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perf: Move rolling_corr/cov to an actual implementation on Series #19466

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merged 3 commits into from
Oct 26, 2024

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@ritchie46 ritchie46 commented Oct 26, 2024

Still not a native rolling, but should improve. On a single thread I get a ca 5-8x improvement over pandas.

@github-actions github-actions bot added performance Performance issues or improvements python Related to Python Polars rust Related to Rust Polars labels Oct 26, 2024
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codecov bot commented Oct 26, 2024

Codecov Report

Attention: Patch coverage is 88.39286% with 13 lines in your changes missing coverage. Please review.

Project coverage is 79.94%. Comparing base (7e9e784) to head (590cd39).
Report is 13 commits behind head on main.

Files with missing lines Patch % Lines
...rates/polars-plan/src/dsl/function_expr/rolling.rs 86.04% 12 Missing ⚠️
.../polars-python/src/lazyframe/visitor/expr_nodes.rs 0.00% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main   #19466      +/-   ##
==========================================
- Coverage   79.95%   79.94%   -0.01%     
==========================================
  Files        1534     1534              
  Lines      211123   211183      +60     
  Branches     2444     2444              
==========================================
+ Hits       168805   168835      +30     
- Misses      41763    41793      +30     
  Partials      555      555              

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@ritchie46 ritchie46 merged commit e7a84bc into main Oct 26, 2024
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@ritchie46 ritchie46 deleted the rolling branch October 26, 2024 14:28
@c-peters c-peters added the accepted Ready for implementation label Oct 28, 2024
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