ENH: Support groupby.ewm operations#37878

Merged

jreback merged 43 commits intopandas-dev:masterfrom

mroeschke:feature/groupby_ewma

Nov 18, 2020

Commits on Nov 9, 2020

Add class to enable groupby ewm
Matt Roeschke
committed
Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed

Commits on Nov 10, 2020

Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed

Commits on Nov 11, 2020

Add stock function for numba groupby ewma
Matt Roeschke
committed
Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed

Commits on Nov 14, 2020

Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed
Finish jitted function for groupby_ewma
Matt Roeschke
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Add EWMA indexer, and adjust generated function
Matt Roeschke
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push a dummy function
Matt Roeschke
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make cache in rolling reuseable by groupby ewma
Matt Roeschke
committed
Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed
Add initial tests, fix caching function
Matt Roeschke
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Add the appropriate method on groupby
Matt Roeschke
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Commits on Nov 15, 2020

Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed
Fix conftest and unused params
Matt Roeschke
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Make ewm reuse BaseWindow._apply
Matt Roeschke
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Remove redefined EWM._apply
Matt Roeschke
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Cant use super because of np.ndarray copies
Matt Roeschke
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Fix bugs in groupby ewma, add kwargs for groupby ewma
Matt Roeschke
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Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
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Remove breakpoint
Matt Roeschke
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Add more direct import
Matt Roeschke
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Add docstring
Matt Roeschke
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Add corr and tests
Matt Roeschke
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Format tests and add whatsnew
Matt Roeschke
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clarify whatsnew
Matt Roeschke
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Change groupby support
Matt Roeschke
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Rename grouper -> groupby
Matt Roeschke
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isort
Matt Roeschke
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Make agg docs more consistent
Matt Roeschke
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lint
Matt Roeschke
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Deprivatize helper method
Matt Roeschke
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Change com for typing, asv bench
Matt Roeschke
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Commits on Nov 16, 2020

Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed
Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed
Use numba_cache_key instead of 2 variables
Matt Roeschke
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Mypy
Matt Roeschke
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Remove copy paste error
Matt Roeschke
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Fix groupby tests for new ewm method
Matt Roeschke
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Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed

Commits on Nov 17, 2020

Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed
Add tests comparing to groupby.apply
Matt Roeschke
committed
Merge remote-tracking branch 'upstream/master' into feature/groupby_ewma
Matt Roeschke
committed