  • I have checked that this issue has not already been reported.

  • I have confirmed this bug exists on the latest version of pandas.

  • I have confirmed this bug exists on the master branch of pandas.

Reproducible Example

import pandas as pd
index = pd.DatetimeIndex([
    '2020-01-01', '2020-01-01',
    '2020-01-02', '2020-01-02',
    '2020-01-03', '2020-01-03',
    '2020-01-04', '2020-01-04',
])
s = pd.Series([1]*8, index=index, dtype=float)

s.rolling('2D', center=True).sum()

>> Out[6]: 
2020-01-01    4.0
2020-01-01    4.0
2020-01-02    3.0
2020-01-02    4.0
2020-01-03    3.0
2020-01-03    4.0
2020-01-04    2.0
2020-01-04    2.0
dtype: float64

Issue Description

the right window bound is not respected for centered datetime windows.

This differs somewhat from issue #20712 and does not change the behavior discussed there..

i prepared a PR for this.

Expected Behavior

s.rolling('2D', center=True).sum()
Out[4]: 
2020-01-01    4.0
2020-01-01    4.0
2020-01-02    4.0
2020-01-02    4.0
2020-01-03    4.0
2020-01-03    4.0
2020-01-04    2.0
2020-01-04    2.0
dtype: float64

Installed Versions

INSTALLED VERSIONS

commit : d30aeeb
python : 3.8.12.final.0
python-bits : 64
OS : Linux
OS-release : 5.4.0-88-generic
Version : #99-Ubuntu SMP Thu Sep 23 17:29:00 UTC 2021
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8
pandas : 1.4.0.dev0+857.gd30aeeba0c
numpy : 1.21.2
pytz : 2021.1
dateutil : 2.8.2
pip : 21.2.4
setuptools : 58.2.0
Cython : 0.29.24
pytest : 6.2.5
hypothesis : 6.23.1
sphinx : 4.2.0
blosc : None
feather : None
xlsxwriter : 3.0.1
lxml.etree : 4.6.3
html5lib : 1.1
pymysql : None
psycopg2 : None
jinja2 : 3.0.1
IPython : 7.28.0
pandas_datareader: None
bs4 : 4.10.0
bottleneck : 1.3.2
fsspec : 2021.10.0
fastparquet : 0.7.1
gcsfs : 2021.10.0
matplotlib : 3.4.3
numexpr : 2.7.3
odfpy : None
openpyxl : 3.0.9
pandas_gbq : None
pyarrow : 5.0.0
pyxlsb : None
s3fs : 2021.10.0
scipy : 1.7.1
sqlalchemy : 1.4.25
tables : 3.6.1
tabulate : 0.8.9
xarray : 0.18.2
xlrd : 2.0.1
xlwt : 1.3.0
numba : 0.53.1

Metadata

Metadata

Assignees

No one assigned

    Labels

    BugWindowrolling, ewma, expanding

    Type

    No type

    Projects

    No projects

    Milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions