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ENH: Add masked support for rolling operations #50449

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bollard opened this issue Dec 27, 2022 · 1 comment
Open
1 of 3 tasks

ENH: Add masked support for rolling operations #50449

bollard opened this issue Dec 27, 2022 · 1 comment
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Enhancement ExtensionArray Extending pandas with custom dtypes or arrays. NA - MaskedArrays Related to pd.NA and nullable extension arrays Window rolling, ewma, expanding

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@bollard
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bollard commented Dec 27, 2022

Feature Type

  • Adding new functionality to pandas

  • Changing existing functionality in pandas

  • Removing existing functionality in pandas

Problem Description

As per #50399, pandas does not currently support extension arrays in rolling operations

Feature Description

import pandas as pd

ser = pd.Series([i / 10 for i in range(1, 20)]).astype(pd.Float64Dtype())
ser.rolling(2).mean().dtype # dtype('float64') currently, pd.Float64Dtype() ideally

Alternative Solutions

Continue to rely on numpy types

Additional Context

#50399
@bollard bollard added Enhancement Needs Triage Issue that has not been reviewed by a pandas team member labels Dec 27, 2022
@bollard bollard mentioned this issue Dec 27, 2022
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@rhshadrach rhshadrach added ExtensionArray Extending pandas with custom dtypes or arrays. Window rolling, ewma, expanding and removed Needs Triage Issue that has not been reviewed by a pandas team member labels Dec 27, 2022
@phofl phofl added the NA - MaskedArrays Related to pd.NA and nullable extension arrays label Dec 27, 2022
@ihsansecer
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Looks like this can be done by implementing a _rolling_op function in BaseMaskedArray similar to _groupby_op. Interested in working on this if you are happy to take a PR?

@jbrockmendel jbrockmendel mentioned this issue Oct 1, 2023
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Enhancement ExtensionArray Extending pandas with custom dtypes or arrays. NA - MaskedArrays Related to pd.NA and nullable extension arrays Window rolling, ewma, expanding
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@bollard @ihsansecer @rhshadrach @phofl