DOC: reverse rolling window (#38627) #41842

mdhsieh · 2021-06-06T21:27:49Z

This adds the suggested changes from closed pull request (#38627):
https://github.com/pandas-dev/pandas/pull/39091/files/80819f65402e46caa29ff7192b34d43f91c1a0ee
After updated commit.

remove noqa
change line back to single quotes
rename df1 to reversed_df
add reference to FixedForwardWindowIndexer
remove repeated df initialization in code example
rename df2 to reversed_df
move code example
closes DOC: example for doing a reversed rolling window #38627
tests added / passed
Ensure all linting tests pass, see here for how to run them
whatsnew entry

@vangorade

File is copied from @vangorade last changes in pull request (pandas-dev#39091): pandas-dev#39091 Fixed typo to pass pre-commit codespell hook.

From pull request (pandas-dev#39091): pandas-dev#39091 - remove noqa - change line back to single quotes - rename df1 to reversed_df

From pull request (pandas-dev#39091): pandas-dev#39091 - remove repeated df initialization in code example - rename df2 to reversed_df

…andas-dev#38627). Move code example as suggested in pull request (pandas-dev#39091): pandas-dev#39091 Compiled document to check it looked fine by running: python make.py --single user_guide/window.rst

mzeitlin11

Thanks for the pr @mdhsieh! Some initial comments

mzeitlin11 · 2021-06-06T22:57:06Z

doc/source/user_guide/window.rst

-   s = pd.Series(range(5), index=pd.date_range('2020-01-01', periods=5, freq='1D'))
-   s.rolling(window='2D').sum()
+   s = pd.Series(range(5), index=pd.date_range("2020-01-01", periods=5, freq="1D"))
+   s.rolling(window="2D").sum()


Looks like there are still some nonessential changes

mzeitlin11 · 2021-06-06T22:57:21Z

doc/source/user_guide/window.rst

-   df = pd.DataFrame({'A': ['a', 'b', 'a', 'b', 'a'], 'B': range(5)})
-   df.groupby('A').expanding().sum()
+   df = pd.DataFrame({"A": ["a", "b", "a", "b", "a"], "B": range(5)})
+   df.groupby("A").expanding().sum()


same here and other places

Ok, changed them back

mzeitlin11 · 2021-06-06T22:58:18Z

doc/source/user_guide/window.rst

-  passed then computes the statistic for each pair of columns, returning a :class:`DataFrame` with a
-  :class:`MultiIndex` whose values are the dates in question (see :ref:`the next section
+  passed then computes the statistic for each pair of columns, returning a
+  ``MultiIndexed DataFrame`` whose ``index`` are the dates in question (see :ref:`the next section


This change looks suspect, think you might need to merge master if you didn't add this change

mzeitlin11 · 2021-06-06T22:58:30Z

doc/source/user_guide/window.rst

@@ -592,7 +601,7 @@ The following formula is used to compute exponentially weighted mean with an inp

 .. math::

-    y_t = \frac{\sum_{i=0}^t 0.5^\frac{t_{t} - t_{i}}{\lambda} x_{t-i}}{\sum_{i=0}^t 0.5^\frac{t_{t} - t_{i}}{\lambda}},


same comment w respect to merging master as above

if you check the diff, looks unchanged. You might need to fetch first, see https://pandas.pydata.org/docs/development/contributing.html#working-with-the-code for a workflow on updating a pr

Okay, I added the changes from master branch file since fetching and merging didn't change those lines..

Unecessary changes.

…-rolling-window

Description was not modified after fetching and merging, so pasted from master branch: https://github.com/pandas-dev/pandas/blob/master/doc/source/user_guide/window.rst

Since fetching and merging didn't modify this line.

mroeschke

Could you just add the new section and save cleanups for another PR (so just add content)?

It still appears that things changed that were not supposed to in the PR.

mdhsieh · 2021-06-08T16:00:28Z

Could you just add the new section and save cleanups for another PR (so just add content)?

It still appears that things changed that were not supposed to in the PR.

Yeah, I can do that.

To only add reverse rolling window section and avoid any unwanted changes.

Forgot to add.

mdhsieh · 2021-06-09T06:05:29Z

I realized I accidentally deleted part of a code example.

For some problems...
.. ipython:: python

   from pandas.api.indexers import FixedForwardWindowIndexer
   indexer = FixedForwardWindowIndexer(window_size=2)
   df.rolling(indexer, min_periods=1).sum()

mdhsieh · 2021-06-09T06:05:39Z

Updated, does this work now?

mroeschke · 2021-06-09T07:01:18Z

doc/source/user_guide/window.rst

+   reversed_df = df[::-1].rolling("2s").sum()[::-1]
+   reversed_df
+
+Or we can also do it using :meth:`api.indexers.FixedForwardWindowIndexer` which basically creates window boundaries for fixed-length windows that include the current row.


This example is exactly the same as the one above this new section?

Right the FixedForwardWindowIndexer example is the same, my bad. Deleted it.

mroeschke · 2021-06-09T07:04:04Z

doc/source/user_guide/window.rst

@@ -299,6 +299,38 @@ forward-looking rolling window, and we can use it as follows:
   indexer = FixedForwardWindowIndexer(window_size=2)
   df.rolling(indexer, min_periods=1).sum()

+Reverse rolling window


If this example has the same result as the FixedForwardWindowIndexer you added in this section, you can just continue in the section above and show that it's equivalent to the code block you added here (i.e. don't need the new section or first sentence)

Okay, sure.

FixedForwaredWindowIndexer example is same as the one above the added section.

Modify sentence slightly to show this example should output same result.

mroeschke

One minor comment otherwise LGTM

mroeschke · 2021-06-09T22:52:50Z

doc/source/user_guide/window.rst

@@ -299,6 +299,24 @@ forward-looking rolling window, and we can use it as follows:
   indexer = FixedForwardWindowIndexer(window_size=2)
   df.rolling(indexer, min_periods=1).sum()

+We can also achieve this by using slicing in python, applying rolling aggregation, and then flipping the result as shown in example below:


Nit: Don't need in python

Sure, done.

Coding is already in Python.

mroeschke · 2021-06-11T03:02:49Z

Thanks @mdhsieh. CI failure unrelated

@vangorade

* DOC: Add examples to do reversed rolling window (pandas-dev#38627). File is copied from @vangorade last changes in pull request (pandas-dev#39091): pandas-dev#39091 Fixed typo to pass pre-commit codespell hook. * DOC: Add some suggested changes. From pull request (pandas-dev#39091): pandas-dev#39091 - remove noqa - change line back to single quotes - rename df1 to reversed_df * DOC: Add reference to FixedForwardWindowIndexer. * DOC: Add more suggested changes. From pull request (pandas-dev#39091): pandas-dev#39091 - remove repeated df initialization in code example - rename df2 to reversed_df * DOC: Add suggested changes to reverse rolling window code examples (pandas-dev#38627). Move code example as suggested in pull request (pandas-dev#39091): pandas-dev#39091 Compiled document to check it looked fine by running: python make.py --single user_guide/window.rst * DOC: Revert more double quotes to single quotes. Unecessary changes. * DOC: Change binary window description to match master branch. Description was not modified after fetching and merging, so pasted from master branch: https://github.com/pandas-dev/pandas/blob/master/doc/source/user_guide/window.rst * DOC: Change exponentially weighted mean formula to one in master branch. Since fetching and merging didn't modify this line. * DOC: Replace window.rst with file from pandas-dev master branch. To only add reverse rolling window section and avoid any unwanted changes. * DOC: Add section with reverse rolling window example. * DOC: Add section markup. Forgot to add. * DOC: Delete the same code example. FixedForwaredWindowIndexer example is same as the one above the added section. * DOC: Remove section and first sentence. Modify sentence slightly to show this example should output same result. * DOC: Remove unecessary words. Coding is already in Python.

mdhsieh added 5 commits June 6, 2021 12:28

DOC: Add examples to do reversed rolling window (pandas-dev#38627).

462636f

File is copied from @vangorade last changes in pull request (pandas-dev#39091): pandas-dev#39091 Fixed typo to pass pre-commit codespell hook.

DOC: Add some suggested changes.

652fed4

From pull request (pandas-dev#39091): pandas-dev#39091 - remove noqa - change line back to single quotes - rename df1 to reversed_df

DOC: Add reference to FixedForwardWindowIndexer.

f48741b

DOC: Add more suggested changes.

243cc9f

From pull request (pandas-dev#39091): pandas-dev#39091 - remove repeated df initialization in code example - rename df2 to reversed_df

DOC: Add suggested changes to reverse rolling window code examples (p…

c15c0bb

…andas-dev#38627). Move code example as suggested in pull request (pandas-dev#39091): pandas-dev#39091 Compiled document to check it looked fine by running: python make.py --single user_guide/window.rst

mzeitlin11 reviewed Jun 6, 2021

View reviewed changes

mzeitlin11 added Docs Window rolling, ewma, expanding labels Jun 6, 2021

mdhsieh added 2 commits June 7, 2021 10:50

DOC: Revert more double quotes to single quotes.

c111051

Unecessary changes.

Merge remote-tracking branch 'upstream/master' into 38627-doc-reverse…

c3a1b0f

…-rolling-window

mdhsieh requested a review from mzeitlin11 June 7, 2021 20:49

mdhsieh added 2 commits June 7, 2021 19:29

DOC: Change binary window description to match master branch.

efa0b59

Description was not modified after fetching and merging, so pasted from master branch: https://github.com/pandas-dev/pandas/blob/master/doc/source/user_guide/window.rst

DOC: Change exponentially weighted mean formula to one in master branch.

1669a9c

Since fetching and merging didn't modify this line.

mroeschke requested changes Jun 8, 2021

View reviewed changes

mdhsieh added 3 commits June 8, 2021 22:46

DOC: Replace window.rst with file from pandas-dev master branch.

e3776f6

To only add reverse rolling window section and avoid any unwanted changes.

DOC: Add section with reverse rolling window example.

8601aa9

DOC: Add section markup.

b2f7f0b

Forgot to add.

mroeschke reviewed Jun 9, 2021

View reviewed changes

mdhsieh added 2 commits June 9, 2021 14:34

DOC: Delete the same code example.

1b02795

FixedForwaredWindowIndexer example is same as the one above the added section.

DOC: Remove section and first sentence.

418cdcc

Modify sentence slightly to show this example should output same result.

mroeschke reviewed Jun 9, 2021

View reviewed changes

DOC: Remove unecessary words.

58e37d5

Coding is already in Python.

mroeschke approved these changes Jun 9, 2021

View reviewed changes

mroeschke added this to the 1.3 milestone Jun 11, 2021

mroeschke merged commit d265e21 into pandas-dev:master Jun 11, 2021

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DOC: reverse rolling window (#38627) #41842

DOC: reverse rolling window (#38627) #41842

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mroeschke commented Jun 11, 2021

		@@ -592,7 +601,7 @@ The following formula is used to compute exponentially weighted mean with an inp

		.. math::

		y_t = \frac{\sum_{i=0}^t 0.5^\frac{t_{t} - t_{i}}{\lambda} x_{t-i}}{\sum_{i=0}^t 0.5^\frac{t_{t} - t_{i}}{\lambda}},

DOC: reverse rolling window (#38627) #41842

DOC: reverse rolling window (#38627) #41842

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