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API: df.rolling(..).corr()/cov() when pairwise=True to return MI DataFrame #15677

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API: df.rolling(..).corr()/cov() when pairwise=True to return MI DataFrame #15677

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dbd1322
BUG/PERF: handle a slice correctly in get_level_indexer
jreback Mar 27, 2017
ed7d927
API: df.rolling(..).corr()/cov() when pairwise=True to return MI Data…
jreback Mar 8, 2017
0f5092c
fix names on return structure
jreback Mar 28, 2017
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BUG/PERF: handle a slice correctly in get_level_indexer
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@jreback
jreback committed Apr 3, 2017
commit dbd1322a225127fb6807332cb00b0144019ec6c0
20 changes: 7 additions & 13 deletions pandas/indexes/multi.py
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Expand Up @@ -2069,20 +2069,14 @@ def convert_indexer(start, stop, step, indexer=indexer, labels=labels):
else:

loc = level_index.get_loc(key)
if level > 0 or self.lexsort_depth == 0:
if isinstance(loc, slice):
return loc
elif level > 0 or self.lexsort_depth == 0:
return np.array(labels == loc, dtype=bool)
else:
# sorted, so can return slice object -> view
try:
loc = labels.dtype.type(loc)
except TypeError:
# this occurs when loc is a slice (partial string indexing)
# but the TypeError raised by searchsorted in this case
# is catched in Index._has_valid_type()
pass
i = labels.searchsorted(loc, side='left')
j = labels.searchsorted(loc, side='right')
return slice(i, j)

i = labels.searchsorted(loc, side='left')
j = labels.searchsorted(loc, side='right')
return slice(i, j)

def get_locs(self, tup):
"""
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