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fix Rolling for multi-index and reversed index. #28297

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Merged
merged 12 commits into from
Oct 22, 2019
Merged

fix Rolling for multi-index and reversed index. #28297

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ce0a5e9
fix Rolling for multi-index and reversed index.
Sep 4, 2019
1e1af78
fix whatsnew
Sep 5, 2019
de83db4
fix rolling on multi-index level
Sep 6, 2019
f78cf28
add tests
Sep 6, 2019
859bfea
add issues into whatsnew
Sep 6, 2019
908342d
pep8 corrections
Sep 6, 2019
bc77e09
fix test
Sep 6, 2019
33c3cca
fix black
Sep 6, 2019
c5a062f
review fixes
Sep 7, 2019
1ec868b
fix tests
Sep 7, 2019
753d01c
fix tests #2
Sep 20, 2019
1b46dc5
review fixes
leftys Oct 19, 2019
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fix rolling on multi-index level
  • Loading branch information
Jan Škoda committed Sep 6, 2019
commit de83db4c6ac413b6b78488a2f3677c82eacbb483
8 changes: 5 additions & 3 deletions pandas/core/window/rolling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -126,7 +126,7 @@ def _create_blocks(self):
obj = self._selected_obj

# filter out the on from the object
if self.on is not None:
if self.on is not None and not isinstance(self.on, Index):
if obj.ndim == 2:
obj = obj.reindex(columns=obj.columns.difference([self.on]), copy=False)
blocks = obj._to_dict_of_blocks(copy=False).values()
Expand Down Expand Up @@ -1709,8 +1709,10 @@ def _validate_monotonic(self):
"""
Validate monotonic (increasing or decreasing).
"""
if not self._on.is_monotonic_increasing and self._on.is_monotonic_decreasing:
formatted = self.on or "index"
if not self._on.is_monotonic_increasing and not self._on.is_monotonic_decreasing:
formatted = self.on
if self.on is None:
formatted = "index"
raise ValueError("{0} must be monotonic".format(formatted))

def _validate_freq(self):
Expand Down