ENH: Support masks in groupby prod (#48027)

* ENH: Support masks in groupby prod

* Fix pyi

* Refactor for overflow

* Fix issues

* Rename fused type

* Fix type name

* Remove duplicated type

* Fix annotation

* Add initialize

* Add . before groupby

* Remove dup type

Author: phofl

doc/source/whatsnew/v1.5.0.rst

@@ -1165,7 +1165,7 @@ Groupby/resample/rolling
 - Bug when using ``engine="numba"`` would return the same jitted function when modifying ``engine_kwargs`` (:issue:`46086`)
 - Bug in :meth:`.DataFrameGroupBy.transform` fails when ``axis=1`` and ``func`` is ``"first"`` or ``"last"`` (:issue:`45986`)
 - Bug in :meth:`DataFrameGroupBy.cumsum` with ``skipna=False`` giving incorrect results (:issue:`46216`)
-- Bug in :meth:`.GroupBy.sum` and :meth:`.GroupBy.cumsum` with integer dtypes losing precision (:issue:`37493`)
+- Bug in :meth:`.GroupBy.sum`, :meth:`.GroupBy.prod` and :meth:`.GroupBy.cumsum` with integer dtypes losing precision (:issue:`37493`)
 - Bug in :meth:`.GroupBy.cumsum` with ``timedelta64[ns]`` dtype failing to recognize ``NaT`` as a null value (:issue:`46216`)
 - Bug in :meth:`.GroupBy.cumsum` with integer dtypes causing overflows when sum was bigger than maximum of dtype (:issue:`37493`)
 - Bug in :meth:`.GroupBy.cummin` and :meth:`.GroupBy.cummax` with nullable dtypes incorrectly altering the original data in place (:issue:`46220`)

pandas/_libs/groupby.pyi

@@ -63,10 +63,12 @@ def group_sum(
     is_datetimelike: bool = ...,
 ) -> None: ...
 def group_prod(
-    out: np.ndarray,  # floating[:, ::1]
+    out: np.ndarray,  # int64float_t[:, ::1]
     counts: np.ndarray,  # int64_t[::1]
-    values: np.ndarray,  # ndarray[floating, ndim=2]
+    values: np.ndarray,  # ndarray[int64float_t, ndim=2]
     labels: np.ndarray,  # const intp_t[:]
+    mask: np.ndarray | None,
+    result_mask: np.ndarray | None = ...,
     min_count: int = ...,
 ) -> None: ...
 def group_var(

pandas/_libs/groupby.pyx

@@ -682,21 +682,24 @@ def group_sum(
 @cython.wraparound(False)
 @cython.boundscheck(False)
 def group_prod(
-    floating[:, ::1] out,
+    int64float_t[:, ::1] out,
     int64_t[::1] counts,
-    ndarray[floating, ndim=2] values,
+    ndarray[int64float_t, ndim=2] values,
     const intp_t[::1] labels,
+    const uint8_t[:, ::1] mask,
+    uint8_t[:, ::1] result_mask=None,
     Py_ssize_t min_count=0,
 ) -> None:
     """
     Only aggregates on axis=0
     """
     cdef:
         Py_ssize_t i, j, N, K, lab, ncounts = len(counts)
-        floating val, count
-        floating[:, ::1] prodx
+        int64float_t val, count
+        int64float_t[:, ::1] prodx
         int64_t[:, ::1] nobs
         Py_ssize_t len_values = len(values), len_labels = len(labels)
+        bint isna_entry, uses_mask = mask is not None
 
     if len_values != len_labels:
         raise ValueError("len(index) != len(labels)")
@@ -716,15 +719,32 @@ def group_prod(
             for j in range(K):
                 val = values[i, j]
 
-                # not nan
-                if val == val:
+                if uses_mask:
+                    isna_entry = mask[i, j]
+                elif int64float_t is float32_t or int64float_t is float64_t:
+                    isna_entry = not val == val
+                else:
+                    isna_entry = False
+
+                if not isna_entry:
                     nobs[lab, j] += 1
                     prodx[lab, j] *= val
 
         for i in range(ncounts):
             for j in range(K):
                 if nobs[i, j] < min_count:
-                    out[i, j] = NAN
+
+                    # else case is not possible
+                    if uses_mask:
+                        result_mask[i, j] = True
+                        # Be deterministic, out was initialized as empty
+                        out[i, j] = 0
+                    elif int64float_t is float32_t or int64float_t is float64_t:
+                        out[i, j] = NAN
+                    else:
+                        # we only get here when < mincount which gets handled later
+                        pass
+
                 else:
                     out[i, j] = prodx[i, j]
 

pandas/core/groupby/ops.py

@@ -159,6 +159,7 @@ def __init__(self, kind: str, how: str, has_dropped_na: bool) -> None:
         "sum",
         "ohlc",
         "cumsum",
+        "prod",
     }
 
     _cython_arity = {"ohlc": 4}  # OHLC
@@ -221,13 +222,13 @@ def _get_cython_vals(self, values: np.ndarray) -> np.ndarray:
             values = ensure_float64(values)
 
         elif values.dtype.kind in ["i", "u"]:
-            if how in ["var", "prod", "mean"] or (
+            if how in ["var", "mean"] or (
                 self.kind == "transform" and self.has_dropped_na
             ):
                 # result may still include NaN, so we have to cast
                 values = ensure_float64(values)
 
-            elif how in ["sum", "ohlc", "cumsum"]:
+            elif how in ["sum", "ohlc", "prod", "cumsum"]:
                 # Avoid overflow during group op
                 if values.dtype.kind == "i":
                     values = ensure_int64(values)
@@ -597,8 +598,16 @@ def _call_cython_op(
                     min_count=min_count,
                     is_datetimelike=is_datetimelike,
                 )
-            elif self.how == "ohlc":
-                func(result, counts, values, comp_ids, min_count, mask, result_mask)
+            elif self.how in ["ohlc", "prod"]:
+                func(
+                    result,
+                    counts,
+                    values,
+                    comp_ids,
+                    min_count=min_count,
+                    mask=mask,
+                    result_mask=result_mask,
+                )
             else:
                 func(result, counts, values, comp_ids, min_count, **kwargs)
         else:
@@ -631,8 +640,8 @@ def _call_cython_op(
             # need to have the result set to np.nan, which may require casting,
             # see GH#40767
             if is_integer_dtype(result.dtype) and not is_datetimelike:
-                # Neutral value for sum is 0, so don't fill empty groups with nan
-                cutoff = max(0 if self.how == "sum" else 1, min_count)
+                # if the op keeps the int dtypes, we have to use 0
+                cutoff = max(0 if self.how in ["sum", "prod"] else 1, min_count)
                 empty_groups = counts < cutoff
                 if empty_groups.any():
                     if result_mask is not None and self.uses_mask():

pandas/tests/groupby/test_groupby.py

@@ -2847,8 +2847,8 @@ def test_single_element_list_grouping():
         values, _ = next(iter(df.groupby(["a"])))
 
 
-@pytest.mark.parametrize("func", ["sum", "cumsum"])
-def test_groupby_sum_avoid_casting_to_float(func):
+@pytest.mark.parametrize("func", ["sum", "cumsum", "prod"])
+def test_groupby_avoid_casting_to_float(func):
     # GH#37493
     val = 922337203685477580
     df = DataFrame({"a": 1, "b": [val]})
@@ -2859,12 +2859,13 @@ def test_groupby_sum_avoid_casting_to_float(func):
     tm.assert_frame_equal(result, expected)
 
 
-def test_groupby_sum_support_mask(any_numeric_ea_dtype):
+@pytest.mark.parametrize("func, val", [("sum", 3), ("prod", 2)])
+def test_groupby_sum_support_mask(any_numeric_ea_dtype, func, val):
     # GH#37493
     df = DataFrame({"a": 1, "b": [1, 2, pd.NA]}, dtype=any_numeric_ea_dtype)
-    result = df.groupby("a").sum()
+    result = getattr(df.groupby("a"), func)()
     expected = DataFrame(
-        {"b": [3]},
+        {"b": [val]},
         index=Index([1], name="a", dtype=any_numeric_ea_dtype),
         dtype=any_numeric_ea_dtype,
     )
@@ -2887,6 +2888,14 @@ def test_groupby_overflow(val, dtype):
     expected = DataFrame({"b": [val, val * 2]}, dtype=f"{dtype}64")
     tm.assert_frame_equal(result, expected)
 
+    result = df.groupby("a").prod()
+    expected = DataFrame(
+        {"b": [val * val]},
+        index=Index([1], name="a", dtype=f"{dtype}64"),
+        dtype=f"{dtype}64",
+    )
+    tm.assert_frame_equal(result, expected)
+
 
 @pytest.mark.parametrize("skipna, val", [(True, 3), (False, pd.NA)])
 def test_groupby_cumsum_mask(any_numeric_ea_dtype, skipna, val):