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RollingGroupBy WeekdayWeekend and WeekdayWeekendAndHoliday do not work for variance, skewness and kurtosis #76

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benHeid opened this issue Mar 26, 2021 · 0 comments · Fixed by #79
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bug Something isn't working medium This issue has a medium priority module This issue involves a specific module

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@benHeid
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benHeid commented Mar 26, 2021

Describe the bug
If RollingGroupBy.WeekdayWeekend or WeekdayWeekendAndHoliday are specified for RollingVariance RollingSkewness or RollingKurtosis, the RollingMean is calculated

To Reproduce
Steps to reproduce the behavior:

  1. Create a RollingVariance with WeekdayWeekend as groupby arguments.
  2. Run the pipeline and look at the result of RollingVariance

Expected behavior
The rollingVariance should be calculated. Not the rollingMean

Additional context
In the cases for WeekdayWeekend and WeekdayWeekendAndHoliday of Rolling base, the mean is calculated instead of calling _get_rollng, if _get_rolling is called there the issue should be fixed.

@benHeid benHeid added bug Something isn't working module This issue involves a specific module medium This issue has a medium priority labels Mar 26, 2021
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Labels
bug Something isn't working medium This issue has a medium priority module This issue involves a specific module
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