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BUG: Adding skipna as an option to groupby cumsum and cumprod #19914

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Merged
merged 10 commits into from
Mar 1, 2018
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Merged

BUG: Adding skipna as an option to groupby cumsum and cumprod #19914

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90b7978
Adding skipna as an option to groupby cumsum and cumprod
shangyian Feb 26, 2018
84db344
Fixing flake8 flags
shangyian Feb 26, 2018
6182352
Adding whatsnew entry
shangyian Feb 26, 2018
2579eaa
Adding a better test
shangyian Feb 26, 2018
75d2870
Fixing pep8 issues
shangyian Feb 26, 2018
bb740fd
Making some changes based on review and altering tests
shangyian Feb 28, 2018
47fe8d6
Making test changes based on review
shangyian Mar 1, 2018
107bc0b
More changes to tests based on review
shangyian Mar 1, 2018
5aceda9
Merge branch 'master' into PR_TOOL_MERGE_PR_19914
jreback Mar 1, 2018
3072df7
doc
jreback Mar 1, 2018
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1 change: 1 addition & 0 deletions doc/source/whatsnew/v0.23.0.txt
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Expand Up @@ -890,6 +890,7 @@ Groupby/Resample/Rolling
- Bug in :func:`DataFrame.groupby` passing the `on=` kwarg, and subsequently using ``.apply()`` (:issue:`17813`)
- Bug in :func:`DataFrame.resample().aggregate` not raising a ``KeyError`` when aggregating a non-existent column (:issue:`16766`, :issue:`19566`)
- Fixed a performance regression for ``GroupBy.nth`` and ``GroupBy.last`` with some object columns (:issue:`19283`)
- Bug in :func:`DataFrame.groupby.cumsum` and :func:`DataFrame.groupby.cumprod` where skipna is not an option
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These should be

:meth:`DataFrameGroupBy.cumsum`

likewise for cumprod.

And skipna should probably be in double backticks.

And could you add a :issue: for the issue you're closing.

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Added those in


Sparse
^^^^^^
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18 changes: 16 additions & 2 deletions pandas/_libs/groupby.pyx
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Expand Up @@ -139,7 +139,8 @@ def group_median_float64(ndarray[float64_t, ndim=2] out,
def group_cumprod_float64(float64_t[:, :] out,
float64_t[:, :] values,
int64_t[:] labels,
bint is_datetimelike):
bint is_datetimelike,
bint skipna=True):
"""
Only transforms on axis=0
"""
Expand All @@ -163,14 +164,21 @@ def group_cumprod_float64(float64_t[:, :] out,
if val == val:
accum[lab, j] *= val
out[i, j] = accum[lab, j]
if val != val:
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This can just be else?

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Yeah, that makes more sense. I changed that for both cumsum and cumprod.

if skipna:
out[i, j] = NaN
else:
accum[lab, j] = NaN
out[i, j] = accum[lab, j]
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Can you break early here? If you ever hit a NaN in a group, final output will be NaN so no need to continue adding to NaN.

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That's true - I added a break there.



@cython.boundscheck(False)
@cython.wraparound(False)
def group_cumsum(numeric[:, :] out,
numeric[:, :] values,
int64_t[:] labels,
is_datetimelike):
is_datetimelike,
bint skipna=True):
"""
Only transforms on axis=0
"""
Expand All @@ -196,6 +204,12 @@ def group_cumsum(numeric[:, :] out,
if val == val:
accum[lab, j] += val
out[i, j] = accum[lab, j]
if val != val:
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Same comments about if -> else and early breaking.

if skipna:
out[i, j] = NaN
else:
accum[lab, j] = NaN
out[i, j] = accum[lab, j]
else:
accum[lab, j] += val
out[i, j] = accum[lab, j]
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6 changes: 4 additions & 2 deletions pandas/core/groupby.py
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Expand Up @@ -1839,7 +1839,8 @@ def rank(self, method='average', ascending=True, na_option='keep',
@Appender(_doc_template)
def cumprod(self, axis=0, *args, **kwargs):
"""Cumulative product for each group"""
nv.validate_groupby_func('cumprod', args, kwargs, ['numeric_only'])
nv.validate_groupby_func('cumprod', args, kwargs,
['numeric_only', 'skipna'])
if axis != 0:
return self.apply(lambda x: x.cumprod(axis=axis, **kwargs))

Expand All @@ -1849,7 +1850,8 @@ def cumprod(self, axis=0, *args, **kwargs):
@Appender(_doc_template)
def cumsum(self, axis=0, *args, **kwargs):
"""Cumulative sum for each group"""
nv.validate_groupby_func('cumsum', args, kwargs, ['numeric_only'])
nv.validate_groupby_func('cumsum', args, kwargs,
['numeric_only', 'skipna'])
if axis != 0:
return self.apply(lambda x: x.cumsum(axis=axis, **kwargs))

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20 changes: 20 additions & 0 deletions pandas/tests/groupby/test_groupby.py
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Expand Up @@ -2521,6 +2521,26 @@ def test_groupby_cumprod(self):
expected.name = 'value'
tm.assert_series_equal(actual, expected)

# make sure that skipna works
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Can you split this into a new test? Make sure to add a reference to the Github issue as a comment.

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I'd find this a bit easier to read as

df = pd.DataFrame({"x": [...], "gp": ['a'] * 6 + ['b'] * 6})

instead of concat.

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And maybe have a group with all-NA to ensure that is handled properly.

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I added a new test (test_groupby_cum_skipna) for all of the skipna-related cases. And added a groupby+cumsum/prod on all-NA values.

df = pd.concat(
[pd.DataFrame({'x': [1.0, 2.0, np.nan, np.nan, 3.0, 2.0],
'gp': 'a'}),
pd.DataFrame({'x': [2.0, 5.0, 6.0, 1.0, np.nan, 1.0],
'gp': 'b'})])
result = df.groupby('gp')['x'].cumprod(skipna=False)
expected = pd.Series([1.0, 2.0, np.nan, np.nan, np.nan, np.nan,
2.0, 10.0, 60.0, 60.0, np.nan, np.nan],
name='x', index=(0, 1, 2, 3, 4, 5,
0, 1, 2, 3, 4, 5))
tm.assert_series_equal(result, expected)

result = df.groupby('gp')['x'].cumprod()
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Don't think you need this test. skipna=False should be adequately tested as is.

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Yep, removed it.

expected = pd.Series([1.0, 2.0, np.nan, np.nan, 6.0, 12.0,
2.0, 10.0, 60.0, 60.0, np.nan, 60.0],
name='x', index=(0, 1, 2, 3, 4, 5,
0, 1, 2, 3, 4, 5))
tm.assert_series_equal(result, expected)

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Could you add a test for cumsum with skipna=False`?

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That should be covered by test_groupby_cum_skipna now.

def test_ops_general(self):
ops = [('mean', np.mean),
('median', np.median),
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