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Pandas uses Cython and C/C++ extension modules to optimize performance. Unfortunately, the standard Python debugger does not allow you to step into these extensions. Cython extensions can be debugged with the Cython debugger and C/C++ extensions can be debugged using the tools shipped with your platform's compiler.
For Python developers with limited or no C/C++ experience this can seem a daunting task. Core developer Will Ayd has written a 3 part blog series to help guide you from the standard Python debugger into these other tools: