Update whatsnew and benchmarks

Author: kornilova203

asv_bench/benchmarks/rolling.py

@@ -65,25 +65,15 @@ class Quantile(object):
     params = (['DataFrame', 'Series'],
               [10, 1000],
               ['int', 'float'],
-              [0, 0.5, 1])
+              [0, 0.5, 1],
+              ['linear', 'nearest', 'lower', 'higher', 'midpoint'])
     param_names = ['constructor', 'window', 'dtype', 'percentile']
 
-    def setup(self, constructor, window, dtype, percentile):
+    def setup(self, constructor, window, dtype, percentile, interpolation):
         N = 10 ** 5
         arr = np.random.random(N).astype(dtype)
         self.roll = getattr(pd, constructor)(arr).rolling(window)
 
-    def time_quantile(self, constructor, window, dtype, percentile):
-        self.roll.quantile(percentile)
-
-    def time_quantile_nearest(self, constructor, window, dtype, percentile):
-        self.roll.quantile(percentile, interpolation='nearest')
-
-    def time_quantile_lower(self, constructor, window, dtype, percentile):
-        self.roll.quantile(percentile, interpolation='lower')
-
-    def time_quantile_higher(self, constructor, window, dtype, percentile):
-        self.roll.quantile(percentile, interpolation='higher')
-
-    def time_quantile_midpoint(self, constructor, window, dtype, percentile):
-        self.roll.quantile(percentile, interpolation='midpoint')
+    def time_quantile(self, constructor, window, dtype, percentile,
+                      interpolation):
+        self.roll.quantile(percentile, interpolation=interpolation)

doc/source/whatsnew/v0.23.0.txt

@@ -402,6 +402,7 @@ Other Enhancements
 - :meth:`DataFrame.to_sql` now performs a multivalue insert if the underlying connection supports itk rather than inserting row by row.
   ``SQLAlchemy`` dialects supporting multivalue inserts include: ``mysql``, ``postgresql``, ``sqlite`` and any dialect with ``supports_multivalues_insert``. (:issue:`14315`, :issue:`8953`)
 - :func:`read_html` now accepts a ``displayed_only`` keyword argument to controls whether or not hidden elements are parsed (``True`` by default) (:issue:`20027`)
+- :meth:`Rolling.quantile` and :meth:`Expanding.quantile` now accept ``interpolation`` keyword (``linear`` by default) (:issue:`20497`)
 - zip compression is supported via ``compression=zip`` in :func:`DataFrame.to_pickle`, :func:`Series.to_pickle`, :func:`DataFrame.to_csv`, :func:`Series.to_csv`, :func:`DataFrame.to_json`, :func:`Series.to_json`. (:issue:`17778`)
 - :class:`DataFrame` and :class:`Series` now support matrix multiplication (```@```) operator (:issue:`10259`) for Python>=3.5
 - :meth:`Rolling.quantile` and :meth:`Expanding.quantile` now accept ``interpolation`` keyword