Backport PR #21966: Fix memory leak in roll_quantile (#21973)

meeseeksmachine · jreback · commit 6a0a95058659 · 2018-07-20T08:28:01.000-04:00
diff --git a/doc/source/whatsnew/v0.23.4.txt b/doc/source/whatsnew/v0.23.4.txt
@@ -27,6 +27,7 @@ Bug Fixes
 **Groupby/Resample/Rolling**
 
 - Bug where calling :func:`DataFrameGroupBy.agg` with a list of functions including ``ohlc`` as the non-initial element would raise a ``ValueError`` (:issue:`21716`)
+- Bug in ``roll_quantile`` caused a memory leak when calling ``.rolling(...).quantile(q)`` with ``q`` in (0,1) (:issue:`21965`)
 -
 
 **Conversion**
diff --git a/pandas/_libs/window.pyx b/pandas/_libs/window.pyx
@@ -1482,6 +1482,8 @@ def roll_quantile(ndarray[float64_t, cast=True] input, int64_t win,
             else:
                 output[i] = NaN
 
+    skiplist_destroy(skiplist)
+
     return output
 
 

Original file line number	Diff line number	Diff line change
`@@ -27,6 +27,7 @@ Bug Fixes`
`27`	`27`	`Groupby/Resample/Rolling`
`28`	`28`
`29`	`29`	- Bug where calling :func:`DataFrameGroupBy.agg` with a list of functions including ``ohlc`` as the non-initial element would raise a ``ValueError`` (:issue:`21716`)
	`30`	+- Bug in ``roll_quantile`` caused a memory leak when calling ``.rolling(...).quantile(q)`` with ``q`` in (0,1) (:issue:`21965`)
`30`	`31`	`-`
`31`	`32`
`32`	`33`	`Conversion`