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mini rolling statistics benchmark

Compares python pandas, R data.table and R polars by:

  • input size: 1e6, 1e7, 1e8
  • rolling window size: 1e2, 1e3, 1e4
  • rolling functions: mean and median
  • batching: single computation and quadruple (2 columns x 2 windows) computation

For comprehensive benchmark of rolling functions see db-benchmark project.

running

python pandas2.py
Rscript data.table.R
Rscript polars.R

results

As of 2025-09-16 using

pandas 2.2.3
[email protected]
polars 1.3.1

mean single mean quadruple median single median quadruple

On Fedora 42 and AMD Ryzen 7 7735HS CPU.

license

MIT

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rolling statistics benchmark

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