REF: Create _lib/window directory (#29817)

Author: mroeschke

pandas/_libs/window/__init__.py

@@ -1,5 +1,7 @@
 # cython: boundscheck=False, wraparound=False, cdivision=True
 
+from typing import Tuple
+
 import numpy as np
 from numpy cimport ndarray, int64_t
 
@@ -8,33 +10,6 @@ from numpy cimport ndarray, int64_t
 # These define start/end indexers to compute offsets
 
 
-class MockFixedWindowIndexer:
-    """
-
-    We are just checking parameters of the indexer,
-    and returning a consistent API with fixed/variable
-    indexers.
-
-    Parameters
-    ----------
-    values: ndarray
-        values data array
-    win: int64_t
-        window size
-    index: object
-        index of the values
-    closed: string
-        closed behavior
-    """
-    def __init__(self, ndarray values, int64_t win, object closed, object index=None):
-
-        self.start = np.empty(0, dtype='int64')
-        self.end = np.empty(0, dtype='int64')
-
-    def get_window_bounds(self):
-        return self.start, self.end
-
-
 class FixedWindowIndexer:
     """
     create a fixed length window indexer object
@@ -66,7 +41,7 @@ class FixedWindowIndexer:
         end_e = start_e + win
         self.end = np.concatenate([end_s, end_e])[:N]
 
-    def get_window_bounds(self):
+    def get_window_bounds(self) -> Tuple[np.ndarray, np.ndarray]:
         return self.start, self.end
 
 
@@ -108,7 +83,7 @@ class VariableWindowIndexer:
 
     @staticmethod
     def build(const int64_t[:] index, int64_t win, bint left_closed,
-              bint right_closed, int64_t N):
+              bint right_closed, int64_t N) -> Tuple[np.ndarray, np.ndarray]:
 
         cdef:
             ndarray[int64_t] start, end
@@ -161,5 +136,5 @@ class VariableWindowIndexer:
                     end[i] -= 1
         return start, end
 
-    def get_window_bounds(self):
+    def get_window_bounds(self) -> Tuple[np.ndarray, np.ndarray]:
         return self.start, self.end

pandas/_libs/window.pyx pandas/_libs/window/aggregations.pyx

@@ -2,7 +2,7 @@
 
 import numpy as np
 
-import pandas._libs.window as libwindow
+import pandas._libs.window.aggregations as window_aggregations
 from pandas.compat.numpy import function as nv
 from pandas.util._decorators import Appender, Substitution
 
@@ -228,11 +228,11 @@ def _apply(self, func, **kwargs):
 
             # if we have a string function name, wrap it
             if isinstance(func, str):
-                cfunc = getattr(libwindow, func, None)
+                cfunc = getattr(window_aggregations, func, None)
                 if cfunc is None:
                     raise ValueError(
                         "we do not support this function "
-                        "in libwindow.{func}".format(func=func)
+                        "in window_aggregations.{func}".format(func=func)
                     )
 
                 def func(arg):
@@ -284,7 +284,7 @@ def var(self, bias=False, *args, **kwargs):
         nv.validate_window_func("var", args, kwargs)
 
         def f(arg):
-            return libwindow.ewmcov(
+            return window_aggregations.ewmcov(
                 arg,
                 arg,
                 self.com,
@@ -328,7 +328,7 @@ def cov(self, other=None, pairwise=None, bias=False, **kwargs):
         def _get_cov(X, Y):
             X = self._shallow_copy(X)
             Y = self._shallow_copy(Y)
-            cov = libwindow.ewmcov(
+            cov = window_aggregations.ewmcov(
                 X._prep_values(),
                 Y._prep_values(),
                 self.com,
@@ -375,7 +375,7 @@ def _get_corr(X, Y):
             Y = self._shallow_copy(Y)
 
             def _cov(x, y):
-                return libwindow.ewmcov(
+                return window_aggregations.ewmcov(
                     x,
                     y,
                     self.com,

pandas/_libs/window_indexer.pyx pandas/_libs/window/indexers.pyx

@@ -10,8 +10,8 @@
 
 import numpy as np
 
-import pandas._libs.window as libwindow
-import pandas._libs.window_indexer as libwindow_indexer
+import pandas._libs.window.aggregations as window_aggregations
+import pandas._libs.window.indexers as window_indexers
 from pandas.compat._optional import import_optional_dependency
 from pandas.compat.numpy import function as nv
 from pandas.util._decorators import Appender, Substitution, cache_readonly
@@ -381,11 +381,11 @@ def _get_roll_func(self, func_name: str) -> Callable:
         -------
         func : callable
         """
-        window_func = getattr(libwindow, func_name, None)
+        window_func = getattr(window_aggregations, func_name, None)
         if window_func is None:
             raise ValueError(
                 "we do not support this function "
-                "in libwindow.{func_name}".format(func_name=func_name)
+                "in window_aggregations.{func_name}".format(func_name=func_name)
             )
         return window_func
 
@@ -406,8 +406,8 @@ def _get_window_indexer(self):
         Return an indexer class that will compute the window start and end bounds
         """
         if self.is_freq_type:
-            return libwindow_indexer.VariableWindowIndexer
-        return libwindow_indexer.FixedWindowIndexer
+            return window_indexers.VariableWindowIndexer
+        return window_indexers.FixedWindowIndexer
 
     def _apply(
         self,

pandas/core/window/ewm.py

@@ -344,13 +344,13 @@ class CheckSDist(sdist_class):
         "pandas/_libs/tslibs/resolution.pyx",
         "pandas/_libs/tslibs/parsing.pyx",
         "pandas/_libs/tslibs/tzconversion.pyx",
-        "pandas/_libs/window_indexer.pyx",
+        "pandas/_libs/window/indexers.pyx",
         "pandas/_libs/writers.pyx",
         "pandas/io/sas/sas.pyx",
     ]
 
     _cpp_pyxfiles = [
-        "pandas/_libs/window.pyx",
+        "pandas/_libs/window/aggregations.pyx",
         "pandas/io/msgpack/_packer.pyx",
         "pandas/io/msgpack/_unpacker.pyx",
     ]
@@ -683,8 +683,12 @@ def srcpath(name=None, suffix=".pyx", subdir="src"):
         "sources": np_datetime_sources,
     },
     "_libs.testing": {"pyxfile": "_libs/testing"},
-    "_libs.window": {"pyxfile": "_libs/window", "language": "c++", "suffix": ".cpp"},
-    "_libs.window_indexer": {"pyxfile": "_libs/window_indexer"},
+    "_libs.window.aggregations": {
+        "pyxfile": "_libs/window/aggregations",
+        "language": "c++",
+        "suffix": ".cpp"
+    },
+    "_libs.window.indexers": {"pyxfile": "_libs/window/indexers"},
     "_libs.writers": {"pyxfile": "_libs/writers"},
     "io.sas._sas": {"pyxfile": "io/sas/sas"},
     "io.msgpack._packer": {