""" Numba 1D min/max kernels that can be shared by * Dataframe / Series * groupby * rolling / expanding Mirrors pandas/_libs/window/aggregation.pyx """ from __future__ import annotations import numba import numpy as np @numba.jit(nopython=True, nogil=True, parallel=False) def sliding_min_max( values: np.ndarray, start: np.ndarray, end: np.ndarray, min_periods: int, is_max: bool, ) -> np.ndarray: N = len(start) nobs = 0 output = np.empty(N, dtype=np.float64) # Use deque once numba supports it # https://github.com/numba/numba/issues/7417 Q: list = [] W: list = [] for i in range(N): curr_win_size = end[i] - start[i] if i == 0: st = start[i] else: st = end[i - 1] for k in range(st, end[i]): ai = values[k] if not np.isnan(ai): nobs += 1 elif is_max: ai = -np.inf else: ai = np.inf # Discard previous entries if we find new min or max if is_max: while Q and ((ai >= values[Q[-1]]) or values[Q[-1]] != values[Q[-1]]): Q.pop() else: while Q and ((ai <= values[Q[-1]]) or values[Q[-1]] != values[Q[-1]]): Q.pop() Q.append(k) W.append(k) # Discard entries outside and left of current window while Q and Q[0] <= start[i] - 1: Q.pop(0) while W and W[0] <= start[i] - 1: if not np.isnan(values[W[0]]): nobs -= 1 W.pop(0) # Save output based on index in input value array if Q and curr_win_size > 0 and nobs >= min_periods: output[i] = values[Q[0]] else: output[i] = np.nan return output