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fix(python, rust): enforce sortedness of by argument in rolling_* functions #11002

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merged 3 commits into from
Sep 14, 2023
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fix(python, rust): enforce sortedness of by argument in rolling_* functions #11002

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6d8dd5f
fix(python, rust): enforce sortedness of by argument in rolling_* fun…
MarcoGorelli Sep 8, 2023
e9578f3
Merge branch 'main' into sorted-rolling
MarcoGorelli Sep 12, 2023
306418b
post-merge fixup
MarcoGorelli Sep 12, 2023
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3 changes: 3 additions & 0 deletions crates/polars-plan/src/dsl/mod.rs
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Original file line number Diff line number Diff line change
@@ -1,5 +1,7 @@
#![allow(ambiguous_glob_reexports)]
//! Domain specific language for the Lazy API.
#[cfg(feature = "rolling_window")]
use polars_core::utils::ensure_sorted_arg;
#[cfg(feature = "dtype-categorical")]
pub mod cat;
#[cfg(feature = "dtype-categorical")]
Expand Down Expand Up @@ -1239,6 +1241,7 @@ impl Expr {
},
_ => (by.clone(), &None),
};
ensure_sorted_arg(&by, expr_name)?;
let by = by.datetime().unwrap();
let by_values = by.cont_slice().map_err(|_| {
polars_err!(
Expand Down
20 changes: 17 additions & 3 deletions py-polars/tests/unit/operations/rolling/test_rolling.py
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Expand Up @@ -48,7 +48,7 @@ def example_df() -> pl.DataFrame:
def test_rolling_kernels_and_group_by_rolling(
example_df: pl.DataFrame, period: str | timedelta, closed: ClosedInterval
) -> None:
out1 = example_df.select(
out1 = example_df.set_sorted("dt").select(
[
pl.col("dt"),
# this differs from group_by aggregation because the empty window is
Expand Down Expand Up @@ -790,7 +790,7 @@ def test_rolling_empty_window_9406(time_unit: TimeUnit) -> None:
"d",
[datetime(2019, 1, x) for x in [16, 17, 18, 22, 23]],
dtype=pl.Datetime(time_unit=time_unit, time_zone=None),
)
).set_sorted()
rawdata = pl.Series("x", [1.1, 1.2, 1.3, 1.15, 1.25], dtype=pl.Float64)
rmin = pl.Series("x", [None, 1.1, 1.1, None, 1.15], dtype=pl.Float64)
rmax = pl.Series("x", [None, 1.1, 1.2, None, 1.15], dtype=pl.Float64)
Expand Down Expand Up @@ -835,6 +835,20 @@ def test_rolling_weighted_quantile_10031() -> None:
)


def test_rolling_aggregations_unsorted_raise_10991() -> None:
df = pl.DataFrame(
{
"dt": [datetime(2020, 1, 3), datetime(2020, 1, 1), datetime(2020, 1, 2)],
"val": [1, 2, 3],
}
)
with pytest.raises(
pl.InvalidOperationError,
match="argument in operation 'rolling_sum' is not explicitly sorted",
):
df.with_columns(roll=pl.col("val").rolling_sum("2d", by="dt", closed="right"))


def test_rolling() -> None:
a = pl.Series("a", [1, 2, 3, 2, 1])
assert_series_equal(a.rolling_min(2), pl.Series("a", [None, 1, 2, 2, 1]))
Expand Down Expand Up @@ -914,7 +928,7 @@ def test_rolling_nanoseconds_11003() -> None:
"val": [1, 2, 3],
}
)
df = df.with_columns(pl.col("dt").str.to_datetime(time_unit="ns"))
df = df.with_columns(pl.col("dt").str.to_datetime(time_unit="ns")).set_sorted("dt")
result = df.with_columns(
pl.col("val").rolling_sum("500ns", by="dt", closed="right")
)
Expand Down