BUG: axis kw not propogating on pct_change

doc/source/whatsnew/v0.17.1.txt

@@ -91,6 +91,7 @@ Bug Fixes
 - Bug in ``squeeze()`` with zero length arrays (:issue:`11230`, :issue:`8999`)
 
 
+- Bug in ``DataFrame.pct_change()`` was not propagating ``axis`` keyword on ``.fillna`` method (:issue:`11150`)
 
 
 

pandas/core/generic.py

@@ -4565,7 +4565,7 @@ def pct_change(self, periods=1, fill_method='pad', limit=None, freq=None,
         if fill_method is None:
             data = self
         else:
-            data = self.fillna(method=fill_method, limit=limit)
+            data = self.fillna(method=fill_method, limit=limit, axis=axis)
 
         rs = (data.div(data.shift(periods=periods, freq=freq,
                                   axis=axis, **kwargs)) - 1)

pandas/tests/test_frame.py

@@ -11303,6 +11303,22 @@ def test_pct_change(self):
         filled = self.tsframe.fillna(method='pad')
         assert_frame_equal(rs, filled / filled.shift(freq='5D') - 1)
 
+    # GH 11150
+    def test_pct_change_frame(self):
+        pnl = DataFrame([np.arange(0, 40, 10), np.arange(0, 40, 10), np.arange(0, 40, 10)]).astype(np.float64)
+        pnl.iat[1,0] = np.nan
+        pnl.iat[1,1] = np.nan
+        pnl.iat[2,3] = 60
+
+        mask = pnl.isnull()
+
+        for axis in range(2):
+            expected = pnl.ffill(axis=axis)/pnl.ffill(axis=axis).shift(axis=axis) - 1
+            expected[mask] = np.nan
+            result = pnl.pct_change(axis=axis, fill_method='pad')
+
+            self.assert_frame_equal(result, expected)
+
     def test_pct_change_shift_over_nas(self):
         s = Series([1., 1.5, np.nan, 2.5, 3.])
 

pandas/tests/test_generic.py

@@ -1858,6 +1858,7 @@ def test_pipe_panel(self):
 
         with tm.assertRaises(ValueError):
             result = wp.pipe((f, 'y'), x=1, y=1)
+
 
 if __name__ == '__main__':
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],