You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Rolling with smallest possible resolution (currently nanoseconds) centered windows and uneven nanoseconds produce wrong results.
Eg. rolling with a centered window='3ns', regardless of closed, should result in a forward facing and a backward facing window of 1.5ns, which is effectively a fwd/bwd facing window of 1ns with closed='both'.
btw. thats exactly the code change in the followup PR will introduce ;)
Expected Behavior
>>>result2020-01-0100:00:00.0000000002.02020-01-0100:00:00.0000000013.02020-01-0100:00:00.0000000023.02020-01-0100:00:00.0000000032.0Freq: N, dtype: float64
rosagold
changed the title
BUG: rolling with uneven nanoseconds have wrong results
BUG: rolling with uneven nanosecond window have wrong results
Oct 12, 2021
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
Issue Description
Rolling with smallest possible resolution (currently nanoseconds) centered windows and uneven nanoseconds produce wrong results.
Eg. rolling with a centered
window='3ns'
, regardless ofclosed
, should result in a forward facing and a backward facing window of1.5ns
, which is effectively a fwd/bwd facing window of1ns
withclosed='both'
.btw. thats exactly the code change in the followup PR will introduce ;)
Expected Behavior
Installed Versions
INSTALLED VERSIONS
commit : 075ec87
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+869.g075ec87643
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
The text was updated successfully, but these errors were encountered: