BUG: fix online ewma with CoW #55735
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jorisvandenbossche
added
Bug
Window
| @@ -52,7 +52,7 @@ def online_ewma( | |||
| exponentially weighted mean accounting minimum periods. | |||
| """ | |||
| result = np.empty(values.shape) | |||
| weighted_avg = values[0] | |||
| weighted_avg = values[0].copy() | |||
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I moved the copy here inside the function, instead of copying the full array before passing it to the function, since here we only need to copy the first row of the array.
This copy ensures we don't mutate the passed values, and then this numba func will work fine on read-only input.
mroeschke
approved these changes
Oct 27, 2023
|
Thanks @jorisvandenbossche |
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Fixing some failing tests that turned up in #55732. This PR specifically fixes
pandas/tests/window/test_online.py::TestEWM::test_online_vs_non_online_meanfor Copy-on-Write enabled.The numba function takes the underlying frame's array of values, and then writes into those values:
pandas/pandas/core/window/online.py
Line 80 in c36e302
(this
weighted_avgis a view in the passed values, fromweighted_avg = values[0])That currently doesn't cause a bug, because before getting the values from the frame and passing it to the numba func, we cast to float64:
pandas/pandas/core/window/ewm.py
Line 1071 in c36e302
This
astype()call currently always returns a copy by default (even if you already have all float64 columns), but with CoW enabled, this avoids making a copy. Currently, with CoW enabled, the numba func fails because of the numpy array being marked as read-only. But if we wouldn't manually copy the data and just ignore this read-only flag, we would be mutating the calling dataframe (so marking as read-only prevented a new bug here!).