fix(rust, python): include null count in rolling window validity with min_periods
#13863
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mcrumiller
requested review from
ritchie46,
stinodego,
c-peters,
alexander-beedie,
MarcoGorelli and
orlp
as code owners
github-actions
bot
added
fix
mcrumiller
commented
Jan 19, 2024
| @@ -86,7 +93,7 @@ def test_rolling_map_sum_int_cast_to_float() -> None: | |||
| function=lambda s: s.sum(), window_size=3, weights=[1.0, 2.0, 3.0] | |||
| ) | |||
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| expected = pl.Series("A", [None, None, 32.0, 20.0, 48.0], dtype=pl.Float64) | |||
| expected = pl.Series("A", [None, None, 32.0, None, None], dtype=pl.Float64) | |||
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This test was previously incorrect, as it did not take into account the null values in the window.
mcrumiller
commented
Jan 19, 2024
| Some(5.0), | ||
| Some(11.0) | ||
| ] | ||
| &[None, None, Some(3.0), None, None, None, None,] |
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This test was also previously incorrect.
mcrumiller
commented
Jan 20, 2024
| @@ -111,6 +111,12 @@ mod inner_mod { | |||
| // we are in bounds | |||
| let arr_window = unsafe { arr.slice_typed_unchecked(start, size) }; | |||
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| // ensure we still meet window size criteria after removing null values | |||
| if size - arr_window.null_count() < options.min_periods { | |||
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I realize that the null count is more efficiently calculated by only tracking the head and tail of each new window (i.e. decrementing if a null drops off and incrementing if a new null pops up), but because this is the slow rolling_map this is almost guaranteed not to be a bottleneck.
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Nah.. Indeed. This might be the worst code in the repo. :(
ritchie46
approved these changes
Jan 22, 2024
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Resolves #13856.