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fix: preserve rows when adding trends to duplicate-index data - #978
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Concatenate trend columns by position instead of joining on index labels. A duplicated DataFrame index otherwise multiplies rows and mixes trend values between observations. Signed-off-by: Tianlang (Jackie) Chen <[email protected]>
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #978 +/- ##
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Coverage 98.95% 98.95%
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Files 138 138
Lines 30141 30148 +7
Branches 2339 2339
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+ Hits 29827 29834 +7
Misses 256 256
Partials 58 58
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- Highlights and new features: NGARCH (bashtage#966), the VaR backtests (bashtage#965), the local block bootstrap (bashtage#967) and bandwidth_method (bashtage#964, and phillips_ouliaris here). - Changes that alter results: the automatic bandwidth entry of bashtage#983 now also describes the bandwidth of the kernels with bounded support, the fractional bandwidths and the Tukey-Parzen constant of bashtage#964, its S&P 500 bandwidths are those of the bandwidth attribute (30.96 and 34.50, where it said the 31.96 and 35.50 of opt_bandwidth), and it links phillips_ouliaris in arch.unitroot.cointegration. The ADF-Z tables of bashtage#972, bashtage#973 and bashtage#980. - Backward-incompatible changes: strings in object data. - Bug fixes: bashtage#954, bashtage#970, bashtage#974, bashtage#975, bashtage#977, bashtage#978, bashtage#982, and the constant data of the Newey-West bandwidth and mackinnonp at -inf and inf. - Maintenance: the CI changes and the version file. - Contributors: galafis, jackiectl2, mkzung and wavebyrd.
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Summary
add_trendjoins generated columns on the DataFrame index. If the index contains duplicate labels, pandas performs a many-to-many join: three observations with indexa, b, abecome five rows, and trend values attach to the wrong observations.Concatenate the original and generated columns in their existing row order. The result keeps the original index, row count, values, and
prependorder.Verification
prependmodes with a repeated, noncontiguous index. Both fail onmainwith a 5-row result instead of 3 rows.arch.utilitysource while bypassing the package initializer because compiled extensions are unavailable here.git diff --checkpassed. Ruff format on the source file still reports a pre-existing unrelated blank line; the new test file passes Ruff format.