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reduction.pyx
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from copy import copy
from cython import Py_ssize_t
from cpython.ref cimport Py_INCREF
from libc.stdlib cimport malloc, free
import numpy as np
cimport numpy as cnp
from numpy cimport (ndarray,
int64_t,
PyArray_SETITEM)
cnp.import_array()
cimport pandas._libs.util as util
from pandas._libs.lib import maybe_convert_objects, is_scalar
cdef _check_result_array(object obj, Py_ssize_t cnt):
if (util.is_array(obj) or
(isinstance(obj, list) and len(obj) == cnt) or
getattr(obj, 'shape', None) == (cnt,)):
raise ValueError('Function does not reduce')
cdef class Reducer:
"""
Performs generic reduction operation on a C or Fortran-contiguous ndarray
while avoiding ndarray construction overhead
"""
cdef:
Py_ssize_t increment, chunksize, nresults
object dummy, f, labels, typ, ityp, index
ndarray arr
def __init__(
self, ndarray arr, object f, int axis=1, object dummy=None, object labels=None
):
cdef:
Py_ssize_t n, k
n, k = (<object>arr).shape
if axis == 0:
self.nresults = k
self.chunksize = n
self.increment = n * arr.dtype.itemsize
else:
arr = arr.T
self.nresults = n
self.chunksize = k
self.increment = k * arr.dtype.itemsize
self.f = f
self.arr = arr
self.labels = labels
# TODO: do we still need this?
self._check_dummy(dummy=dummy)
cdef _check_dummy(self, object dummy=None):
if dummy is not None:
if dummy.dtype != self.arr.dtype:
raise ValueError('Dummy array must be same dtype')
if len(dummy) != self.chunksize:
raise ValueError(f'Dummy array must be length {self.chunksize}')
def get_result(self):
cdef:
ndarray arr, result
Py_ssize_t i
object res, name, labels
object cached_typ = None
arr = self.arr
labels = self.labels
result = np.empty(self.nresults, dtype='O')
with np.nditer([arr, result], flags=["reduce_ok", "external_loop", "refs_ok"], op_flags=[["readonly"], ["readwrite"]], order="F") as it:
for i, (x, y) in enumerate(it):
if i == 0:
if self.typ is not None:
# In this case, we also have self.index
name = labels[i]
cached_typ = self.typ(
x, index=self.index, name=name, dtype=arr.dtype)
# use the cached_typ if possible
if cached_typ is not None:
# In this case, we also have non-None labels
name = labels[i]
object.__setattr__(
cached_typ._mgr._block, 'values', x)
object.__setattr__(cached_typ, 'name', name)
res = self.f(cached_typ)
else:
res = self.f(x)
# TODO: reason for not squeezing here?
res = _extract_result(res, squeeze=False)
if i == 0:
# On the first pass, we check the output shape to see
# if this looks like a reduction.
_check_result_array(res, len(x))
y[...] = res
result = maybe_convert_objects(result)
return result
cdef class _BaseGrouper:
cdef _check_dummy(self, object dummy):
# both values and index must be an ndarray!
values = dummy.values
# GH 23683: datetimetz types are equivalent to datetime types here
if (dummy.dtype != self.arr.dtype
and values.dtype != self.arr.dtype):
raise ValueError('Dummy array must be same dtype')
if util.is_array(values) and not values.flags.contiguous:
# e.g. Categorical has no `flags` attribute
values = values.copy()
index = dummy.index.values
if not index.flags.contiguous:
index = index.copy()
return values, index
cdef inline _update_cached_objs(self, object cached_typ, object cached_ityp,
Slider islider, Slider vslider):
if cached_typ is None:
cached_ityp = self.ityp(islider.buf)
cached_typ = self.typ(vslider.buf, index=cached_ityp, name=self.name)
else:
# See the comment in indexes/base.py about _index_data.
# We need this for EA-backed indexes that have a reference
# to a 1-d ndarray like datetime / timedelta / period.
object.__setattr__(cached_ityp, '_index_data', islider.buf)
cached_ityp._engine.clear_mapping()
object.__setattr__(cached_typ._mgr._block, 'values', vslider.buf)
object.__setattr__(cached_typ._mgr._block, 'mgr_locs',
slice(len(vslider.buf)))
object.__setattr__(cached_typ, '_index', cached_ityp)
object.__setattr__(cached_typ, 'name', self.name)
return cached_typ, cached_ityp
cdef inline object _apply_to_group(self,
object cached_typ, object cached_ityp,
Slider islider, Slider vslider,
Py_ssize_t group_size, bint initialized):
"""
Call self.f on our new group, then update to the next group.
"""
cdef:
object res
cached_ityp._engine.clear_mapping()
res = self.f(cached_typ)
res = _extract_result(res)
if not initialized:
# On the first pass, we check the output shape to see
# if this looks like a reduction.
initialized = True
_check_result_array(res, len(self.dummy_arr))
islider.advance(group_size)
vslider.advance(group_size)
return res, initialized
cdef class SeriesBinGrouper(_BaseGrouper):
"""
Performs grouping operation according to bin edges, rather than labels
"""
cdef:
Py_ssize_t nresults, ngroups
cdef public:
ndarray arr, index, dummy_arr, dummy_index
object values, f, bins, typ, ityp, name
def __init__(self, object series, object f, object bins, object dummy):
assert dummy is not None # always obj[:0]
assert len(bins) > 0 # otherwise we get IndexError in get_result
self.bins = bins
self.f = f
values = series.values
if util.is_array(values) and not values.flags.c_contiguous:
# e.g. Categorical has no `flags` attribute
values = values.copy('C')
self.arr = values
self.typ = series._constructor
self.ityp = series.index._constructor
self.index = series.index.values
self.name = series.name
self.dummy_arr, self.dummy_index = self._check_dummy(dummy)
# kludge for #1688
if len(bins) > 0 and bins[-1] == len(series):
self.ngroups = len(bins)
else:
self.ngroups = len(bins) + 1
def get_result(self):
cdef:
ndarray arr, result
ndarray[int64_t] counts
Py_ssize_t i, n, group_size
object res
bint initialized = 0
Slider vslider, islider
object cached_typ = None, cached_ityp = None
counts = np.zeros(self.ngroups, dtype=np.int64)
if self.ngroups > 0:
counts[0] = self.bins[0]
for i in range(1, self.ngroups):
if i == self.ngroups - 1:
counts[i] = len(self.arr) - self.bins[i - 1]
else:
counts[i] = self.bins[i] - self.bins[i - 1]
group_size = 0
n = len(self.arr)
vslider = Slider(self.arr, self.dummy_arr)
islider = Slider(self.index, self.dummy_index)
result = np.empty(self.ngroups, dtype='O')
try:
for i in range(self.ngroups):
group_size = counts[i]
islider.set_length(group_size)
vslider.set_length(group_size)
cached_typ, cached_ityp = self._update_cached_objs(
cached_typ, cached_ityp, islider, vslider)
res, initialized = self._apply_to_group(cached_typ, cached_ityp,
islider, vslider,
group_size, initialized)
result[i] = res
finally:
# so we don't free the wrong memory
islider.reset()
vslider.reset()
result = maybe_convert_objects(result)
return result, counts
cdef class SeriesGrouper(_BaseGrouper):
"""
Performs generic grouping operation while avoiding ndarray construction
overhead
"""
cdef:
Py_ssize_t nresults, ngroups
cdef public:
ndarray arr, index, dummy_arr, dummy_index
object f, labels, values, typ, ityp, name
def __init__(self, object series, object f, object labels,
Py_ssize_t ngroups, object dummy):
# in practice we always pass obj.iloc[:0] or equivalent
assert dummy is not None
if len(series) == 0:
# get_result would never assign `result`
raise ValueError("SeriesGrouper requires non-empty `series`")
self.labels = labels
self.f = f
values = series.values
if util.is_array(values) and not values.flags.c_contiguous:
# e.g. Categorical has no `flags` attribute
values = values.copy('C')
self.arr = values
self.typ = series._constructor
self.ityp = series.index._constructor
self.index = series.index.values
self.name = series.name
self.dummy_arr, self.dummy_index = self._check_dummy(dummy)
self.ngroups = ngroups
def get_result(self):
cdef:
# Define result to avoid UnboundLocalError
ndarray arr, result = None
ndarray[int64_t] labels, counts
Py_ssize_t i, n, group_size, lab
object res
bint initialized = 0
Slider vslider, islider
object cached_typ = None, cached_ityp = None
labels = self.labels
counts = np.zeros(self.ngroups, dtype=np.int64)
group_size = 0
n = len(self.arr)
vslider = Slider(self.arr, self.dummy_arr)
islider = Slider(self.index, self.dummy_index)
result = np.empty(self.ngroups, dtype='O')
try:
for i in range(n):
group_size += 1
lab = labels[i]
if i == n - 1 or lab != labels[i + 1]:
if lab == -1:
islider.advance(group_size)
vslider.advance(group_size)
group_size = 0
continue
islider.set_length(group_size)
vslider.set_length(group_size)
cached_typ, cached_ityp = self._update_cached_objs(
cached_typ, cached_ityp, islider, vslider)
res, initialized = self._apply_to_group(cached_typ, cached_ityp,
islider, vslider,
group_size, initialized)
result[lab] = res
counts[lab] = group_size
group_size = 0
finally:
# so we don't free the wrong memory
islider.reset()
vslider.reset()
# We check for empty series in the constructor, so should always
# have result initialized by this point.
assert initialized, "`result` has not been initialized."
result = maybe_convert_objects(result)
return result, counts
cdef inline _extract_result(object res, bint squeeze=True):
""" extract the result object, it might be a 0-dim ndarray
or a len-1 0-dim, or a scalar """
if hasattr(res, 'values') and util.is_array(res.values):
res = res.values
if util.is_array(res):
if res.ndim == 0:
res = res.item()
elif squeeze and res.ndim == 1 and len(res) == 1:
res = res[0]
return res
cdef class Slider:
"""
Only handles contiguous data for now
"""
cdef:
ndarray values, buf
Py_ssize_t stride, orig_len, orig_stride
char *orig_data
def __init__(self, ndarray values, ndarray buf):
assert values.ndim == 1
assert values.dtype == buf.dtype
if not values.flags.contiguous:
values = values.copy()
self.values = values
self.buf = buf
self.stride = values.strides[0]
self.orig_data = self.buf.data
self.orig_len = self.buf.shape[0]
self.orig_stride = self.buf.strides[0]
self.buf.data = self.values.data
self.buf.strides[0] = self.stride
cdef advance(self, Py_ssize_t k):
self.buf.data = <char*>self.buf.data + self.stride * k
cdef move(self, int start, int end):
"""
For slicing
"""
self.buf.data = self.values.data + self.stride * start
self.buf.shape[0] = end - start
cdef set_length(self, Py_ssize_t length):
self.buf.shape[0] = length
cdef reset(self):
self.buf.shape[0] = self.orig_len
self.buf.data = self.orig_data
self.buf.strides[0] = self.orig_stride
class InvalidApply(Exception):
pass
def apply_frame_axis0(object frame, object f, object names,
const int64_t[:] starts, const int64_t[:] ends):
cdef:
BlockSlider slider
Py_ssize_t i, n = len(starts)
list results
object piece
dict item_cache
# We have already checked that we don't have a MultiIndex before calling
assert frame.index.nlevels == 1
results = []
slider = BlockSlider(frame)
mutated = False
item_cache = slider.dummy._item_cache
try:
for i in range(n):
slider.move(starts[i], ends[i])
item_cache.clear() # ugh
chunk = slider.dummy
object.__setattr__(chunk, 'name', names[i])
try:
piece = f(chunk)
except Exception:
# We can't be more specific without knowing something about `f`
raise InvalidApply('Let this error raise above us')
# Need to infer if low level index slider will cause segfaults
require_slow_apply = i == 0 and piece is chunk
try:
if piece.index is not chunk.index:
mutated = True
except AttributeError:
# `piece` might not have an index, could be e.g. an int
pass
if not is_scalar(piece):
# Need to copy data to avoid appending references
try:
piece = piece.copy(deep="all")
except (TypeError, AttributeError):
piece = copy(piece)
results.append(piece)
# If the data was modified inplace we need to
# take the slow path to not risk segfaults
# we have already computed the first piece
if require_slow_apply:
break
finally:
slider.reset()
return results, mutated
cdef class BlockSlider:
"""
Only capable of sliding on axis=0
"""
cdef public:
object frame, dummy, index
int nblocks
Slider idx_slider
list blocks
cdef:
char **base_ptrs
def __init__(self, object frame):
cdef:
Py_ssize_t i
object b
self.frame = frame
self.dummy = frame[:0]
self.index = self.dummy.index
self.blocks = [b.values for b in self.dummy._mgr.blocks]
for x in self.blocks:
util.set_array_not_contiguous(x)
self.nblocks = len(self.blocks)
# See the comment in indexes/base.py about _index_data.
# We need this for EA-backed indexes that have a reference to a 1-d
# ndarray like datetime / timedelta / period.
self.idx_slider = Slider(
self.frame.index._index_data, self.dummy.index._index_data)
self.base_ptrs = <char**>malloc(sizeof(char*) * len(self.blocks))
for i, block in enumerate(self.blocks):
self.base_ptrs[i] = (<ndarray>block).data
def __dealloc__(self):
free(self.base_ptrs)
cdef move(self, int start, int end):
cdef:
ndarray arr
Py_ssize_t i
# move blocks
for i in range(self.nblocks):
arr = self.blocks[i]
# axis=1 is the frame's axis=0
arr.data = self.base_ptrs[i] + arr.strides[1] * start
arr.shape[1] = end - start
# move and set the index
self.idx_slider.move(start, end)
object.__setattr__(self.index, '_index_data', self.idx_slider.buf)
self.index._engine.clear_mapping()
cdef reset(self):
cdef:
ndarray arr
Py_ssize_t i
# reset blocks
for i in range(self.nblocks):
arr = self.blocks[i]
# axis=1 is the frame's axis=0
arr.data = self.base_ptrs[i]
arr.shape[1] = 0
def compute_reduction(arr: np.ndarray, f, axis: int = 0, dummy=None, labels=None):
"""
Parameters
-----------
arr : np.ndarray
f : function
axis : integer axis
dummy : type of reduced output (series)
labels : Index or None
"""
# We either have both dummy and labels, or neither of them
if (labels is None) ^ (dummy is None):
raise ValueError("Must pass either dummy and labels, or neither")
if labels is not None:
# Caller is responsible for ensuring we don't have MultiIndex
assert labels.nlevels == 1
# pass as an ndarray/ExtensionArray
labels = labels._values
reducer = Reducer(arr, f, axis=axis, dummy=dummy, labels=labels)
return reducer.get_result()