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BUG: RollingGroupby MultiIndex levels dropped #40701

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merged 8 commits into from
Apr 5, 2021

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mroeschke
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Essentially #38737 but targeted for 1.3 as it appears that the current behavior is largely unexpected

@mroeschke mroeschke added Bug MultiIndex Window rolling, ewma, expanding labels Mar 31, 2021
@mroeschke mroeschke added this to the 1.3 milestone Mar 31, 2021
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jreback commented Apr 2, 2021

hmm should we target 1.2.4? e.g. how does this compare to that behavior (and how does that compare to 1.1.x)?

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It looks like you mentioned before this would be okay for 1.3 and we reverted this before for 1.2.x

This gets us back to 1.1.3 behavior which was correct according to this bug report #38523

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jreback commented Apr 2, 2021

It looks like you mentioned before this would be okay for 1.3 and we reverted this before for 1.2.x

This gets us back to 1.1.3 behavior which was correct according to this bug report #38523

ok awesome

@@ -693,6 +693,7 @@ Groupby/resample/rolling
- Bug in :class:`core.window.ewm.ExponentialMovingWindow` when calling ``__getitem__`` would not retain ``com``, ``span``, ``alpha`` or ``halflife`` attributes (:issue:`40164`)
- :class:`core.window.ewm.ExponentialMovingWindow` now raises a ``NotImplementedError`` when specifying ``times`` with ``adjust=False`` due to an incorrect calculation (:issue:`40098`)
- Bug in :meth:`Series.asfreq` and :meth:`DataFrame.asfreq` dropping rows when the index is not sorted (:issue:`39805`)
- Bug in :class:`core.window.rolling.RollingGroupby` where an level of a :class:`MultiIndex` would be dropped if it overlapped with a groupby label (:issue:`38787`, :issue:`38523`)
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let's make this a full sub-section and mention this goes back to 1.1.x behavior

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Done

@jreback jreback merged commit ce34c1c into pandas-dev:master Apr 5, 2021
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jreback commented Apr 5, 2021

thanks @mroeschke

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