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CLN: Rolling _prep_values #38666

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Merged
jreback merged 1 commit into from
Dec 23, 2020
Merged

CLN: Rolling _prep_values #38666

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12 changes: 3 additions & 9 deletions pandas/core/window/rolling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -32,9 +32,7 @@
from pandas.core.dtypes.common import (
ensure_float64,
is_bool,
is_float_dtype,
is_integer,
is_integer_dtype,
is_list_like,
is_scalar,
needs_i8_conversion,
Expand Down Expand Up @@ -263,18 +261,14 @@ def _prep_values(self, values: Optional[np.ndarray] = None) -> np.ndarray:
if values is None:
values = extract_array(self._selected_obj, extract_numpy=True)

# GH #12373 : rolling functions error on float32 data
# make sure the data is coerced to float64
if is_float_dtype(values.dtype):
values = ensure_float64(values)
elif is_integer_dtype(values.dtype):
values = ensure_float64(values)
elif needs_i8_conversion(values.dtype):
if needs_i8_conversion(values.dtype):
raise NotImplementedError(
f"ops for {self._window_type} for this "
f"dtype {values.dtype} are not implemented"
)
else:
# GH #12373 : rolling functions error on float32 data
# make sure the data is coerced to float64
try:
values = ensure_float64(values)
except (ValueError, TypeError) as err:
Expand Down