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ENH: Add numba engine for rolling apply #30151

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merged 56 commits into from
Dec 27, 2019
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3b9bff8
Add numba to import_optional_dependencies
Dec 8, 2019
9a302bf
Start adding keywords
Dec 8, 2019
0e9a600
Modify apply for numba and cython
Dec 9, 2019
36a77ed
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 9, 2019
dbb2a9b
Add numba as optional dependency
Dec 9, 2019
f0e9a4d
Add premil tests
Dec 9, 2019
1250aee
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 10, 2019
4e7fd1a
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 11, 2019
cb976cf
Add numba to requirements-dev, type and reorder signature in apply
Dec 11, 2019
45420bb
Move numba routines to its own file
Dec 11, 2019
17851cf
Adjust signature in top level function as well
Dec 11, 2019
20767ca
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 11, 2019
9619f8d
Generate requirements-dev.txt using script
Dec 11, 2019
66fa69c
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 13, 2019
b8908ea
Add skip test decorator, add numba to a few builds
Dec 13, 2019
135f2ad
black
Dec 13, 2019
34a5687
don't rejit a user's jitted function
Dec 13, 2019
6da8199
Add numba/cython comparison test
Dec 13, 2019
123f77e
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 17, 2019
54e74d1
Remove typing for now
Dec 17, 2019
04d3530
Remove sub description for doc failures?
Dec 17, 2019
4bbf587
Fix test function
Dec 17, 2019
f849bc7
test user predefined jit function, clarify docstring
Dec 17, 2019
0c30e48
Apply engine kwargs to function as well
Dec 17, 2019
c4c952e
Clairfy documentation
Dec 17, 2019
8645976
Clarify what engine_kwargs applies to
Dec 17, 2019
987c916
Start section for numba rolling apply
Dec 17, 2019
b775684
Lint
Dec 17, 2019
2e04e60
clarify note
Dec 17, 2019
9b20ff5
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 18, 2019
0c14033
Add apply function cache to save compiled numba functions
Dec 19, 2019
c7106dc
Add performance example
Dec 19, 2019
1640085
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 21, 2019
2846faf
Remove whitespace
Dec 21, 2019
5a645c0
Address lint errors and separate apply tests
Dec 22, 2019
6bac000
Add whatsnew note
Dec 22, 2019
6f1c73f
Skip apply tests for numba not installed, lint
Dec 22, 2019
a890337
Add typing
Dec 22, 2019
0a9071c
Add more typing
Dec 22, 2019
9d8d40b
Formatting cleanups
Dec 23, 2019
84c3491
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 24, 2019
a429206
Address Jeff's comments
Dec 24, 2019
5826ad9
Black
Dec 24, 2019
cf7571b
Add clarification
Dec 24, 2019
4bc9787
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 24, 2019
18eed60
Move function to module level
Dec 24, 2019
f715b55
move cache check higher up
Dec 24, 2019
6a765bf
Address Will's comments
Dec 24, 2019
af3fe50
Type Callable in generate_numba_apply_func
Dec 24, 2019
eb7b5e1
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 24, 2019
f7dfcf4
use ellipsis, cannot specify np.ndarray as well
Dec 24, 2019
a42a960
Remove trailing whitespace in apply docstring
Dec 24, 2019
d019830
Address Will's and Brock's comments
Dec 25, 2019
29d145f
Fix typing
Dec 25, 2019
248149c
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
Dec 26, 2019
a3da51e
Address followup comments
Dec 26, 2019
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Adjust signature in top level function as well
  • Loading branch information
Matt Roeschke committed Dec 11, 2019
commit 17851cf1a7c77a83b59dc629cdcc642341e0d5bd
8 changes: 4 additions & 4 deletions pandas/core/window/rolling.py
Original file line number Diff line number Diff line change
Expand Up @@ -1972,18 +1972,18 @@ def apply(
self,
func,
raw=False,
args=None,
kwargs=None,
engine="cython",
engine_kwargs=None,
args=None,
kwargs=None,
):
return super().apply(
func,
raw=raw,
args=args,
kwargs=kwargs,
engine=engine,
engine_kwargs=engine_kwargs,
args=args,
kwargs=kwargs,
)

@Substitution(name="rolling")
Expand Down