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2 changes: 1 addition & 1 deletion pandas/_libs/window/aggregations.pyx
Original file line number Diff line number Diff line change
Expand Up @@ -442,7 +442,7 @@ def roll_var(const float64_t[:] values, ndarray[int64_t] start,

# Over the first window, observations can only be added
# never removed
if i == 0 or not is_monotonic_increasing_bounds or s >= end[i - 1]:
if i == 0 or not is_monotonic_increasing_bounds or s < end[i]:

prev_value = values[s]
num_consecutive_same_value = 0
Expand Down
99 changes: 80 additions & 19 deletions pandas/tests/window/test_rolling.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,9 +8,6 @@

from pandas.compat import (
IS64,
is_platform_arm,
is_platform_power,
is_platform_riscv64,
)
from pandas.errors import Pandas4Warning

Expand Down Expand Up @@ -1082,27 +1079,91 @@ def test_rolling_sem(frame_or_series):
tm.assert_series_equal(result, expected)


@pytest.mark.xfail(
is_platform_arm() or is_platform_power() or is_platform_riscv64(),
reason="GH 38921",
)
@pytest.mark.parametrize(
("func", "third_value", "values"),
("func", "values", "window", "ddof", "expected_values"),
[
("var", 1, [5e33, 0, 0.5, 0.5, 2, 0]),
("std", 1, [7.071068e16, 0, 0.7071068, 0.7071068, 1.414214, 0]),
("var", 2, [5e33, 0.5, 0, 0.5, 2, 0]),
("std", 2, [7.071068e16, 0.7071068, 0, 0.7071068, 1.414214, 0]),
("var", [99999999999999999, 1, 1, 2, 3, 1, 1], 2, 1, [5e33, 0, 0.5, 0.5, 2, 0]),
(
"std",
[99999999999999999, 1, 1, 2, 3, 1, 1],
2,
1,
[7.071068e16, 0, 0.7071068, 0.7071068, 1.414214, 0],
),
("var", [99999999999999999, 1, 2, 2, 3, 1, 1], 2, 1, [5e33, 0.5, 0, 0.5, 2, 0]),
(
"std",
[99999999999999999, 1, 2, 2, 3, 1, 1],
2,
1,
[7.071068e16, 0.7071068, 0, 0.7071068, 1.414214, 0],
),
(
"std",
[1.2e03, 1.3e17, 1.5e17, 1.995e03, 1.990e03],
2,
1,
[9.192388e16, 1.414214e16, 1.060660e17, 3.535534e00],
),
(
"var",
[
0.00000000e00,
0.00000000e00,
3.16188252e-18,
2.95781651e-16,
2.23153542e-51,
0.00000000e00,
0.00000000e00,
5.39943432e-48,
1.38206260e-73,
0.00000000e00,
],
3,
1,
[
3.33250036e-036,
2.88538519e-032,
2.88538519e-032,
2.91622617e-032,
1.65991678e-102,
9.71796366e-096,
9.71796366e-096,
9.71796366e-096,
],
),
(
"std",
[1, -1, 0, 1, 3, 2, -2, 10000000000, 1, 2, 0, -2, 1, 3, 0, 1],
6,
1,
[
1.41421356e00,
1.87082869e00,
4.08248290e09,
4.08248290e09,
4.08248290e09,
4.08248290e09,
4.08248290e09,
4.08248290e09,
1.72240142e00,
1.75119007e00,
1.64316767e00,
],
),
],
)
def test_rolling_var_numerical_issues(func, third_value, values):
# GH: 37051
ds = Series([99999999999999999, 1, third_value, 2, 3, 1, 1])
result = getattr(ds.rolling(2), func)()
expected = Series([np.nan] + values)
tm.assert_series_equal(result, expected)
def test_rolling_var_correctness(func, values, window, ddof, expected_values):
# GH: 37051, 42064, 54518, 52407, 47721
ts = Series(values)
result = getattr(ts.rolling(window=window, center=True), func)(ddof=ddof)
if result.last_valid_index():
result = result[
result.first_valid_index() : result.last_valid_index() + 1
].reset_index(drop=True)
expected = Series(expected_values)
tm.assert_series_equal(result, expected, atol=1e-55)
# GH 42064
# new `roll_var` will output 0.0 correctly
tm.assert_series_equal(result == 0, expected == 0)


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