From b8a19bf12387c756ed3572f7b22d8692550a79eb Mon Sep 17 00:00:00 2001
From: Mabel Villalba <mabelvj@gmail.com>
Date: Sun, 26 Apr 2020 18:33:09 +0200
Subject: [PATCH] BUG: Fix quantile calculation. Only move -1 labels if there
 are any labels  #33200

---
 pandas/_libs/groupby.pyx | 76 +++++++++++++++++++++-------------------
 1 file changed, 39 insertions(+), 37 deletions(-)

diff --git a/pandas/_libs/groupby.pyx b/pandas/_libs/groupby.pyx
index 46db384591bd57..278f7b72291350 100644
--- a/pandas/_libs/groupby.pyx
+++ b/pandas/_libs/groupby.pyx
@@ -779,47 +779,49 @@ def group_quantile(ndarray[float64_t] out,
                 non_na_counts[lab] += 1
 
     if labels.any():
-        # Get an index of values sorted by labels and then values
+        # Put '-1' (NaN) labels as the last group so it does not interfere
+        # with the calculations.
         labels[labels==-1] = np.max(labels) + 1
-        order = (values, labels)
-        sort_arr= np.lexsort(order).astype(np.int64, copy=False)
-        with nogil:
-            for i in range(ngroups):
-                # Figure out how many group elements there are
-                grp_sz = counts[i]
-                non_na_sz = non_na_counts[i]
+    # Get an index of values sorted by labels and then values
+    order = (values, labels)
+    sort_arr = np.lexsort(order).astype(np.int64, copy=False)
+    with nogil:
+        for i in range(ngroups):
+            # Figure out how many group elements there are
+            grp_sz = counts[i]
+            non_na_sz = non_na_counts[i]
 
-                if non_na_sz == 0:
-                    out[i] = NaN
+            if non_na_sz == 0:
+                out[i] = NaN
+            else:
+                # Calculate where to retrieve the desired value
+                # Casting to int will intentionally truncate result
+                idx = grp_start + <int64_t>(q * <float64_t>(non_na_sz - 1))
+
+                val = values[sort_arr[idx]]
+                # If requested quantile falls evenly on a particular index
+                # then write that index's value out. Otherwise interpolate
+                q_idx = q * (non_na_sz - 1)
+                frac = q_idx % 1
+
+                if frac == 0.0 or interp == INTERPOLATION_LOWER:
+                    out[i] = val
                 else:
-                    # Calculate where to retrieve the desired value
-                    # Casting to int will intentionally truncate result
-                    idx = grp_start + <int64_t>(q * <float64_t>(non_na_sz - 1))
-
-                    val = values[sort_arr[idx]]
-                    # If requested quantile falls evenly on a particular index
-                    # then write that index's value out. Otherwise interpolate
-                    q_idx = q * (non_na_sz - 1)
-                    frac = q_idx % 1
-
-                    if frac == 0.0 or interp == INTERPOLATION_LOWER:
-                        out[i] = val
-                    else:
-                        next_val = values[sort_arr[idx + 1]]
-                        if interp == INTERPOLATION_LINEAR:
-                            out[i] = val + (next_val - val) * frac
-                        elif interp == INTERPOLATION_HIGHER:
+                    next_val = values[sort_arr[idx + 1]]
+                    if interp == INTERPOLATION_LINEAR:
+                        out[i] = val + (next_val - val) * frac
+                    elif interp == INTERPOLATION_HIGHER:
+                        out[i] = next_val
+                    elif interp == INTERPOLATION_MIDPOINT:
+                        out[i] = (val + next_val) / 2.0
+                    elif interp == INTERPOLATION_NEAREST:
+                        if frac > .5 or (frac == .5 and q > .5):  # Always OK?
                             out[i] = next_val
-                        elif interp == INTERPOLATION_MIDPOINT:
-                            out[i] = (val + next_val) / 2.0
-                        elif interp == INTERPOLATION_NEAREST:
-                            if frac > .5 or (frac == .5 and q > .5):  # Always OK?
-                                out[i] = next_val
-                            else:
-                                out[i] = val
-
-                # Increment the index reference in sorted_arr for the next group
-                grp_start += grp_sz
+                        else:
+                            out[i] = val
+
+            # Increment the index reference in sorted_arr for the next group
+            grp_start += grp_sz
 
 
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