Add asv tests for DataFrame.asof

Author: laudney

asv_bench/benchmarks/timeseries.py

@@ -335,6 +335,48 @@ def time_timeseries_asof_single(self):
         self.ts.asof(self.dates[0])
 
 
+class timeseries_dataframe_asof(object):
+    goal_time = 0.2
+
+    def setup(self):
+        self.N = 10000
+        self.M = 1000
+        self.rng = date_range(start='1/1/1990', periods=self.N, freq='53s')
+        self.ts = DataFrame(np.random.randn(self.N * self.M).reshape((self.N, self.M)), index=self.rng)
+        self.dates = date_range(start='1/1/1990', periods=(self.N * 10), freq='5s')
+
+    def time_timeseries_asof(self):
+        self.ts.asof(self.dates)
+
+
+class timeseries_dataframe_asof_nan(object):
+    goal_time = 0.2
+
+    def setup(self):
+        self.N = 10000
+        self.M = 1000
+        self.rng = date_range(start='1/1/1990', periods=self.N, freq='53s')
+        self.ts = DataFrame(np.random.randn(self.N * self.M).reshape((self.N, self.M)), index=self.rng)
+        self.dates = date_range(start='1/1/1990', periods=(self.N * 10), freq='5s')
+        self.ts[250:5000] = np.nan
+
+    def time_timeseries_asof_nan(self):
+        self.ts.asof(self.dates)
+
+
+class timeseries_dataframe_asof_single(object):
+    goal_time = 0.2
+
+    def setup(self):
+        self.N = 10000
+        self.M = 1000
+        self.rng = date_range(start='1/1/1990', periods=self.N, freq='53s')
+        self.ts = DataFrame(np.random.randn(self.N * self.M).reshape((self.N, self.M)), index=self.rng)
+        self.dates = date_range(start='1/1/1990', periods=(self.N * 10), freq='5s')
+
+    def time_timeseries_asof_single(self):
+        self.ts.asof(self.dates[0])
+
 class timeseries_custom_bday_apply(object):
     goal_time = 0.2