PERF: bench for pandas-dev#10287

Author: jreback

vb_suite/indexing.py

@@ -235,3 +235,32 @@
 series_ix_slice = Benchmark("s.ix[:800000]", setup)
 series_ix_list_like = Benchmark("s.ix[[800000]]", setup)
 series_ix_array = Benchmark("s.ix[np.arange(10000)]", setup)
+
+
+# multi-index slicing
+setup = common_setup + """
+idx=pd.IndexSlice
+n=100000
+mdt = pandas.DataFrame()
+mdt['A'] = np.random.choice(range(10000,45000,1000), n)
+mdt['B'] = np.random.choice(range(10,400), n)
+mdt['C'] = np.random.choice(range(1,150), n)
+mdt['D'] = np.random.choice(range(10000,45000), n)
+mdt['x'] = np.random.choice(range(400), n)
+mdt['y'] = np.random.choice(range(25), n)
+
+
+test_A = 25000
+test_B = 25
+test_C = 40
+test_D = 35000
+
+eps_A = 5000
+eps_B = 5
+eps_C = 5
+eps_D = 5000
+mdt2 = mdt.set_index(['A','B','C','D']).sortlevel()
+"""
+
+multiindex_slicers = Benchmark('mdt2.loc[idx[test_A-eps_A:test_A+eps_A,test_B-eps_B:test_B+eps_B,test_C-eps_C:test_C+eps_C,test_D-eps_D:test_D+eps_D],:]', setup,
+                               start_date=datetime(2015, 1, 1))