Series 'pct_change' with 'fill_method' broken · Issue #19873 · pandas-dev/pandas (original) (raw)

The fill_method argument for pct_change does not have any effect on the calculated result. To illustrate:

ser = pd.Series([np.nan, np.nan, 0, 2, 4, 6, np.nan, np.nan]) ser.pct_change() 0 NaN 1 NaN 2 NaN 3 inf 4 1.000000 5 0.500000 6 NaN 7 NaN dtype: float64

# Will return same result as above

ser.pct_change(fill_method='pad') 0 NaN 1 NaN 2 NaN 3 inf 4 1.000000 5 0.500000 6 NaN 7 NaN dtype: float64

I would expect rows 6 and 7 above to be 0 as a result of the fill operation. The problem can be traced to the below line of code, where the mask is referencing the original values before any fill logic is applied:

INSTALLED VERSIONS

commit: ce77b79
python: 3.6.1.final.0
python-bits: 64
OS: Darwin
OS-release: 17.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.0.dev0+364.gce77b79b9.dirty
pytest: None
pip: 9.0.1
setuptools: 27.2.0
Cython: None
numpy: 1.13.1
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: 6.1.0
sphinx: 1.6.5
patsy: None
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 2.1.1
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: 4.6.0
html5lib: 0.999999999
sqlalchemy: 1.1.13
pymysql: None
psycopg2: 2.7.3.2 (dt dec pq3 ext lo64)
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None