Allow non-default indexes in to_parquet.

...when supported by the underlying engine.
Fixes pandas-dev#18581

Author: dhirschfeld

ci/requirements-2.7.sh

@@ -4,4 +4,4 @@ source activate pandas
 
 echo "install 27"
 
-conda install -n pandas -c conda-forge feather-format pyarrow=0.4.1 fastparquet
+conda install -n pandas -c conda-forge feather-format pyarrow=0.7.0 fastparquet

ci/requirements-3.5.sh

@@ -8,4 +8,4 @@ echo "install 35"
 conda remove -n pandas python-dateutil --force
 pip install python-dateutil
 
-conda install -n pandas -c conda-forge feather-format pyarrow=0.5.0
+conda install -n pandas -c conda-forge feather-format pyarrow=0.7.0

doc/source/install.rst

@@ -229,7 +229,7 @@ Optional Dependencies
 * `xarray <http://xarray.pydata.org>`__: pandas like handling for > 2 dims, needed for converting Panels to xarray objects. Version 0.7.0 or higher is recommended.
 * `PyTables <http://www.pytables.org>`__: necessary for HDF5-based storage. Version 3.0.0 or higher required, Version 3.2.1 or higher highly recommended.
 * `Feather Format <https://github.com/wesm/feather>`__: necessary for feather-based storage, version 0.3.1 or higher.
-* `Apache Parquet <https://parquet.apache.org/>`__, either `pyarrow <http://arrow.apache.org/docs/python/>`__ (>= 0.4.1) or `fastparquet <https://fastparquet.readthedocs.io/en/latest/necessary>`__ (>= 0.0.6) for parquet-based storage. The `snappy <https://pypi.python.org/pypi/python-snappy>`__ and `brotli <https://pypi.python.org/pypi/brotlipy>`__ are available for compression support.
+* `Apache Parquet <https://parquet.apache.org/>`__, either `pyarrow <http://arrow.apache.org/docs/python/>`__ (>= 0.7.0) or `fastparquet <https://fastparquet.readthedocs.io/en/latest/necessary>`__ (>= 0.1.0) for parquet-based storage. The `snappy <https://pypi.python.org/pypi/python-snappy>`__ and `brotli <https://pypi.python.org/pypi/brotlipy>`__ are available for compression support.
 * `SQLAlchemy <http://www.sqlalchemy.org>`__: for SQL database support. Version 0.8.1 or higher recommended. Besides SQLAlchemy, you also need a database specific driver. You can find an overview of supported drivers for each SQL dialect in the `SQLAlchemy docs <http://docs.sqlalchemy.org/en/latest/dialects/index.html>`__. Some common drivers are:
 
   * `psycopg2 <http://initd.org/psycopg/>`__: for PostgreSQL

doc/source/io.rst

@@ -4504,11 +4504,8 @@ dtypes, including extension dtypes such as datetime with tz.
 
 Several caveats.
 
-- The format will NOT write an ``Index``, or ``MultiIndex`` for the
-  ``DataFrame`` and will raise an error if a non-default one is provided. You
-  can ``.reset_index()`` to store the index or ``.reset_index(drop=True)`` to
-  ignore it.
 - Duplicate column names and non-string columns names are not supported
+- Index level names, if specified, must be strings
 - Categorical dtypes can be serialized to parquet, but will de-serialize as ``object`` dtype.
 - Non supported types include ``Period`` and actual python object types. These will raise a helpful error message
   on an attempt at serialization.

doc/source/whatsnew/v0.22.0.txt

@@ -326,4 +326,4 @@ Other
 ^^^^^
 
 - Improved error message when attempting to use a Python keyword as an identifier in a ``numexpr`` backed query (:issue:`18221`)
--
+- 

pandas/io/parquet.py

@@ -3,7 +3,8 @@
 from warnings import catch_warnings
 from distutils.version import LooseVersion
 from pandas import DataFrame, RangeIndex, Int64Index, get_option
-from pandas.compat import range
+from pandas.compat import range, string_types
+from pandas.core.common import AbstractMethodError
 from pandas.io.common import get_filepath_or_buffer
 
 
@@ -34,82 +35,152 @@ def get_engine(engine):
         return FastParquetImpl()
 
 
-class PyArrowImpl(object):
+class BaseImpl(object):
+
+    api = None  # module
+
+    @staticmethod
+    def validate_dataframe(df):
+        if not isinstance(df, DataFrame):
+            raise ValueError("to_parquet only supports IO with DataFrames")
+        # must have value column names (strings only)
+        if df.columns.inferred_type not in {'string', 'unicode'}:
+            raise ValueError("parquet must have string column names")
+        # index level names must be strings
+        valid_names = all(
+            isinstance(name, string_types)
+            for name in df.index.names
+            if name is not None
+        )
+        if not valid_names:
+            raise ValueError("Index level names must be strings")
+
+    def write(self, df, path, compression, **kwargs):
+        raise AbstractMethodError(self)
+
+    def read(self, path, columns=None, **kwargs):
+        raise AbstractMethodError(self)
+
+
+class PyArrowImpl(BaseImpl):
 
     def __init__(self):
         # since pandas is a dependency of pyarrow
         # we need to import on first use
-
         try:
             import pyarrow
             import pyarrow.parquet
         except ImportError:
-            raise ImportError("pyarrow is required for parquet support\n\n"
-                              "you can install via conda\n"
-                              "conda install pyarrow -c conda-forge\n"
-                              "\nor via pip\n"
-                              "pip install -U pyarrow\n")
-
-        if LooseVersion(pyarrow.__version__) < LooseVersion('0.4.1'):
-            raise ImportError("pyarrow >= 0.4.1 is required for parquet"
-                              "support\n\n"
-                              "you can install via conda\n"
-                              "conda install pyarrow -c conda-forge\n"
-                              "\nor via pip\n"
-                              "pip install -U pyarrow\n")
-
-        self._pyarrow_lt_050 = (LooseVersion(pyarrow.__version__) <
-                                LooseVersion('0.5.0'))
-        self._pyarrow_lt_060 = (LooseVersion(pyarrow.__version__) <
-                                LooseVersion('0.6.0'))
+            raise ImportError(
+                "pyarrow is required for parquet support\n\n"
+                "you can install via conda\n"
+                "conda install pyarrow -c conda-forge\n"
+                "\nor via pip\n"
+                "pip install -U pyarrow\n"
+            )
+        if LooseVersion(pyarrow.__version__) < '0.4.1':
+            raise ImportError(
+                "pyarrow >= 0.4.1 is required for parquet support\n\n"
+                "you can install via conda\n"
+                "conda install pyarrow -c conda-forge\n"
+                "\nor via pip\n"
+                "pip install -U pyarrow\n"
+            )
+        self._pyarrow_lt_070 = (
+           LooseVersion(pyarrow.__version__) < LooseVersion('0.7.0')
+        )
         self.api = pyarrow
 
     def write(self, df, path, compression='snappy',
               coerce_timestamps='ms', **kwargs):
+        self.validate_dataframe(df)
+        if self._pyarrow_lt_070:
+            self._validate_write_lt_070(
+                df, path, compression, coerce_timestamps, **kwargs
+            )
         path, _, _ = get_filepath_or_buffer(path)
-        if self._pyarrow_lt_060:
-            table = self.api.Table.from_pandas(df, timestamps_to_ms=True)
-            self.api.parquet.write_table(
-                table, path, compression=compression, **kwargs)
-
-        else:
-            table = self.api.Table.from_pandas(df)
-            self.api.parquet.write_table(
-                table, path, compression=compression,
-                coerce_timestamps=coerce_timestamps, **kwargs)
+        table = self.api.Table.from_pandas(df)
+        self.api.parquet.write_table(
+            table, path, compression=compression,
+            coerce_timestamps=coerce_timestamps, **kwargs)
 
     def read(self, path, columns=None, **kwargs):
         path, _, _ = get_filepath_or_buffer(path)
-        return self.api.parquet.read_table(path, columns=columns,
-                                           **kwargs).to_pandas()
-
-
-class FastParquetImpl(object):
+        parquet_file = self.api.parquet.ParquetFile(path)
+        if self._pyarrow_lt_070:
+            parquet_file.path = path
+            return self._read_lt_070(parquet_file, columns, **kwargs)
+        kwargs['use_pandas_metadata'] = True
+        return parquet_file.read(columns=columns, **kwargs).to_pandas()
+
+
+    def _validate_write_lt_070(self, df, path, compression='snappy',
+                      coerce_timestamps='ms', **kwargs):
+        # Compatibility shim for pyarrow < 0.7.0
+        # TODO: Remove in pandas 0.22.0
+        from pandas.core.indexes.multi import MultiIndex
+        if isinstance(df.index, MultiIndex):
+            msg = "Mulit-index DataFrames are only supported with pyarrow >= 0.7.0"
+            raise ValueError(msg)
+        # Validate index
+        if not isinstance(df.index, Int64Index):
+            msg = (
+                "parquet does not support serializing {} for the index;"
+                "you can .reset_index() to make the index into column(s)"
+            )
+            raise ValueError(msg.format(type(df.index)))
+        if not df.index.equals(RangeIndex(len(df))):
+            raise ValueError(
+                "parquet does not support serializing a non-default index "
+                "for the index; you can .reset_index() to make the index "
+                "into column(s)"
+            )
+        if df.index.name is not None:
+            raise ValueError(
+                "parquet does not serialize index meta-data "
+                "on a default index"
+            )
+
+    def _read_lt_070(self, parquet_file, columns, **kwargs):
+        # Compatibility shim for pyarrow < 0.7.0
+        # TODO: Remove in pandas 0.22.0
+        from itertools import chain
+        import json
+        if columns is not None:
+            metadata = json.loads(parquet_file.metadata.metadata[b'pandas'])
+            columns = set(chain(columns, metadata['index_columns']))
+        kwargs['columns'] = columns
+        return self.api.parquet.read_table(parquet_file.path, **kwargs).to_pandas()
+
+
+class FastParquetImpl(BaseImpl):
 
     def __init__(self):
         # since pandas is a dependency of fastparquet
         # we need to import on first use
-
         try:
             import fastparquet
         except ImportError:
-            raise ImportError("fastparquet is required for parquet support\n\n"
-                              "you can install via conda\n"
-                              "conda install fastparquet -c conda-forge\n"
-                              "\nor via pip\n"
-                              "pip install -U fastparquet")
-
-        if LooseVersion(fastparquet.__version__) < LooseVersion('0.1.0'):
-            raise ImportError("fastparquet >= 0.1.0 is required for parquet "
-                              "support\n\n"
-                              "you can install via conda\n"
-                              "conda install fastparquet -c conda-forge\n"
-                              "\nor via pip\n"
-                              "pip install -U fastparquet")
-
+            raise ImportError(
+                "fastparquet is required for parquet support\n\n"
+                "you can install via conda\n"
+                "conda install fastparquet -c conda-forge\n"
+                "\nor via pip\n"
+                "pip install -U fastparquet"
+            )
+        if LooseVersion(fastparquet.__version__) < '0.1.0':
+            raise ImportError(
+                "fastparquet >= 0.1.0 is required for parquet "
+                "support\n\n"
+                "you can install via conda\n"
+                "conda install fastparquet -c conda-forge\n"
+                "\nor via pip\n"
+                "pip install -U fastparquet"
+            )
         self.api = fastparquet
 
     def write(self, df, path, compression='snappy', **kwargs):
+        self.validate_dataframe(df)
         # thriftpy/protocol/compact.py:339:
         # DeprecationWarning: tostring() is deprecated.
         # Use tobytes() instead.
@@ -120,7 +191,8 @@ def write(self, df, path, compression='snappy', **kwargs):
 
     def read(self, path, columns=None, **kwargs):
         path, _, _ = get_filepath_or_buffer(path)
-        return self.api.ParquetFile(path).to_pandas(columns=columns, **kwargs)
+        parquet_file = self.api.ParquetFile(path)
+        return parquet_file.to_pandas(columns=columns, **kwargs)
 
 
 def to_parquet(df, path, engine='auto', compression='snappy', **kwargs):
@@ -141,43 +213,7 @@ def to_parquet(df, path, engine='auto', compression='snappy', **kwargs):
     kwargs
         Additional keyword arguments passed to the engine
     """
-
     impl = get_engine(engine)
-
-    if not isinstance(df, DataFrame):
-        raise ValueError("to_parquet only support IO with DataFrames")
-
-    valid_types = {'string', 'unicode'}
-
-    # validate index
-    # --------------
-
-    # validate that we have only a default index
-    # raise on anything else as we don't serialize the index
-
-    if not isinstance(df.index, Int64Index):
-        raise ValueError("parquet does not support serializing {} "
-                         "for the index; you can .reset_index()"
-                         "to make the index into column(s)".format(
-                             type(df.index)))
-
-    if not df.index.equals(RangeIndex.from_range(range(len(df)))):
-        raise ValueError("parquet does not support serializing a "
-                         "non-default index for the index; you "
-                         "can .reset_index() to make the index "
-                         "into column(s)")
-
-    if df.index.name is not None:
-        raise ValueError("parquet does not serialize index meta-data on a "
-                         "default index")
-
-    # validate columns
-    # ----------------
-
-    # must have value column names (strings only)
-    if df.columns.inferred_type not in valid_types:
-        raise ValueError("parquet must have string column names")
-
     return impl.write(df, path, compression=compression, **kwargs)