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BENCH: Add rolling apply benchmarks #28566

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Sep 23, 2019
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BENCH: Add rolling apply benchmarks #28566

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BENCH: Add rolling apply benchmarks
Sep 22, 2019
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Sep 22, 2019
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19 changes: 19 additions & 0 deletions asv_bench/benchmarks/rolling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,25 @@ def peakmem_rolling(self, constructor, window, dtype, method):
getattr(self.roll, method)()


class Apply:
params = (
["DataFrame", "Series"],
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@jbrockmendel jbrockmendel Sep 22, 2019

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any reason not to just put (pd.DataFrame, pd.Series) and avoid the getattr?
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@mroeschke mroeschke Sep 22, 2019

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It was the nicest way to have it label nicely in the params and not be an if/else in the setup. Plus the getattr is in the setup so it won't impact the benchmark time.
[10, 1000],
["int", "float"],
[sum, np.sum, lambda x: np.sum(x) + 5],
[True, False],
)
param_names = ["contructor", "window", "dtype", "function", "raw"]

def setup(self, constructor, window, dtype, function, raw):
N = 10 ** 5
arr = (100 * np.random.random(N)).astype(dtype)
self.roll = getattr(pd, constructor)(arr).rolling(window)

def time_rolling(self, constructor, window, dtype, function, raw):
self.roll.apply(function, raw=raw)


class ExpandingMethods:

params = (
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