ENH: add quantile method to resample #22304

discort · 2018-08-13T07:28:02Z

closes ENH: add quantile method to resample #15023
tests added / passed
passes git diff upstream/master -u -- "*.py" | flake8 --diff
whatsnew entry

codecov · 2018-08-13T08:19:13Z

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@@ Coverage Diff @@ ## master #22304 +/- ## ========================================= Coverage ? 92.05% ========================================= Files ? 169 Lines ? 50716 Branches ? 0 ========================================= Hits ? 46685 Misses ? 4031 Partials ? 0

Flag	Coverage Δ
#multiple	`90.46% <100%> (?)`
#single	`42.25% <11.11%> (?)`

Impacted Files	Coverage Δ
pandas/core/resample.py	`96.09% <100%> (ø)`
pandas/core/groupby/groupby.py	`96.18% <100%> (ø)`

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jreback · 2018-08-13T11:37:37Z

doc/source/whatsnew/v0.24.0.txt

 ``SeriesGroupBy`` when the grouping variable only contains NaNs and numpy version < 1.13 (:issue:`21956`).
 - Multiple bugs in :func:`pandas.core.Rolling.min` with ``closed='left'` and a
 datetime-like index leading to incorrect results and also segfault. (:issue:`21704`)
+- Added :meth:`Resampler.quantile` (:issue:`15023`).


move to other enhancements

this needs to be added in api.rst as well

jreback · 2018-08-13T11:37:48Z

pandas/core/resample.py

+ def quantile(self, q=0.5, **kwargs):
+ """
+ Return value at the given quantile.
+


add a versionadded tag

jreback · 2018-08-13T11:39:26Z

pandas/tests/test_resample.py


 # The various methods we support
 downsample_methods = ['min', 'max', 'first', 'last', 'sum', 'mean', 'sem',
- 'median', 'prod', 'var', 'ohlc']


can you add the test from the OP which compares 2 methods of getting the same result

pep8speaks · 2018-08-13T11:53:34Z

Hello @discort! Thanks for updating the PR.

Cheers ! There are no PEP8 issues in this Pull Request. 🍻

Comment last updated on August 22, 2018 at 10:44 Hours UTC

discort · 2018-08-13T13:25:08Z

@jreback

jreback · 2018-08-14T00:11:23Z

pandas/core/resample.py

+ Parameters
+ ----------
+ q : float or array-like, default 0.5 (50% quantile)
+


can you add some See Also and point to the Series / groupby versions

jreback · 2018-08-14T00:11:59Z

pandas/tests/test_resample.py

 res = df['timestamp'].resample('2D').first()
 tm.assert_series_equal(res, exp)

+ def test_resample_quantile(self):


can you test on timedelta / period as well. you might want to move to the Base class to make this easier.

jreback · 2018-08-14T00:13:14Z

doc/source/whatsnew/v0.24.0.txt

 - :func:`to_timedelta` now supports iso-formated timedelta strings (:issue:`21877`)
 - :class:`Series` and :class:`DataFrame` now support :class:`Iterable` in constructor (:issue:`2193`)
 - :class:`DatetimeIndex` gained :attr:`DatetimeIndex.timetz` attribute. Returns local time with timezone information. (:issue:`21358`)
+- Added :meth:`Resampler.quantile` (:issue:`15023`).


can you say that Series.resample and DataFrame.resample have gained the Resample.quantile() method (use references for .resample)

jreback · 2018-08-14T10:15:42Z

pandas/core/resample.py

 how = self._is_cython_func(how) or how
 ax = self.ax

+ # Empty groupby objs are accepted only callable funcs


what triggers this?

@jreback

under periodindex scenario, test_resample_empty_dataframe is failed on this line

hmm this is odd. can you remove this fix, and instead: create a new issue which demonstrates this (is this only with this method?) and xfail the test. I think something bigger is going on here. We can merge this then come back with a battery of tests for this.

@jreback

to more precisely, this block doesn't pass the check and raises exception.
It became to fail after adding kwargs to _groupby_and_aggregate

hmm, this is old logic. can you try calling

def _try_aggregate_string_function(self, arg, *args, **kwargs) (its defined in the base class) and see if this works?

No, it doesn't

.../pandas/pandas/core/groupby/generic.py in _cython_agg_general(self, how, alt, numeric_only, min_count) 74 min_count=-1): 75 new_items, new_blocks = self._cython_agg_blocks( ---> 76 how, alt=alt, numeric_only=numeric_only, min_count=min_count) 77 return self._wrap_agged_blocks(new_items, new_blocks) 78 .../pandas/pandas/core/groupby/generic.py in _cython_agg_blocks(self, how, alt, numeric_only, min_count) 147 148 if len(new_blocks) == 0: --> 149 raise DataError('No numeric types to aggregate') 150 151 # reset the locs in the blocks to correspond to our DataError: No numeric types to aggregate

hmm, ok, then let's just xfail this test and pls open another issue. I think this is a bigger issues and needs to be addressed separately.

@jreback

Here is the issue - #22339

jreback · 2018-08-14T10:24:55Z

pandas/core/resample.py

 how = self._is_cython_func(how) or how
 ax = self.ax

+ # Empty groupby objs are accepted only callable funcs


hmm this is odd. can you remove this fix, and instead: create a new issue which demonstrates this (is this only with this method?) and xfail the test. I think something bigger is going on here. We can merge this then come back with a battery of tests for this.

jreback · 2018-08-16T10:20:33Z

pandas/core/resample.py

 ax = self.ax

+ # Empty groupby objs are accepted only callable funcs
+ # with arg or kwargs currently


ok so remove this fix here

jreback · 2018-08-16T10:21:11Z

pandas/tests/test_resample.py

 expected = series.resample(freq).apply(np.sum)

 assert_series_equal(result, expected, check_dtype=False)



then xfail this test for Period, in your followup you can unxfail it.

OR you can do everything here is ok too. (close the new PR / issue). I guess this was simpler that it looked.

The second way looks simpler. So I closed new PR/issue

discort · 2018-08-22T03:22:45Z

@jreback

jreback

minor comment on the doc-string, ping on green.

jreback · 2018-08-22T10:34:06Z

pandas/core/resample.py

+ DataFrame.quantile
+ DataFrameGroupBy.quantile
+
+ .. versionadded:: 0.24.0


the tag goes right below the summary line (the first line of the doc-string, with a blank line before and after)

jreback · 2018-08-22T12:27:10Z

thanks @discort keep em coming!

jreback requested changes Aug 13, 2018

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jreback added Enhancement Resample resample method labels Aug 13, 2018

discort force-pushed the resampler_quantile branch from c0e8601 to b64bd34 Compare August 13, 2018 11:53

discort force-pushed the resampler_quantile branch from b64bd34 to 07ed27f Compare August 13, 2018 11:55

jreback requested changes Aug 14, 2018

View reviewed changes

This was referenced Aug 14, 2018

TestPeriodIndex.test_resample_empty_dataframe is failed when I pass kwargs to Resampler._groupby_and_aggregate #22339

Closed

TestPeriodIndex.test_resample_empty_dataframe is failed when I pass kwargs to Resampler._groupby_and_aggregate #22364

Closed

jreback requested changes Aug 16, 2018

View reviewed changes

discort force-pushed the resampler_quantile branch 2 times, most recently from 3f831f2 to 6f4f96f Compare August 17, 2018 08:05

jreback added this to the 0.24.0 milestone Aug 22, 2018

jreback requested changes Aug 22, 2018

View reviewed changes

discort added 2 commits August 22, 2018 13:38

Added quantile method to Resampler

f4605a4

addressed Jeff's comments

92b5b2d

discort force-pushed the resampler_quantile branch from 6f4f96f to 92b5b2d Compare August 22, 2018 10:44

jreback approved these changes Aug 22, 2018

View reviewed changes

jreback merged commit d83f533 into pandas-dev:master Aug 22, 2018

Sup3rGeo pushed a commit to Sup3rGeo/pandas that referenced this pull request Oct 1, 2018

ENH: add quantile method to resample (pandas-dev#22304)

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		expected = series.resample(freq).apply(np.sum)

		assert_series_equal(result, expected, check_dtype=False)

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