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I have checked that this issue has not already been reported.
I have confirmed this bug exists on the latest version of pandas.
I have confirmed this bug exists on the main branch of pandas.
import pandas as pd s = pd.Series([1.2e+03, 1.3e+17, 1.5e+17, 1.995e+03, 1.990e+03]) s.rolling(2).std()
The output is
0 NaN 1 9.192388e+16 2 1.414214e+16 3 1.060660e+17 4 0.000000e+00 dtype: float64
In fact, for any values afterwards with a similar magnitude (e.g., 1.234e+03), the rolling std is always 0.
0 NaN 1 9.192388e+16 2 1.414214e+16 3 1.060660e+17 4 3.535534e+00 dtype: float64
commit : 0f43794 python : 3.9.15.final.0 python-bits : 64 OS : Linux OS-release : 5.10.16.3-microsoft-standard-WSL2 Version : #1 SMP Fri Apr 2 22:23:49 UTC 2021 machine : x86_64 processor : x86_64 byteorder : little LC_ALL : None LANG : C.UTF-8 LOCALE : en_US.UTF-8
pandas : 2.0.3 numpy : 1.25.1 pytz : 2023.3 dateutil : 2.8.2 setuptools : 68.0.0 pip : 23.1.2 Cython : None pytest : None hypothesis : None sphinx : None blosc : None feather : None xlsxwriter : None lxml.etree : None html5lib : None pymysql : None psycopg2 : None jinja2 : 3.1.2 IPython : 8.7.0 pandas_datareader: None bs4 : 4.12.2 bottleneck : None brotli : 1.0.9 fastparquet : None fsspec : None gcsfs : None matplotlib : None numba : None numexpr : None odfpy : None openpyxl : None pandas_gbq : None pyarrow : None pyreadstat : None pyxlsb : None s3fs : None scipy : None snappy : None sqlalchemy : None tables : None tabulate : None xarray : None xlrd : None zstandard : None tzdata : 2023.3 qtpy : 2.3.1 pyqt5 : None
The text was updated successfully, but these errors were encountered:
Same issue:
python : 3.11.4 python-bits : 64 OS : Windows
Sorry, something went wrong.
Possibly duplicate of #53289 (which is the duplicate of #52407).
#52407 has been already taken for one year without any update, maybe assign others to this task?
maybe assign others to this task?
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Pandas version checks
I have checked that this issue has not already been reported.
I have confirmed this bug exists on the latest version of pandas.
I have confirmed this bug exists on the main branch of pandas.
Reproducible Example
Issue Description
The output is
In fact, for any values afterwards with a similar magnitude (e.g., 1.234e+03), the rolling std is always 0.
Expected Behavior
Installed Versions
INSTALLED VERSIONS
commit : 0f43794
python : 3.9.15.final.0
python-bits : 64
OS : Linux
OS-release : 5.10.16.3-microsoft-standard-WSL2
Version : #1 SMP Fri Apr 2 22:23:49 UTC 2021
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : C.UTF-8
LOCALE : en_US.UTF-8
pandas : 2.0.3
numpy : 1.25.1
pytz : 2023.3
dateutil : 2.8.2
setuptools : 68.0.0
pip : 23.1.2
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.7.0
pandas_datareader: None
bs4 : 4.12.2
bottleneck : None
brotli : 1.0.9
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
zstandard : None
tzdata : 2023.3
qtpy : 2.3.1
pyqt5 : None
The text was updated successfully, but these errors were encountered: