File: enhancingperf.rst

package info (click to toggle)
pandas 1.5.3%2Bdfsg-2
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 56,516 kB
  • sloc: python: 382,477; ansic: 8,695; sh: 119; xml: 102; makefile: 97
file content (866 lines) | stat: -rw-r--r-- 29,023 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
.. _enhancingperf:

{{ header }}

*********************
Enhancing performance
*********************

In this part of the tutorial, we will investigate how to speed up certain
functions operating on pandas :class:`DataFrame` using three different techniques:
Cython, Numba and :func:`pandas.eval`. We will see a speed improvement of ~200
when we use Cython and Numba on a test function operating row-wise on the
:class:`DataFrame`. Using :func:`pandas.eval` we will speed up a sum by an order of
~2.

.. note::

   In addition to following the steps in this tutorial, users interested in enhancing
   performance are highly encouraged to install the
   :ref:`recommended dependencies<install.recommended_dependencies>` for pandas.
   These dependencies are often not installed by default, but will offer speed
   improvements if present.

.. _enhancingperf.cython:

Cython (writing C extensions for pandas)
----------------------------------------

For many use cases writing pandas in pure Python and NumPy is sufficient. In some
computationally heavy applications however, it can be possible to achieve sizable
speed-ups by offloading work to `cython <https://cython.org/>`__.

This tutorial assumes you have refactored as much as possible in Python, for example
by trying to remove for-loops and making use of NumPy vectorization. It's always worth
optimising in Python first.

This tutorial walks through a "typical" process of cythonizing a slow computation.
We use an `example from the Cython documentation <https://docs.cython.org/en/latest/src/quickstart/cythonize.html>`__
but in the context of pandas. Our final cythonized solution is around 100 times
faster than the pure Python solution.

.. _enhancingperf.pure:

Pure Python
~~~~~~~~~~~

We have a :class:`DataFrame` to which we want to apply a function row-wise.

.. ipython:: python

   df = pd.DataFrame(
       {
           "a": np.random.randn(1000),
           "b": np.random.randn(1000),
           "N": np.random.randint(100, 1000, (1000)),
           "x": "x",
       }
   )
   df

Here's the function in pure Python:

.. ipython:: python

   def f(x):
       return x * (x - 1)


   def integrate_f(a, b, N):
       s = 0
       dx = (b - a) / N
       for i in range(N):
           s += f(a + i * dx)
       return s * dx

We achieve our result by using :meth:`DataFrame.apply` (row-wise):

.. ipython:: python

   %timeit df.apply(lambda x: integrate_f(x["a"], x["b"], x["N"]), axis=1)

But clearly this isn't fast enough for us. Let's take a look and see where the
time is spent during this operation (limited to the most time consuming
four calls) using the `prun ipython magic function <https://ipython.readthedocs.io/en/stable/interactive/magics.html#magic-prun>`__:

.. ipython:: python

   %prun -l 4 df.apply(lambda x: integrate_f(x["a"], x["b"], x["N"]), axis=1)  # noqa E999

By far the majority of time is spend inside either ``integrate_f`` or ``f``,
hence we'll concentrate our efforts cythonizing these two functions.

.. _enhancingperf.plain:

Plain Cython
~~~~~~~~~~~~

First we're going to need to import the Cython magic function to IPython:

.. ipython:: python
   :okwarning:

   %load_ext Cython


Now, let's simply copy our functions over to Cython as is (the suffix
is here to distinguish between function versions):

.. ipython::

   In [2]: %%cython
      ...: def f_plain(x):
      ...:     return x * (x - 1)
      ...: def integrate_f_plain(a, b, N):
      ...:     s = 0
      ...:     dx = (b - a) / N
      ...:     for i in range(N):
      ...:         s += f_plain(a + i * dx)
      ...:     return s * dx
      ...:

.. note::

  If you're having trouble pasting the above into your ipython, you may need
  to be using bleeding edge IPython for paste to play well with cell magics.


.. ipython:: python

   %timeit df.apply(lambda x: integrate_f_plain(x["a"], x["b"], x["N"]), axis=1)

Already this has shaved a third off, not too bad for a simple copy and paste.

.. _enhancingperf.type:

Adding type
~~~~~~~~~~~

We get another huge improvement simply by providing type information:

.. ipython::

   In [3]: %%cython
      ...: cdef double f_typed(double x) except? -2:
      ...:     return x * (x - 1)
      ...: cpdef double integrate_f_typed(double a, double b, int N):
      ...:     cdef int i
      ...:     cdef double s, dx
      ...:     s = 0
      ...:     dx = (b - a) / N
      ...:     for i in range(N):
      ...:         s += f_typed(a + i * dx)
      ...:     return s * dx
      ...:

.. ipython:: python

   %timeit df.apply(lambda x: integrate_f_typed(x["a"], x["b"], x["N"]), axis=1)

Now, we're talking! It's now over ten times faster than the original Python
implementation, and we haven't *really* modified the code. Let's have another
look at what's eating up time:

.. ipython:: python

   %prun -l 4 df.apply(lambda x: integrate_f_typed(x["a"], x["b"], x["N"]), axis=1)

.. _enhancingperf.ndarray:

Using ndarray
~~~~~~~~~~~~~

It's calling series a lot! It's creating a :class:`Series` from each row, and calling get from both
the index and the series (three times for each row). Function calls are expensive
in Python, so maybe we could minimize these by cythonizing the apply part.

.. note::

  We are now passing ndarrays into the Cython function, fortunately Cython plays
  very nicely with NumPy.

.. ipython::

   In [4]: %%cython
      ...: cimport numpy as np
      ...: import numpy as np
      ...: cdef double f_typed(double x) except? -2:
      ...:     return x * (x - 1)
      ...: cpdef double integrate_f_typed(double a, double b, int N):
      ...:     cdef int i
      ...:     cdef double s, dx
      ...:     s = 0
      ...:     dx = (b - a) / N
      ...:     for i in range(N):
      ...:         s += f_typed(a + i * dx)
      ...:     return s * dx
      ...: cpdef np.ndarray[double] apply_integrate_f(np.ndarray col_a, np.ndarray col_b,
      ...:                                            np.ndarray col_N):
      ...:     assert (col_a.dtype == np.float_
      ...:             and col_b.dtype == np.float_ and col_N.dtype == np.int_)
      ...:     cdef Py_ssize_t i, n = len(col_N)
      ...:     assert (len(col_a) == len(col_b) == n)
      ...:     cdef np.ndarray[double] res = np.empty(n)
      ...:     for i in range(len(col_a)):
      ...:         res[i] = integrate_f_typed(col_a[i], col_b[i], col_N[i])
      ...:     return res
      ...:


The implementation is simple, it creates an array of zeros and loops over
the rows, applying our ``integrate_f_typed``, and putting this in the zeros array.


.. warning::

   You can **not pass** a :class:`Series` directly as a ``ndarray`` typed parameter
   to a Cython function. Instead pass the actual ``ndarray`` using the
   :meth:`Series.to_numpy`. The reason is that the Cython
   definition is specific to an ndarray and not the passed :class:`Series`.

   So, do not do this:

   .. code-block:: python

        apply_integrate_f(df["a"], df["b"], df["N"])

   But rather, use :meth:`Series.to_numpy` to get the underlying ``ndarray``:

   .. code-block:: python

        apply_integrate_f(df["a"].to_numpy(), df["b"].to_numpy(), df["N"].to_numpy())

.. note::

    Loops like this would be *extremely* slow in Python, but in Cython looping
    over NumPy arrays is *fast*.

.. ipython:: python

   %timeit apply_integrate_f(df["a"].to_numpy(), df["b"].to_numpy(), df["N"].to_numpy())

We've gotten another big improvement. Let's check again where the time is spent:

.. ipython:: python

   %prun -l 4 apply_integrate_f(df["a"].to_numpy(), df["b"].to_numpy(), df["N"].to_numpy())

As one might expect, the majority of the time is now spent in ``apply_integrate_f``,
so if we wanted to make anymore efficiencies we must continue to concentrate our
efforts here.

.. _enhancingperf.boundswrap:

More advanced techniques
~~~~~~~~~~~~~~~~~~~~~~~~

There is still hope for improvement. Here's an example of using some more
advanced Cython techniques:

.. ipython::

   In [5]: %%cython
      ...: cimport cython
      ...: cimport numpy as np
      ...: import numpy as np
      ...: cdef np.float64_t f_typed(np.float64_t x) except? -2:
      ...:     return x * (x - 1)
      ...: cpdef np.float64_t integrate_f_typed(np.float64_t a, np.float64_t b, np.int64_t N):
      ...:     cdef np.int64_t i
      ...:     cdef np.float64_t s = 0.0, dx
      ...:     dx = (b - a) / N
      ...:     for i in range(N):
      ...:         s += f_typed(a + i * dx)
      ...:     return s * dx
      ...: @cython.boundscheck(False)
      ...: @cython.wraparound(False)
      ...: cpdef np.ndarray[np.float64_t] apply_integrate_f_wrap(
      ...:     np.ndarray[np.float64_t] col_a,
      ...:     np.ndarray[np.float64_t] col_b,
      ...:     np.ndarray[np.int64_t] col_N
      ...: ):
      ...:     cdef np.int64_t i, n = len(col_N)
      ...:     assert len(col_a) == len(col_b) == n
      ...:     cdef np.ndarray[np.float64_t] res = np.empty(n, dtype=np.float64)
      ...:     for i in range(n):
      ...:         res[i] = integrate_f_typed(col_a[i], col_b[i], col_N[i])
      ...:     return res
      ...:

.. ipython:: python

   %timeit apply_integrate_f_wrap(df["a"].to_numpy(), df["b"].to_numpy(), df["N"].to_numpy())

Even faster, with the caveat that a bug in our Cython code (an off-by-one error,
for example) might cause a segfault because memory access isn't checked.
For more about ``boundscheck`` and ``wraparound``, see the Cython docs on
`compiler directives <https://cython.readthedocs.io/en/latest/src/reference/compilation.html?highlight=wraparound#compiler-directives>`__.

.. _enhancingperf.numba:

Numba (JIT compilation)
-----------------------

An alternative to statically compiling Cython code is to use a dynamic just-in-time (JIT) compiler with `Numba <https://numba.pydata.org/>`__.

Numba allows you to write a pure Python function which can be JIT compiled to native machine instructions, similar in performance to C, C++ and Fortran,
by decorating your function with ``@jit``.

Numba works by generating optimized machine code using the LLVM compiler infrastructure at import time, runtime, or statically (using the included pycc tool).
Numba supports compilation of Python to run on either CPU or GPU hardware and is designed to integrate with the Python scientific software stack.

.. note::

    The ``@jit`` compilation will add overhead to the runtime of the function, so performance benefits may not be realized especially when using small data sets.
    Consider `caching <https://numba.readthedocs.io/en/stable/developer/caching.html>`__ your function to avoid compilation overhead each time your function is run.

Numba can be used in 2 ways with pandas:

#. Specify the ``engine="numba"`` keyword in select pandas methods
#. Define your own Python function decorated with ``@jit`` and pass the underlying NumPy array of :class:`Series` or :class:`DataFrame` (using ``to_numpy()``) into the function

pandas Numba Engine
~~~~~~~~~~~~~~~~~~~

If Numba is installed, one can specify ``engine="numba"`` in select pandas methods to execute the method using Numba.
Methods that support ``engine="numba"`` will also have an ``engine_kwargs`` keyword that accepts a dictionary that allows one to specify
``"nogil"``, ``"nopython"`` and ``"parallel"`` keys with boolean values to pass into the ``@jit`` decorator.
If ``engine_kwargs`` is not specified, it defaults to ``{"nogil": False, "nopython": True, "parallel": False}`` unless otherwise specified.

In terms of performance, **the first time a function is run using the Numba engine will be slow**
as Numba will have some function compilation overhead. However, the JIT compiled functions are cached,
and subsequent calls will be fast. In general, the Numba engine is performant with
a larger amount of data points (e.g. 1+ million).

.. code-block:: ipython

   In [1]: data = pd.Series(range(1_000_000))  # noqa: E225

   In [2]: roll = data.rolling(10)

   In [3]: def f(x):
      ...:     return np.sum(x) + 5
   # Run the first time, compilation time will affect performance
   In [4]: %timeit -r 1 -n 1 roll.apply(f, engine='numba', raw=True)
   1.23 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)
   # Function is cached and performance will improve
   In [5]: %timeit roll.apply(f, engine='numba', raw=True)
   188 ms ± 1.93 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)

   In [6]: %timeit roll.apply(f, engine='cython', raw=True)
   3.92 s ± 59 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)

If your compute hardware contains multiple CPUs, the largest performance gain can be realized by setting ``parallel`` to ``True``
to leverage more than 1 CPU. Internally, pandas leverages numba to parallelize computations over the columns of a :class:`DataFrame`;
therefore, this performance benefit is only beneficial for a :class:`DataFrame` with a large number of columns.

.. code-block:: ipython

   In [1]: import numba

   In [2]: numba.set_num_threads(1)

   In [3]: df = pd.DataFrame(np.random.randn(10_000, 100))

   In [4]: roll = df.rolling(100)

   In [5]: %timeit roll.mean(engine="numba", engine_kwargs={"parallel": True})
   347 ms ± 26 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)

   In [6]: numba.set_num_threads(2)

   In [7]: %timeit roll.mean(engine="numba", engine_kwargs={"parallel": True})
   201 ms ± 2.97 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)

Custom Function Examples
~~~~~~~~~~~~~~~~~~~~~~~~

A custom Python function decorated with ``@jit`` can be used with pandas objects by passing their NumPy array
representations with ``to_numpy()``.

.. code-block:: python

   import numba


   @numba.jit
   def f_plain(x):
       return x * (x - 1)


   @numba.jit
   def integrate_f_numba(a, b, N):
       s = 0
       dx = (b - a) / N
       for i in range(N):
           s += f_plain(a + i * dx)
       return s * dx


   @numba.jit
   def apply_integrate_f_numba(col_a, col_b, col_N):
       n = len(col_N)
       result = np.empty(n, dtype="float64")
       assert len(col_a) == len(col_b) == n
       for i in range(n):
           result[i] = integrate_f_numba(col_a[i], col_b[i], col_N[i])
       return result


   def compute_numba(df):
       result = apply_integrate_f_numba(
           df["a"].to_numpy(), df["b"].to_numpy(), df["N"].to_numpy()
       )
       return pd.Series(result, index=df.index, name="result")


.. code-block:: ipython

   In [4]: %timeit compute_numba(df)
   1000 loops, best of 3: 798 us per loop

In this example, using Numba was faster than Cython.

Numba can also be used to write vectorized functions that do not require the user to explicitly
loop over the observations of a vector; a vectorized function will be applied to each row automatically.
Consider the following example of doubling each observation:

.. code-block:: python

   import numba


   def double_every_value_nonumba(x):
       return x * 2


   @numba.vectorize
   def double_every_value_withnumba(x):  # noqa E501
       return x * 2

.. code-block:: ipython

   # Custom function without numba
   In [5]: %timeit df["col1_doubled"] = df["a"].apply(double_every_value_nonumba)  # noqa E501
   1000 loops, best of 3: 797 us per loop

   # Standard implementation (faster than a custom function)
   In [6]: %timeit df["col1_doubled"] = df["a"] * 2
   1000 loops, best of 3: 233 us per loop

   # Custom function with numba
   In [7]: %timeit df["col1_doubled"] = double_every_value_withnumba(df["a"].to_numpy())
   1000 loops, best of 3: 145 us per loop

Caveats
~~~~~~~

Numba is best at accelerating functions that apply numerical functions to NumPy
arrays. If you try to ``@jit`` a function that contains unsupported `Python <https://numba.readthedocs.io/en/stable/reference/pysupported.html>`__
or `NumPy <https://numba.readthedocs.io/en/stable/reference/numpysupported.html>`__
code, compilation will revert `object mode <https://numba.readthedocs.io/en/stable/glossary.html#term-object-mode>`__ which
will mostly likely not speed up your function. If you would
prefer that Numba throw an error if it cannot compile a function in a way that
speeds up your code, pass Numba the argument
``nopython=True`` (e.g.  ``@jit(nopython=True)``). For more on
troubleshooting Numba modes, see the `Numba troubleshooting page
<https://numba.pydata.org/numba-doc/latest/user/troubleshoot.html#the-compiled-code-is-too-slow>`__.

Using ``parallel=True`` (e.g. ``@jit(parallel=True)``) may result in a ``SIGABRT`` if the threading layer leads to unsafe
behavior. You can first `specify a safe threading layer <https://numba.readthedocs.io/en/stable/user/threading-layer.html#selecting-a-threading-layer-for-safe-parallel-execution>`__
before running a JIT function with ``parallel=True``.

Generally if the you encounter a segfault (``SIGSEGV``) while using Numba, please report the issue
to the `Numba issue tracker. <https://github.com/numba/numba/issues/new/choose>`__

.. _enhancingperf.eval:

Expression evaluation via :func:`~pandas.eval`
-----------------------------------------------

The top-level function :func:`pandas.eval` implements expression evaluation of
:class:`~pandas.Series` and :class:`~pandas.DataFrame` objects.

.. note::

   To benefit from using :func:`~pandas.eval` you need to
   install ``numexpr``. See the :ref:`recommended dependencies section
   <install.recommended_dependencies>` for more details.

The point of using :func:`~pandas.eval` for expression evaluation rather than
plain Python is two-fold: 1) large :class:`~pandas.DataFrame` objects are
evaluated more efficiently and 2) large arithmetic and boolean expressions are
evaluated all at once by the underlying engine (by default ``numexpr`` is used
for evaluation).

.. note::

   You should not use :func:`~pandas.eval` for simple
   expressions or for expressions involving small DataFrames. In fact,
   :func:`~pandas.eval` is many orders of magnitude slower for
   smaller expressions/objects than plain ol' Python. A good rule of thumb is
   to only use :func:`~pandas.eval` when you have a
   :class:`~pandas.core.frame.DataFrame` with more than 10,000 rows.


:func:`~pandas.eval` supports all arithmetic expressions supported by the
engine in addition to some extensions available only in pandas.

.. note::

   The larger the frame and the larger the expression the more speedup you will
   see from using :func:`~pandas.eval`.

Supported syntax
~~~~~~~~~~~~~~~~

These operations are supported by :func:`pandas.eval`:

* Arithmetic operations except for the left shift (``<<``) and right shift
  (``>>``) operators, e.g., ``df + 2 * pi / s ** 4 % 42 - the_golden_ratio``
* Comparison operations, including chained comparisons, e.g., ``2 < df < df2``
* Boolean operations, e.g., ``df < df2 and df3 < df4 or not df_bool``
* ``list`` and ``tuple`` literals, e.g., ``[1, 2]`` or ``(1, 2)``
* Attribute access, e.g., ``df.a``
* Subscript expressions, e.g., ``df[0]``
* Simple variable evaluation, e.g., ``pd.eval("df")`` (this is not very useful)
* Math functions: ``sin``, ``cos``, ``exp``, ``log``, ``expm1``, ``log1p``,
  ``sqrt``, ``sinh``, ``cosh``, ``tanh``, ``arcsin``, ``arccos``, ``arctan``, ``arccosh``,
  ``arcsinh``, ``arctanh``, ``abs``, ``arctan2`` and ``log10``.

This Python syntax is **not** allowed:

* Expressions

    * Function calls other than math functions.
    * ``is``/``is not`` operations
    * ``if`` expressions
    * ``lambda`` expressions
    * ``list``/``set``/``dict`` comprehensions
    * Literal ``dict`` and ``set`` expressions
    * ``yield`` expressions
    * Generator expressions
    * Boolean expressions consisting of only scalar values

* Statements

    * Neither `simple <https://docs.python.org/3/reference/simple_stmts.html>`__
      nor `compound <https://docs.python.org/3/reference/compound_stmts.html>`__
      statements are allowed. This includes things like ``for``, ``while``, and
      ``if``.



:func:`~pandas.eval` examples
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

:func:`pandas.eval` works well with expressions containing large arrays.

First let's create a few decent-sized arrays to play with:

.. ipython:: python

   nrows, ncols = 20000, 100
   df1, df2, df3, df4 = [pd.DataFrame(np.random.randn(nrows, ncols)) for _ in range(4)]


Now let's compare adding them together using plain ol' Python versus
:func:`~pandas.eval`:

.. ipython:: python

   %timeit df1 + df2 + df3 + df4

.. ipython:: python

   %timeit pd.eval("df1 + df2 + df3 + df4")


Now let's do the same thing but with comparisons:

.. ipython:: python

   %timeit (df1 > 0) & (df2 > 0) & (df3 > 0) & (df4 > 0)

.. ipython:: python

   %timeit pd.eval("(df1 > 0) & (df2 > 0) & (df3 > 0) & (df4 > 0)")


:func:`~pandas.eval` also works with unaligned pandas objects:

.. ipython:: python

   s = pd.Series(np.random.randn(50))
   %timeit df1 + df2 + df3 + df4 + s

.. ipython:: python

   %timeit pd.eval("df1 + df2 + df3 + df4 + s")

.. note::

   Operations such as

      .. code-block:: python

         1 and 2  # would parse to 1 & 2, but should evaluate to 2
         3 or 4  # would parse to 3 | 4, but should evaluate to 3
         ~1  # this is okay, but slower when using eval

   should be performed in Python. An exception will be raised if you try to
   perform any boolean/bitwise operations with scalar operands that are not
   of type ``bool`` or ``np.bool_``. Again, you should perform these kinds of
   operations in plain Python.

The :meth:`DataFrame.eval` method
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

In addition to the top level :func:`pandas.eval` function you can also
evaluate an expression in the "context" of a :class:`~pandas.DataFrame`.

.. ipython:: python
   :suppress:

   try:
       del a
   except NameError:
       pass

   try:
       del b
   except NameError:
       pass

.. ipython:: python

   df = pd.DataFrame(np.random.randn(5, 2), columns=["a", "b"])
   df.eval("a + b")

Any expression that is a valid :func:`pandas.eval` expression is also a valid
:meth:`DataFrame.eval` expression, with the added benefit that you don't have to
prefix the name of the :class:`~pandas.DataFrame` to the column(s) you're
interested in evaluating.

In addition, you can perform assignment of columns within an expression.
This allows for *formulaic evaluation*.  The assignment target can be a
new column name or an existing column name, and it must be a valid Python
identifier.

The ``inplace`` keyword determines whether this assignment will performed
on the original :class:`DataFrame` or return a copy with the new column.

.. ipython:: python

   df = pd.DataFrame(dict(a=range(5), b=range(5, 10)))
   df.eval("c = a + b", inplace=True)
   df.eval("d = a + b + c", inplace=True)
   df.eval("a = 1", inplace=True)
   df

When ``inplace`` is set to ``False``, the default, a copy of the :class:`DataFrame` with the
new or modified columns is returned and the original frame is unchanged.

.. ipython:: python

   df
   df.eval("e = a - c", inplace=False)
   df

As a convenience, multiple assignments can be performed by using a
multi-line string.

.. ipython:: python

   df.eval(
       """
   c = a + b
   d = a + b + c
   a = 1""",
       inplace=False,
   )

The equivalent in standard Python would be

.. ipython:: python

   df = pd.DataFrame(dict(a=range(5), b=range(5, 10)))
   df["c"] = df["a"] + df["b"]
   df["d"] = df["a"] + df["b"] + df["c"]
   df["a"] = 1
   df

The :class:`DataFrame.query` method has a ``inplace`` keyword which determines
whether the query modifies the original frame.

.. ipython:: python

   df = pd.DataFrame(dict(a=range(5), b=range(5, 10)))
   df.query("a > 2")
   df.query("a > 2", inplace=True)
   df

Local variables
~~~~~~~~~~~~~~~

You must *explicitly reference* any local variable that you want to use in an
expression by placing the ``@`` character in front of the name. For example,

.. ipython:: python

   df = pd.DataFrame(np.random.randn(5, 2), columns=list("ab"))
   newcol = np.random.randn(len(df))
   df.eval("b + @newcol")
   df.query("b < @newcol")

If you don't prefix the local variable with ``@``, pandas will raise an
exception telling you the variable is undefined.

When using :meth:`DataFrame.eval` and :meth:`DataFrame.query`, this allows you
to have a local variable and a :class:`~pandas.DataFrame` column with the same
name in an expression.


.. ipython:: python

   a = np.random.randn()
   df.query("@a < a")
   df.loc[a < df["a"]]  # same as the previous expression

With :func:`pandas.eval` you cannot use the ``@`` prefix *at all*, because it
isn't defined in that context. pandas will let you know this if you try to
use ``@`` in a top-level call to :func:`pandas.eval`. For example,

.. ipython:: python
   :okexcept:

   a, b = 1, 2
   pd.eval("@a + b")

In this case, you should simply refer to the variables like you would in
standard Python.

.. ipython:: python

   pd.eval("a + b")


:func:`pandas.eval` parsers
~~~~~~~~~~~~~~~~~~~~~~~~~~~~

There are two different parsers and two different engines you can use as
the backend.

The default ``'pandas'`` parser allows a more intuitive syntax for expressing
query-like operations (comparisons, conjunctions and disjunctions). In
particular, the precedence of the ``&`` and ``|`` operators is made equal to
the precedence of the corresponding boolean operations ``and`` and ``or``.

For example, the above conjunction can be written without parentheses.
Alternatively, you can use the ``'python'`` parser to enforce strict Python
semantics.

.. ipython:: python

   expr = "(df1 > 0) & (df2 > 0) & (df3 > 0) & (df4 > 0)"
   x = pd.eval(expr, parser="python")
   expr_no_parens = "df1 > 0 & df2 > 0 & df3 > 0 & df4 > 0"
   y = pd.eval(expr_no_parens, parser="pandas")
   np.all(x == y)


The same expression can be "anded" together with the word :keyword:`and` as
well:

.. ipython:: python

   expr = "(df1 > 0) & (df2 > 0) & (df3 > 0) & (df4 > 0)"
   x = pd.eval(expr, parser="python")
   expr_with_ands = "df1 > 0 and df2 > 0 and df3 > 0 and df4 > 0"
   y = pd.eval(expr_with_ands, parser="pandas")
   np.all(x == y)


The ``and`` and ``or`` operators here have the same precedence that they would
in vanilla Python.


:func:`pandas.eval` backends
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

There's also the option to make :func:`~pandas.eval` operate identical to plain
ol' Python.

.. note::

   Using the ``'python'`` engine is generally *not* useful, except for testing
   other evaluation engines against it. You will achieve **no** performance
   benefits using :func:`~pandas.eval` with ``engine='python'`` and in fact may
   incur a performance hit.

You can see this by using :func:`pandas.eval` with the ``'python'`` engine. It
is a bit slower (not by much) than evaluating the same expression in Python

.. ipython:: python

   %timeit df1 + df2 + df3 + df4

.. ipython:: python

   %timeit pd.eval("df1 + df2 + df3 + df4", engine="python")


:func:`pandas.eval` performance
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

:func:`~pandas.eval` is intended to speed up certain kinds of operations. In
particular, those operations involving complex expressions with large
:class:`~pandas.DataFrame`/:class:`~pandas.Series` objects should see a
significant performance benefit.  Here is a plot showing the running time of
:func:`pandas.eval` as function of the size of the frame involved in the
computation. The two lines are two different engines.


.. image:: ../_static/eval-perf.png


.. note::

   Operations with smallish objects (around 15k-20k rows) are faster using
   plain Python:

       .. image:: ../_static/eval-perf-small.png


This plot was created using a :class:`DataFrame` with 3 columns each containing
floating point values generated using ``numpy.random.randn()``.

Technical minutia regarding expression evaluation
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Expressions that would result in an object dtype or involve datetime operations
(because of ``NaT``) must be evaluated in Python space. The main reason for
this behavior is to maintain backwards compatibility with versions of NumPy <
1.7. In those versions of NumPy a call to ``ndarray.astype(str)`` will
truncate any strings that are more than 60 characters in length. Second, we
can't pass ``object`` arrays to ``numexpr`` thus string comparisons must be
evaluated in Python space.

The upshot is that this *only* applies to object-dtype expressions. So, if
you have an expression--for example

.. ipython:: python

   df = pd.DataFrame(
       {"strings": np.repeat(list("cba"), 3), "nums": np.repeat(range(3), 3)}
   )
   df
   df.query("strings == 'a' and nums == 1")

the numeric part of the comparison (``nums == 1``) will be evaluated by
``numexpr``.

In general, :meth:`DataFrame.query`/:func:`pandas.eval` will
evaluate the subexpressions that *can* be evaluated by ``numexpr`` and those
that must be evaluated in Python space transparently to the user. This is done
by inferring the result type of an expression from its arguments and operators.