BUG: pandas 1.2.0 df.rolling().aggregate('skew') modified original data

[qinxuye]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

---

Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

# Your code here
In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '1.2.0'

In [3]: import numpy as np

In [4]: df = pd.DataFrame({'a': [1., np.nan, 5.], 'b': [.1, .5, 1.0]})

In [5]: df
Out[5]: 
     a    b
0  1.0  0.1
1  NaN  0.5
2  5.0  1.0

In [6]: df.rolling(4).aggregate('skew')
Out[6]: 
    a   b
0 NaN NaN
1 NaN NaN
2 NaN NaN

In [7]: df
Out[7]: 
     a    b
0 -2.0 -0.9
1  NaN -0.5
2  2.0  0.0

Problem description

[this should explain why the current behaviour is a problem and why the expected output is a better solution]

For pandas 1.2.0, df.rolling().aggregate('skew') modified original data. And I verified that kurt has the same problem.

Expected Output

Original data should not be modified, the behavior works well in pandas 1.1.5.

In [1]: import pandas as pd                                                     

In [3]: import numpy as np                                                      

In [4]: df = pd.DataFrame({'a': [1., np.nan, 5.], 'b': [.1, .5, 1.0]})          

In [5]: pd.__version__                                                          
Out[5]: '1.1.5'

In [6]: df.rolling(4).aggregate('skew')                                         
Out[6]: 
    a   b
0 NaN NaN
1 NaN NaN
2 NaN NaN

In [7]: df                                                                      
Out[7]: 
     a    b
0  1.0  0.1
1  NaN  0.5
2  5.0  1.0

Output of pd.show_versions()

[paste the output of pd.show_versions() here leaving a blank line after the details tag]

In [8]: pd.show_versions()

INSTALLED VERSIONS

commit : 3e89b4c
python : 3.8.2.final.0
python-bits : 64
OS : Darwin
OS-release : 19.6.0
Version : Darwin Kernel Version 19.6.0: Thu Oct 29 22:56:45 PDT 2020; root:xnu-6153.141.2.2~1/RELEASE_X86_64
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : zh_CN.UTF-8
LOCALE : zh_CN.UTF-8

pandas : 1.2.0
numpy : 1.18.1
pytz : 2019.3
dateutil : 2.8.1
pip : 20.0.2
setuptools : 46.1.3.post20200330
Cython : 0.29.16
pytest : 5.4.1
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : 7.19.0
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : None
fastparquet : None
gcsfs : None
matplotlib : None
numexpr : 2.7.2
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : 0.15.1
pyxlsb : None
s3fs : None
scipy : 1.4.1
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
numba : None

[mzeitlin11]

Thanks for the report @qinxuye!

First bad commit 8dd2d95, PR (#37557)

[mzeitlin11]

Looks like just a copy needs to happen since input now gets modified:

pandas/pandas/_libs/window/aggregations.pyx

Lines 516 to 519 in d642b67

	if min_val - mean_val > -1e5:
	mean_val = round(mean_val)
	for i in range(0, N):
	values[i] = values[i] - mean_val

[phofl]

kurt has the same problem