v0.19.0.txt

.. _whatsnew_0190:

v0.19.0 (August ??, 2016)
-------------------------

This is a major release from 0.18.2 and includes a small number of API changes, several new features,
enhancements, and performance improvements along with a large number of bug fixes. We recommend that all
users upgrade to this version.

Highlights include:

- :func:`merge_asof` for asof-style time-series joining, see :ref:`here <whatsnew_0190.enhancements.asof_merge>`

.. contents:: What's new in v0.18.2
    :local:
    :backlinks: none

.. _whatsnew_0190.new_features:

New features
~~~~~~~~~~~~

.. _whatsnew_0190.enhancements.asof_merge:

:func:`merge_asof` for asof-style time-series joining
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

A long-time requested feature has been added through the :func:`merge_asof` function, to
support asof style joining of time-series. (:issue:`1870`). Full documentation is
:ref:`here <merging.merge_asof>`

The :func:`merge_asof` performs an asof merge, which is similar to a left-join
except that we match on nearest key rather than equal keys.

.. ipython:: python

   left = pd.DataFrame({'a': [1, 5, 10],
                        'left_val': ['a', 'b', 'c']})
   right = pd.DataFrame({'a': [1, 2, 3, 6, 7],
                        'right_val': [1, 2, 3, 6, 7]})

   left
   right

We typically want to match exactly when possible, and use the most
recent value otherwise.

.. ipython:: python

   pd.merge_asof(left, right, on='a')

We can also match rows ONLY with prior data, and not an exact match.

.. ipython:: python

   pd.merge_asof(left, right, on='a', allow_exact_matches=False)


In a typical time-series example, we have ``trades`` and ``quotes`` and we want to ``asof-join`` them.
This also illustrates using the ``by`` parameter to group data before merging.

.. ipython:: python

   trades = pd.DataFrame({
       'time': pd.to_datetime(['20160525 13:30:00.023',
                               '20160525 13:30:00.038',
                               '20160525 13:30:00.048',
                               '20160525 13:30:00.048',
                               '20160525 13:30:00.048']),
       'ticker': ['MSFT', 'MSFT',
                  'GOOG', 'GOOG', 'AAPL'],
       'price': [51.95, 51.95,
                 720.77, 720.92, 98.00],
       'quantity': [75, 155,
                    100, 100, 100]},
       columns=['time', 'ticker', 'price', 'quantity'])

   quotes = pd.DataFrame({
       'time': pd.to_datetime(['20160525 13:30:00.023',
                               '20160525 13:30:00.023',
                               '20160525 13:30:00.030',
                               '20160525 13:30:00.041',
                               '20160525 13:30:00.048',
                               '20160525 13:30:00.049',
                               '20160525 13:30:00.072',
                               '20160525 13:30:00.075']),
       'ticker': ['GOOG', 'MSFT', 'MSFT',
                  'MSFT', 'GOOG', 'AAPL', 'GOOG',
                  'MSFT'],
       'bid': [720.50, 51.95, 51.97, 51.99,
               720.50, 97.99, 720.50, 52.01],
       'ask': [720.93, 51.96, 51.98, 52.00,
               720.93, 98.01, 720.88, 52.03]},
       columns=['time', 'ticker', 'bid', 'ask'])

.. ipython:: python

   trades
   quotes

An asof merge joins on the ``on``, typically a datetimelike field, which is ordered, and
in this case we are using a grouper in the ``by`` field. This is like a left-outer join, except
that forward filling happens automatically taking the most recent non-NaN value.

.. ipython:: python

   pd.merge_asof(trades, quotes,
                 on='time',
                 by='ticker')

This returns a merged DataFrame with the entries in the same order as the original left
passed DataFrame (``trades`` in this case), with the fields of the ``quotes`` merged.

.. _whatsnew_0190.enhancements.read_csv_dupe_col_names_support:

:func:`read_csv` has improved support for duplicate column names
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

:ref:`Duplicate column names <io.dupe_names>` are now supported in :func:`read_csv` whether
they are in the file or passed in as the ``names`` parameter (:issue:`7160`, :issue:`9424`)

.. ipython :: python

   data = '0,1,2\n3,4,5'
   names = ['a', 'b', 'a']

Previous behaviour:

.. code-block:: ipython

   In [2]: pd.read_csv(StringIO(data), names=names)
   Out[2]:
      a  b  a
   0  2  1  2
   1  5  4  5

The first 'a' column contains the same data as the second 'a' column, when it should have
contained the array ``[0, 3]``.

New behaviour:

.. ipython :: python

   In [2]: pd.read_csv(StringIO(data), names=names)

.. _whatsnew_0190.enhancements.semi_month_offsets:

Semi-Month Offsets
^^^^^^^^^^^^^^^^^^

Pandas has gained new frequency offsets, ``SemiMonthEnd`` ('SM') and ``SemiMonthBegin`` ('SMS').
These provide date offsets anchored (by default) to the 15th and end of month, and 15th and 1st of month respectively.
(:issue:`1543`)

.. ipython:: python

    from pandas.tseries.offsets import SemiMonthEnd, SemiMonthBegin

SemiMonthEnd:

.. ipython:: python

    Timestamp('2016-01-01') + SemiMonthEnd()

    pd.date_range('2015-01-01', freq='SM', periods=4)

SemiMonthBegin:

.. ipython:: python

    Timestamp('2016-01-01') + SemiMonthBegin()

    pd.date_range('2015-01-01', freq='SMS', periods=4)

Using the anchoring suffix, you can also specify the day of month to use instead of the 15th.

.. ipython:: python

    pd.date_range('2015-01-01', freq='SMS-16', periods=4)

    pd.date_range('2015-01-01', freq='SM-14', periods=4)

.. _whatsnew_0190.enhancements.other:

Other enhancements
^^^^^^^^^^^^^^^^^^

- The ``.tz_localize()`` method of ``DatetimeIndex`` and ``Timestamp`` has gained the ``errors`` keyword, so you can potentially coerce nonexistent timestamps to ``NaT``. The default behaviour remains to raising a ``NonExistentTimeError`` (:issue:`13057`)

- ``Index`` now supports ``.str.extractall()`` which returns a ``DataFrame``, see :ref:`documentation here <text.extractall>` (:issue:`10008`, :issue:`13156`)
- ``.to_hdf/read_hdf()`` now accept path objects (e.g. ``pathlib.Path``, ``py.path.local``) for the file path (:issue:`11773`)

  .. ipython:: python

     idx = pd.Index(["a1a2", "b1", "c1"])
     idx.str.extractall("[ab](?P<digit>\d)")

- ``Timestamp`` s can now accept positional and keyword parameters like :func:`datetime.datetime` (:issue:`10758`, :issue:`11630`)

  .. ipython:: python

    pd.Timestamp(2012, 1, 1)

    pd.Timestamp(year=2012, month=1, day=1, hour=8, minute=30)

- The ``pd.read_csv()`` with ``engine='python'`` has gained support for the ``decimal`` option (:issue:`12933`)
- The ``pd.read_csv()`` with ``engine='python'`` has gained support for the ``na_filter`` option (:issue:`13321`)
- The ``pd.read_csv()`` with ``engine='python'`` has gained support for the ``memory_map`` option (:issue:`13381`)

- The ``pd.read_html()`` has gained support for the ``na_values`` option (:issue:`13461`)
- The ``pd.read_html()`` has gained support for the ``converters`` option (:issue:`13461`)
- The ``pd.read_html()`` has gained support for the ``keep_default_na`` option (:issue:`13461`)
- The ``pd.read_html()`` has gained support for the ``squeeze`` option (:issue:`13461`)
- The ``pd.read_html()`` has gained support for the ``date_parser`` option (:issue:`13461`)

- ``Index.astype()`` now accepts an optional boolean argument ``copy``, which allows optional copying if the requirements on dtype are satisfied (:issue:`13209`)
- ``Index`` now supports the ``.where()`` function for same shape indexing (:issue:`13170`)

  .. ipython:: python

     idx = pd.Index(['a', 'b', 'c'])
     idx.where([True, False, True])

- ``Categorical.astype()`` now accepts an optional boolean argument ``copy``, effective when dtype is categorical (:issue:`13209`)
- ``DataFrame`` has gained the ``.asof()`` method to return the last non-NaN values according to the selected subset (:issue:`13358`)
- Consistent with the Python API, ``pd.read_csv()`` will now interpret ``+inf`` as positive infinity (:issue:`13274`)
- The ``DataFrame`` constructor will now respect key ordering if a list of ``OrderedDict`` objects are passed in (:issue:`13304`)
- ``pd.read_html()`` has gained support for the ``decimal`` option (:issue:`12907`)
- A ``union_categorical`` function has been added for combining categoricals, see :ref:`Unioning Categoricals<categorical.union>` (:issue:`13361`)
- ``eval``'s upcasting rules for ``float32`` types have been updated to be more consistent with NumPy's rules.  New behavior will not upcast to ``float64`` if you multiply a pandas ``float32`` object by a scalar float64. (:issue:`12388`)
- ``Series`` has gained the properties ``.is_monotonic``, ``.is_monotonic_increasing``, ``.is_monotonic_decreasing``, similar to ``Index`` (:issue:`13336`)

.. _whatsnew_0190.api:

API changes
~~~~~~~~~~~


- Non-convertible dates in an excel date column will be returned without conversion and the column will be ``object`` dtype, rather than raising an exception  (:issue:`10001`)
- An ``UnsupportedFunctionCall`` error is now raised if NumPy ufuncs like ``np.mean`` are called on groupby or resample objects (:issue:`12811`)
- Calls to ``.sample()`` will respect the random seed set via ``numpy.random.seed(n)`` (:issue:`13161`)
- ``Styler.apply`` is now more strict about the outputs your function must return. For ``axis=0`` or ``axis=1``, the output shape must be identical. For ``axis=None``, the output must be a DataFrame with identical columns and index labels. (:issue:`13222`)

.. _whatsnew_0190.api.tolist:

``Series.tolist()`` will now return Python types
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

``Series.tolist()`` will now return Python types in the output, mimicking NumPy ``.tolist()`` behaviour (:issue:`10904`)


.. ipython:: python

   s = pd.Series([1,2,3])
   type(s.tolist()[0])

Previous Behavior:

.. code-block:: ipython

   In [7]: type(s.tolist()[0])
   Out[7]:
    <class 'numpy.int64'>

New Behavior:

.. ipython:: python

   type(s.tolist()[0])

.. _whatsnew_0190.api.promote:

``Series`` type promotion on assignment
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

A ``Series`` will now correctly promote its dtype for assignment with incompat values to the current dtype (:issue:`13234`)


.. ipython:: python

   s = pd.Series()

Previous Behavior:

.. code-block:: ipython

   In [2]: s["a"] = pd.Timestamp("2016-01-01")

   In [3]: s["b"] = 3.0
   TypeError: invalid type promotion

New Behavior:

.. ipython:: python

   s["a"] = pd.Timestamp("2016-01-01")
   s["b"] = 3.0
   s
   s.dtype

.. _whatsnew_0190.api.to_datetime_coerce:

``.to_datetime()`` when coercing
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

A bug is fixed in ``.to_datetime()`` when passing integers or floats, and no ``unit`` and ``errors='coerce'`` (:issue:`13180`).
Previously if ``.to_datetime()`` encountered mixed integers/floats and strings, but no datetimes with ``errors='coerce'`` it would convert all to ``NaT``.

Previous Behavior:

.. code-block:: ipython

   In [2]: pd.to_datetime([1, 'foo'], errors='coerce')
   Out[2]: DatetimeIndex(['NaT', 'NaT'], dtype='datetime64[ns]', freq=None)

This will now convert integers/floats with the default unit of ``ns``.

.. ipython:: python

   pd.to_datetime([1, 'foo'], errors='coerce')

.. _whatsnew_0190.api.merging:

Merging changes
^^^^^^^^^^^^^^^

Merging will now preserve the dtype of the join keys (:issue:`8596`)

.. ipython:: python

   df1 = pd.DataFrame({'key': [1], 'v1': [10]})
   df1
   df2 = pd.DataFrame({'key': [1, 2], 'v1': [20, 30]})
   df2

Previous Behavior:

.. code-block:: ipython

   In [5]: pd.merge(df1, df2, how='outer')
   Out[5]:
      key    v1
   0  1.0  10.0
   1  1.0  20.0
   2  2.0  30.0

   In [6]: pd.merge(df1, df2, how='outer').dtypes
   Out[6]:
   key    float64
   v1     float64
   dtype: object

New Behavior:

We are able to preserve the join keys

.. ipython:: python

   pd.merge(df1, df2, how='outer')
   pd.merge(df1, df2, how='outer').dtypes

Of course if you have missing values that are introduced, then the
resulting dtype will be upcast (unchanged from previous).

.. ipython:: python

   pd.merge(df1, df2, how='outer', on='key')
   pd.merge(df1, df2, how='outer', on='key').dtypes

.. _whatsnew_0190.describe:

``.describe()`` changes
^^^^^^^^^^^^^^^^^^^^^^^

Percentile identifiers in the index of a ``.describe()`` output will now be rounded to the least precision that keeps them distinct (:issue:`13104`)

.. ipython:: python

   s = pd.Series([0, 1, 2, 3, 4])
   df = pd.DataFrame([0, 1, 2, 3, 4])

Previous Behavior:

The percentiles were rounded to at most one decimal place, which could raise ``ValueError`` for a data frame if the percentiles were duplicated.

.. code-block:: ipython

   In [3]: s.describe(percentiles=[0.0001, 0.0005, 0.001, 0.999, 0.9995, 0.9999])
   Out[3]:
   count     5.000000
   mean      2.000000
   std       1.581139
   min       0.000000
   0.0%      0.000400
   0.1%      0.002000
   0.1%      0.004000
   50%       2.000000
   99.9%     3.996000
   100.0%    3.998000
   100.0%    3.999600
   max       4.000000
   dtype: float64

   In [4]: df.describe(percentiles=[0.0001, 0.0005, 0.001, 0.999, 0.9995, 0.9999])
   Out[4]:
   ...
   ValueError: cannot reindex from a duplicate axis

New Behavior:

.. ipython:: python

   s.describe(percentiles=[0.0001, 0.0005, 0.001, 0.999, 0.9995, 0.9999])
   df.describe(percentiles=[0.0001, 0.0005, 0.001, 0.999, 0.9995, 0.9999])

Furthermore:

- Passing duplicated ``percentiles`` will now raise a ``ValueError``.
- Bug in ``.describe()`` on a DataFrame with a mixed-dtype column index, which would previously raise a ``TypeError`` (:issue:`13288`)

.. _whatsnew_0190.api.other:

Other API changes
^^^^^^^^^^^^^^^^^

- ``Float64Index.astype(int)`` will now raise ``ValueError`` if ``Float64Index`` contains ``NaN`` values (:issue:`13149`)
- ``TimedeltaIndex.astype(int)`` and ``DatetimeIndex.astype(int)`` will now return ``Int64Index`` instead of ``np.array`` (:issue:`13209`)
- ``.filter()`` enforces mutual exclusion of the keyword arguments. (:issue:`12399`)
- ``PeridIndex`` can now accept ``list`` and ``array`` which contains ``pd.NaT`` (:issue:`13430`)
- ``__setitem__`` will no longer apply a callable rhs as a function instead of storing it. Call ``where`` directly to get the previous behavior. (:issue:`13299`)

.. _whatsnew_0190.deprecations:

Deprecations
^^^^^^^^^^^^

- ``compact_ints`` and ``use_unsigned`` have been deprecated in ``pd.read_csv()`` and will be removed in a future version (:issue:`13320`)
- ``buffer_lines`` has been deprecated in ``pd.read_csv()`` and will be removed in a future version (:issue:`13360`)
- ``as_recarray`` has been deprecated in ``pd.read_csv()`` and will be removed in a future version (:issue:`13373`)
- top-level ``pd.ordered_merge()`` has been renamed to ``pd.merge_ordered()`` and the original name will be removed in a future version (:issue:`13358`)

.. _whatsnew_0190.performance:

Performance Improvements
~~~~~~~~~~~~~~~~~~~~~~~~

- Improved performance of sparse ``IntIndex.intersect`` (:issue:`13082`)
- Improved performance of sparse arithmetic with ``BlockIndex`` when the number of blocks are large, though recommended to use ``IntIndex`` in such cases (:issue:`13082`)
- increased performance of ``DataFrame.quantile()`` as it now operates per-block (:issue:`11623`)

- Improved performance of float64 hash table operations, fixing some very slow indexing and groupby operations in python 3 (:issue:`13166`, :issue:`13334`)
- Improved performance of ``DataFrameGroupBy.transform`` (:issue:`12737`)


.. _whatsnew_0190.bug_fixes:

Bug Fixes
~~~~~~~~~

- Bug in ``io.json.json_normalize()``, where non-ascii keys raised an exception (:issue:`13213`)
- Bug in ``SparseSeries`` with ``MultiIndex`` ``[]`` indexing may raise ``IndexError`` (:issue:`13144`)
- Bug in ``SparseSeries`` with ``MultiIndex`` ``[]`` indexing result may have normal ``Index`` (:issue:`13144`)
- Bug in ``SparseDataFrame`` in which ``axis=None`` did not default to ``axis=0`` (:issue:`13048`)
- Bug in ``SparseSeries`` and ``SparseDataFrame`` creation with ``object`` dtype may raise ``TypeError`` (:issue:`11633`)
- Bug when passing a not-default-indexed ``Series`` as ``xerr`` or ``yerr`` in ``.plot()`` (:issue:`11858`)
- Bug in matplotlib ``AutoDataFormatter``; this restores the second scaled formatting and re-adds micro-second scaled formatting (:issue:`13131`)
- Bug in selection from a ``HDFStore`` with a fixed format and ``start`` and/or ``stop`` specified will now return the selected range (:issue:`8287`)


- Bug in ``.groupby(..).resample(..)`` when the same object is called multiple times (:issue:`13174`)
- Bug in ``.to_records()`` when index name is a unicode string (:issue:`13172`)

- Bug in calling ``.memory_usage()`` on object which doesn't implement (:issue:`12924`)

- Regression in ``Series.quantile`` with nans (also shows up in ``.median()`` and ``.describe()`` ); furthermore now names the ``Series`` with the quantile (:issue:`13098`, :issue:`13146`)

- Bug in ``SeriesGroupBy.transform`` with datetime values and missing groups (:issue:`13191`)

- Bug in ``Series.str.extractall()`` with ``str`` index raises ``ValueError``  (:issue:`13156`)
- Bug in ``Series.str.extractall()`` with single group and quantifier  (:issue:`13382`)


- Bug in ``PeriodIndex`` and ``Period`` subtraction raises ``AttributeError`` (:issue:`13071`)
- Bug in ``PeriodIndex`` construction returning a ``float64`` index in some circumstances (:issue:`13067`)
- Bug in ``.resample(..)`` with a ``PeriodIndex`` not changing its ``freq`` appropriately when empty (:issue:`13067`)
- Bug in ``.resample(..)`` with a ``PeriodIndex`` not retaining its type or name with an empty ``DataFrame`` appropriately when empty (:issue:`13212`)
- Bug in ``groupby(..).resample(..)`` where passing some keywords would raise an exception (:issue:`13235`)
- Bug in ``.tz_convert`` on a tz-aware ``DateTimeIndex`` that relied on index being sorted for correct results (:issue:`13306`)
- Bug in ``pd.read_hdf()`` where attempting to load an HDF file with a single dataset, that had one or more categorical columns, failed unless the key argument was set to the name of the dataset. (:issue:`13231`)
- Bug in ``.rolling()`` that allowed a negative integer window in contruction of the ``Rolling()`` object, but would later fail on aggregation (:issue:`13383`)

- Bug in various index types, which did not propagate the name of passed index (:issue:`12309`)
- Bug in ``DatetimeIndex``, which did not honour the ``copy=True`` (:issue:`13205`)
- Bug in ``DatetimeIndex.is_normalized`` returns incorrectly for normalized date_range in case of local timezones (:issue:`13459`)

- Bug in ``DataFrame.to_csv()`` in which float values were being quoted even though quotations were specified for non-numeric values only (:issue:`12922`, :issue:`13259`)
- Bug in ``MultiIndex`` slicing where extra elements were returned when level is non-unique (:issue:`12896`)
- Bug in ``.str.replace`` does not raise ``TypeError`` for invalid replacement (:issue:`13438`)


- Bug in ``pd.read_csv()`` with ``engine='python'`` in which ``NaN`` values weren't being detected after data was converted to numeric values (:issue:`13314`)
- Bug in ``pd.read_csv()`` in which the ``nrows`` argument was not properly validated for both engines (:issue:`10476`)
- Bug in ``pd.read_csv()`` with ``engine='python'`` in which infinities of mixed-case forms were not being interpreted properly (:issue:`13274`)
- Bug in ``pd.read_csv()`` with ``engine='python'`` in which trailing ``NaN`` values were not being parsed (:issue:`13320`)
- Bug in ``pd.read_csv()`` with ``engine='python'`` when reading from a tempfile.TemporaryFile on Windows with Python 3 (:issue:`13398`)
- Bug in ``pd.read_csv()`` that prevents ``usecols`` kwarg from accepting single-byte unicode strings (:issue:`13219`)
- Bug in ``pd.read_csv()`` that prevents ``usecols`` from being an empty set (:issue:`13402`)
- Bug in ``pd.read_csv()`` with ``engine=='c'`` in which null ``quotechar`` was not accepted even though ``quoting`` was specified as ``None`` (:issue:`13411`)
- Bug in ``pd.read_csv()`` with ``engine=='c'`` in which fields were not properly cast to float when quoting was specified as non-numeric (:issue:`13411`)
- Bug in ``pd.pivot_table()`` where ``margins_name`` is ignored when ``aggfunc`` is a list (:issue:`13354`)



- Bug in ``Series`` arithmetic raises ``TypeError`` if it contains datetime-like as ``object`` dtype (:issue:`13043`)


- Bug in ``pd.to_datetime()`` when passing invalid datatypes (e.g. bool); will now respect the ``errors`` keyword (:issue:`13176`)
- Bug in ``pd.to_datetime()`` which overflowed on ``int8``, `int16`` dtypes (:issue:`13451`)
- Bug in extension dtype creation where the created types were not is/identical (:issue:`13285`)

- Bug in ``NaT`` - ``Period`` raises ``AttributeError`` (:issue:`13071`)
- Bug in ``Period`` addition raises ``TypeError`` if ``Period`` is on right hand side (:issue:`13069`)
- Bug in ``Peirod`` and ``Series`` or ``Index`` comparison raises ``TypeError`` (:issue:`13200`)
- Bug in ``pd.set_eng_float_format()`` that would prevent NaN's from formatting (:issue:`11981`)
- Bug in ``.unstack`` with ``Categorical`` dtype resets ``.ordered`` to ``True`` (:issue:`13249`)


- Bug in ``Series`` comparison operators when dealing with zero dim NumPy arrays (:issue:`13006`)
- Bug in ``groupby`` where ``apply`` returns different result depending on whether first result is ``None`` or not (:issue:`12824`)
- Bug in ``groupby(..).nth()`` where the group key is included inconsistently if called after ``.head()/.tail()`` (:issue:`12839`)
- Bug in ``.to_html``, ``.to_latex`` and ``.to_string`` silently ignore custom datetime formatter passed through the ``formatters`` key word (:issue:`10690`)

- Bug in ``pd.to_numeric`` when ``errors='coerce'`` and input contains non-hashable objects (:issue:`13324`)


- Bug in ``Categorical.remove_unused_categories()`` changes ``.codes`` dtype to platform int (:issue:`13261`)
- Bug in ``groupby`` with ``as_index=False`` returns all NaN's when grouping on multiple columns including a categorical one (:issue:`13204`)

- Bug where ``pd.read_gbq()`` could throw ``ImportError: No module named discovery`` as a result of a naming conflict with another python package called apiclient  (:issue:`13454`)