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fix: rolling and cum operator on multiple series (#16945)
* fix: rolling and cum operator on multiple series * add UT * updates
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@@ -131,6 +131,9 @@ def _flatten_column_after_pivot(
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def validate_column_args(*argnames: str) -> Callable[..., Any]:
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def wrapper(func: Callable[..., Any]) -> Callable[..., Any]:
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def wrapped(df: DataFrame, **options: Any) -> Any:
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if options.get("is_pivot_df"):
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# skip validation when pivot Dataframe
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return func(df, **options)
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columns = df.columns.tolist()
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for name in argnames:
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if name in options and not all(
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@@ -223,6 +226,7 @@ def pivot( # pylint: disable=too-many-arguments,too-many-locals
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marginal_distributions: Optional[bool] = None,
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marginal_distribution_name: Optional[str] = None,
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flatten_columns: bool = True,
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reset_index: bool = True,
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) -> DataFrame:
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"""
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Perform a pivot operation on a DataFrame.
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@@ -243,6 +247,7 @@ def pivot( # pylint: disable=too-many-arguments,too-many-locals
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:param marginal_distribution_name: Name of row/column with marginal distribution.
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Default to 'All'.
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:param flatten_columns: Convert column names to strings
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:param reset_index: Convert index to column
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:return: A pivot table
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:raises QueryObjectValidationError: If the request in incorrect
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"""
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@@ -300,7 +305,8 @@ def pivot( # pylint: disable=too-many-arguments,too-many-locals
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_flatten_column_after_pivot(col, aggregates) for col in df.columns
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]
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# return index as regular column
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df.reset_index(level=0, inplace=True)
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if reset_index:
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df.reset_index(level=0, inplace=True)
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return df
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@@ -343,13 +349,14 @@ def sort(df: DataFrame, columns: Dict[str, bool]) -> DataFrame:
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@validate_column_args("columns")
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def rolling( # pylint: disable=too-many-arguments
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df: DataFrame,
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columns: Dict[str, str],
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rolling_type: str,
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columns: Optional[Dict[str, str]] = None,
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window: Optional[int] = None,
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rolling_type_options: Optional[Dict[str, Any]] = None,
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center: bool = False,
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win_type: Optional[str] = None,
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min_periods: Optional[int] = None,
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is_pivot_df: bool = False,
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) -> DataFrame:
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"""
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Apply a rolling window on the dataset. See the Pandas docs for further details:
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@@ -369,11 +376,16 @@ def rolling( # pylint: disable=too-many-arguments
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:param win_type: Type of window function.
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:param min_periods: The minimum amount of periods required for a row to be included
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in the result set.
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:param is_pivot_df: Dataframe is pivoted or not
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:return: DataFrame with the rolling columns
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:raises QueryObjectValidationError: If the request in incorrect
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"""
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rolling_type_options = rolling_type_options or {}
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df_rolling = df[columns.keys()]
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columns = columns or {}
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if is_pivot_df:
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df_rolling = df
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else:
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df_rolling = df[columns.keys()]
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kwargs: Dict[str, Union[str, int]] = {}
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if window is None:
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raise QueryObjectValidationError(_("Undefined window for rolling operation"))
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@@ -405,10 +417,20 @@ def rolling( # pylint: disable=too-many-arguments
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options=rolling_type_options,
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)
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) from ex
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df = _append_columns(df, df_rolling, columns)
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if is_pivot_df:
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agg_in_pivot_df = df.columns.get_level_values(0).drop_duplicates().to_list()
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agg: Dict[str, Dict[str, Any]] = {col: {} for col in agg_in_pivot_df}
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df_rolling.columns = [
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_flatten_column_after_pivot(col, agg) for col in df_rolling.columns
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]
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df_rolling.reset_index(level=0, inplace=True)
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else:
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df_rolling = _append_columns(df, df_rolling, columns)
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if min_periods:
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df = df[min_periods:]
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return df
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df_rolling = df_rolling[min_periods:]
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return df_rolling
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@validate_column_args("columns", "drop", "rename")
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@@ -524,7 +546,12 @@ def compare( # pylint: disable=too-many-arguments
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@validate_column_args("columns")
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def cum(df: DataFrame, columns: Dict[str, str], operator: str) -> DataFrame:
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def cum(
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df: DataFrame,
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operator: str,
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columns: Optional[Dict[str, str]] = None,
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is_pivot_df: bool = False,
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) -> DataFrame:
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"""
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Calculate cumulative sum/product/min/max for select columns.
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@@ -535,9 +562,14 @@ def cum(df: DataFrame, columns: Dict[str, str], operator: str) -> DataFrame:
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`y2` based on cumulative values calculated from `y`, leaving the original
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column `y` unchanged.
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:param operator: cumulative operator, e.g. `sum`, `prod`, `min`, `max`
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:param is_pivot_df: Dataframe is pivoted or not
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:return: DataFrame with cumulated columns
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"""
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df_cum = df[columns.keys()]
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columns = columns or {}
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if is_pivot_df:
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df_cum = df
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else:
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df_cum = df[columns.keys()]
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operation = "cum" + operator
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if operation not in ALLOWLIST_CUMULATIVE_FUNCTIONS or not hasattr(
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df_cum, operation
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@@ -545,7 +577,17 @@ def cum(df: DataFrame, columns: Dict[str, str], operator: str) -> DataFrame:
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raise QueryObjectValidationError(
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_("Invalid cumulative operator: %(operator)s", operator=operator)
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)
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return _append_columns(df, getattr(df_cum, operation)(), columns)
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if is_pivot_df:
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df_cum = getattr(df_cum, operation)()
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agg_in_pivot_df = df.columns.get_level_values(0).drop_duplicates().to_list()
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agg: Dict[str, Dict[str, Any]] = {col: {} for col in agg_in_pivot_df}
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df_cum.columns = [
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_flatten_column_after_pivot(col, agg) for col in df_cum.columns
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]
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df_cum.reset_index(level=0, inplace=True)
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else:
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df_cum = _append_columns(df, getattr(df_cum, operation)(), columns)
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return df_cum
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def geohash_decode(
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