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ENH: Add numba engine for rolling apply #30151
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3b9bff8
Add numba to import_optional_dependencies
9a302bf
Start adding keywords
0e9a600
Modify apply for numba and cython
36a77ed
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
dbb2a9b
Add numba as optional dependency
f0e9a4d
Add premil tests
1250aee
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
4e7fd1a
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
cb976cf
Add numba to requirements-dev, type and reorder signature in apply
45420bb
Move numba routines to its own file
17851cf
Adjust signature in top level function as well
20767ca
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
9619f8d
Generate requirements-dev.txt using script
66fa69c
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
b8908ea
Add skip test decorator, add numba to a few builds
135f2ad
black
34a5687
don't rejit a user's jitted function
6da8199
Add numba/cython comparison test
123f77e
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
54e74d1
Remove typing for now
04d3530
Remove sub description for doc failures?
4bbf587
Fix test function
f849bc7
test user predefined jit function, clarify docstring
0c30e48
Apply engine kwargs to function as well
c4c952e
Clairfy documentation
8645976
Clarify what engine_kwargs applies to
987c916
Start section for numba rolling apply
b775684
Lint
2e04e60
clarify note
9b20ff5
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
0c14033
Add apply function cache to save compiled numba functions
c7106dc
Add performance example
1640085
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
2846faf
Remove whitespace
5a645c0
Address lint errors and separate apply tests
6bac000
Add whatsnew note
6f1c73f
Skip apply tests for numba not installed, lint
a890337
Add typing
0a9071c
Add more typing
9d8d40b
Formatting cleanups
84c3491
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
a429206
Address Jeff's comments
5826ad9
Black
cf7571b
Add clarification
4bc9787
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
18eed60
Move function to module level
f715b55
move cache check higher up
6a765bf
Address Will's comments
af3fe50
Type Callable in generate_numba_apply_func
eb7b5e1
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
f7dfcf4
use ellipsis, cannot specify np.ndarray as well
a42a960
Remove trailing whitespace in apply docstring
d019830
Address Will's and Brock's comments
29d145f
Fix typing
248149c
Merge remote-tracking branch 'upstream/master' into numba_rolling_apply
a3da51e
Address followup comments
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don't rejit a user's jitted function
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can you move make_rolling_apply to module scope (out of this function)?
also don't you need to actually assign to the cache? (on a miss)
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The cache assignment happens here https://github.com/pandas-dev/pandas/pull/30151/files#diff-0de5c5d9abfcdd141e83701eaaec4358R541 (the function needs to run on some data first)
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then i wouldn’t even check the cache here ; that must be at the higher level
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Okay sure thing. I'll move it up then.