Add perf tests for series rolling (#543)

Add perf tests for series rolling

Author: Rubtsowa

sdc/tests/tests_perf/__init__.py

@@ -1,4 +1,5 @@
 from sdc.tests.tests_perf.test_perf_df_rolling import *
+from sdc.tests.tests_perf.test_perf_series_rolling import *
 from sdc.tests.tests_perf.test_perf_series_operators import *
 from sdc.tests.tests_perf.test_perf_unicode import *
 from sdc.tests.tests_perf.test_perf_series_str import *

sdc/tests/tests_perf/test_perf_series_rolling.py

@@ -0,0 +1,104 @@
+# -*- coding: utf-8 -*-
+# *****************************************************************************
+# Copyright (c) 2020, Intel Corporation All rights reserved.
+#
+# Redistribution and use in source and binary forms, with or without
+# modification, are permitted provided that the following conditions are met:
+#
+#     Redistributions of source code must retain the above copyright notice,
+#     this list of conditions and the following disclaimer.
+#
+#     Redistributions in binary form must reproduce the above copyright notice,
+#     this list of conditions and the following disclaimer in the documentation
+#     and/or other materials provided with the distribution.
+#
+# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO,
+# THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
+# PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR
+# CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+# EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+# PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS;
+# OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
+# WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR
+# OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
+# EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+# *****************************************************************************
+import string
+import time
+
+import numba
+import pandas
+import numpy as np
+
+from sdc.tests.test_utils import test_global_input_data_float64
+from sdc.tests.tests_perf.test_perf_base import TestBase
+from sdc.tests.tests_perf.test_perf_utils import (calc_compilation, get_times,
+                                                  perf_data_gen_fixed_len)
+from .generator import generate_test_cases
+from .generator import TestCase as TC
+
+
+def get_rolling_params(window=100, min_periods=None):
+    """Generate supported rolling parameters"""
+    rolling_params = [f'{window}']
+    if min_periods:
+        rolling_params.append(f'min_periods={min_periods}')
+
+    return ', '.join(rolling_params)
+
+
+# python -m sdc.runtests sdc.tests.tests_perf.test_perf_series_rolling.TestSeriesRollingMethods
+class TestSeriesRollingMethods(TestBase):
+    # more than 19 columns raise SystemError: CPUDispatcher() returned a result with an error set
+    max_columns_num = 19
+
+    @classmethod
+    def setUpClass(cls):
+        super().setUpClass()
+
+    def _test_case(self, pyfunc, name, total_data_length, data_num=1,
+                   input_data=test_global_input_data_float64):
+        test_name = 'Series.rolling.{}'.format(name)
+
+        if input_data is None:
+            input_data = test_global_input_data_float64
+
+        full_input_data_length = sum(len(i) for i in input_data)
+        for data_length in total_data_length:
+            base = {
+                'test_name': test_name,
+                'data_size': data_length,
+            }
+            data = perf_data_gen_fixed_len(input_data, full_input_data_length, data_length)
+            test_data = pandas.Series(data)
+
+            args = [test_data]
+            for i in range(data_num - 1):
+                np.random.seed(i)
+                extra_data = np.random.ranf(data_length)
+                args.append(pandas.Series(extra_data))
+
+            self._test_jit(pyfunc, base, *args)
+            self._test_py(pyfunc, base, *args)
+
+
+cases = [
+    TC(name='apply', size=[10 ** 7], params='func=lambda x: numpy.nan if len(x) == 0 else x.mean()'),
+    TC(name='corr', size=[10 ** 7]),
+    TC(name='count', size=[10 ** 7]),
+    TC(name='cov', size=[10 ** 7]),
+    TC(name='kurt', size=[10 ** 7]),
+    TC(name='max', size=[10 ** 7]),
+    TC(name='mean', size=[10 ** 7]),
+    TC(name='median', size=[10 ** 7]),
+    TC(name='min', size=[10 ** 7]),
+    TC(name='quantile', size=[10 ** 7], params='0.2'),
+    TC(name='skew', size=[10 ** 7]),
+    TC(name='std', size=[10 ** 7]),
+    TC(name='sum', size=[10 ** 7]),
+    TC(name='var', size=[10 ** 7]),
+]
+
+
+generate_test_cases(cases, TestSeriesRollingMethods, 'series', 'rolling({})'.format(get_rolling_params()))