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reduction.pyx
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from libc.stdlib cimport (
free,
malloc,
)
import numpy as np
cimport numpy as cnp
from numpy cimport (
int64_t,
intp_t,
ndarray,
)
cnp.import_array()
from pandas._libs.util cimport (
is_array,
set_array_not_contiguous,
)
from pandas._libs.lib import is_scalar
cdef cnp.dtype _dtype_obj = np.dtype("object")
cpdef check_result_array(object obj, object dtype):
# Our operation is supposed to be an aggregation/reduction. If
# it returns an ndarray, this likely means an invalid operation has
# been passed. See test_apply_without_aggregation, test_agg_must_agg
if is_array(obj):
if dtype != _dtype_obj:
# If it is object dtype, the function can be a reduction/aggregation
# and still return an ndarray e.g. test_agg_over_numpy_arrays
raise ValueError("Must produce aggregated value")
cdef class _BaseGrouper:
cdef _check_dummy(self, object dummy):
# both values and index must be an ndarray!
values = dummy.values
# GH 23683: datetimetz types are equivalent to datetime types here
if (dummy.dtype != self.arr.dtype
and values.dtype != self.arr.dtype):
raise ValueError('Dummy array must be same dtype')
if is_array(values) and not values.flags.contiguous:
# e.g. Categorical has no `flags` attribute
values = values.copy()
index = dummy.index.values
if not index.flags.contiguous:
index = index.copy()
return values, index
cdef _init_dummy_series_and_index(self, Slider islider, Slider vslider):
"""
Create Series and Index objects that we will alter in-place while iterating.
"""
cached_index = self.ityp(islider.buf, dtype=self.idtype)
cached_series = self.typ(
vslider.buf, dtype=vslider.buf.dtype, index=cached_index, name=self.name
)
return cached_index, cached_series
cdef inline _update_cached_objs(self, object cached_series, object cached_index,
Slider islider, Slider vslider):
# See the comment in indexes/base.py about _index_data.
# We need this for EA-backed indexes that have a reference
# to a 1-d ndarray like datetime / timedelta / period.
cached_index._engine.clear_mapping()
cached_index._cache.clear() # e.g. inferred_freq must go
cached_series._mgr.set_values(vslider.buf)
cdef inline object _apply_to_group(self,
object cached_series, object cached_index,
bint initialized):
"""
Call self.f on our new group, then update to the next group.
"""
cdef:
object res
# NB: we assume that _update_cached_objs has already cleared cleared
# the cache and engine mapping
res = self.f(cached_series)
res = extract_result(res)
if not initialized:
# On the first pass, we check the output shape to see
# if this looks like a reduction.
initialized = True
check_result_array(res, cached_series.dtype)
return res, initialized
cdef class SeriesBinGrouper(_BaseGrouper):
"""
Performs grouping operation according to bin edges, rather than labels
"""
cdef:
Py_ssize_t nresults, ngroups
cdef public:
ndarray bins # ndarray[int64_t]
ndarray arr, index, dummy_arr, dummy_index
object values, f, typ, ityp, name, idtype
def __init__(self, object series, object f, ndarray[int64_t] bins):
assert len(bins) > 0 # otherwise we get IndexError in get_result
self.bins = bins
self.f = f
values = series.values
if is_array(values) and not values.flags.c_contiguous:
# e.g. Categorical has no `flags` attribute
values = values.copy('C')
self.arr = values
self.typ = series._constructor
self.ityp = series.index._constructor
self.idtype = series.index.dtype
self.index = series.index.values
self.name = series.name
dummy = series.iloc[:0]
self.dummy_arr, self.dummy_index = self._check_dummy(dummy)
# kludge for #1688
if len(bins) > 0 and bins[-1] == len(series):
self.ngroups = len(bins)
else:
# TODO: not reached except in test_series_bin_grouper directly
# constructing SeriesBinGrouper; can we rule this case out?
self.ngroups = len(bins) + 1
def get_result(self):
cdef:
ndarray arr, result
ndarray[int64_t] counts
Py_ssize_t i, n, group_size, start, end
object res
bint initialized = 0
Slider vslider, islider
object cached_series = None, cached_index = None
counts = np.zeros(self.ngroups, dtype=np.int64)
if self.ngroups > 0:
counts[0] = self.bins[0]
for i in range(1, self.ngroups):
if i == self.ngroups - 1:
counts[i] = len(self.arr) - self.bins[i - 1]
else:
counts[i] = self.bins[i] - self.bins[i - 1]
group_size = 0
n = len(self.arr)
vslider = Slider(self.arr, self.dummy_arr)
islider = Slider(self.index, self.dummy_index)
result = np.empty(self.ngroups, dtype='O')
start = 0
try:
for i in range(self.ngroups):
group_size = counts[i]
end = start + group_size
islider.move(start, end)
vslider.move(start, end)
if cached_index is None:
cached_index, cached_series = self._init_dummy_series_and_index(
islider, vslider
)
self._update_cached_objs(
cached_series, cached_index, islider, vslider)
res, initialized = self._apply_to_group(cached_series, cached_index,
initialized)
start += group_size
result[i] = res
finally:
# so we don't free the wrong memory
islider.reset()
vslider.reset()
return result, counts
cdef class SeriesGrouper(_BaseGrouper):
"""
Performs generic grouping operation while avoiding ndarray construction
overhead
"""
cdef:
Py_ssize_t nresults, ngroups
cdef public:
ndarray arr, index, dummy_arr, dummy_index
object f, labels, values, typ, ityp, name, idtype
def __init__(self, object series, object f, ndarray[intp_t] labels,
Py_ssize_t ngroups):
if len(series) == 0:
# get_result would never assign `result`
raise ValueError("SeriesGrouper requires non-empty `series`")
self.labels = labels
self.f = f
values = series.values
if is_array(values) and not values.flags.c_contiguous:
# e.g. Categorical has no `flags` attribute
values = values.copy('C')
self.arr = values
self.typ = series._constructor
self.ityp = series.index._constructor
self.idtype = series.index.dtype
self.index = series.index.values
self.name = series.name
dummy = series.iloc[:0]
self.dummy_arr, self.dummy_index = self._check_dummy(dummy)
self.ngroups = ngroups
def get_result(self):
cdef:
# Define result to avoid UnboundLocalError
ndarray arr, result = None
ndarray[intp_t] labels
ndarray[int64_t] counts
Py_ssize_t i, n, group_size, lab, start, end
object res
bint initialized = 0
Slider vslider, islider
object cached_series = None, cached_index = None
labels = self.labels
counts = np.zeros(self.ngroups, dtype=np.int64)
group_size = 0
n = len(self.arr)
vslider = Slider(self.arr, self.dummy_arr)
islider = Slider(self.index, self.dummy_index)
result = np.empty(self.ngroups, dtype='O')
start = 0
try:
for i in range(n):
group_size += 1
lab = labels[i]
if i == n - 1 or lab != labels[i + 1]:
if lab == -1:
start += group_size
group_size = 0
continue
end = start + group_size
islider.move(start, end)
vslider.move(start, end)
if cached_index is None:
cached_index, cached_series = self._init_dummy_series_and_index(
islider, vslider
)
self._update_cached_objs(
cached_series, cached_index, islider, vslider)
res, initialized = self._apply_to_group(cached_series, cached_index,
initialized)
start += group_size
result[lab] = res
counts[lab] = group_size
group_size = 0
finally:
# so we don't free the wrong memory
islider.reset()
vslider.reset()
# We check for empty series in the constructor, so should always
# have result initialized by this point.
assert initialized, "`result` has not been initialized."
return result, counts
cpdef inline extract_result(object res):
""" extract the result object, it might be a 0-dim ndarray
or a len-1 0-dim, or a scalar """
if hasattr(res, "_values"):
# Preserve EA
res = res._values
if res.ndim == 1 and len(res) == 1:
# see test_agg_lambda_with_timezone, test_resampler_grouper.py::test_apply
res = res[0]
if is_array(res):
if res.ndim == 1 and len(res) == 1:
# see test_resampler_grouper.py::test_apply
res = res[0]
return res
cdef class Slider:
"""
Only handles contiguous data for now
"""
cdef:
ndarray values, buf
Py_ssize_t stride
char *orig_data
def __init__(self, ndarray values, ndarray buf):
assert values.ndim == 1
assert values.dtype == buf.dtype
if not values.flags.contiguous:
values = values.copy()
self.values = values
self.buf = buf
self.stride = values.strides[0]
self.orig_data = self.buf.data
self.buf.data = self.values.data
self.buf.strides[0] = self.stride
cdef move(self, int start, int end):
"""
For slicing
"""
self.buf.data = self.values.data + self.stride * start
self.buf.shape[0] = end - start
cdef reset(self):
self.buf.data = self.orig_data
self.buf.shape[0] = 0
def apply_frame_axis0(object frame, object f, object names,
const int64_t[:] starts, const int64_t[:] ends):
cdef:
BlockSlider slider
Py_ssize_t i, n = len(starts)
list results
object piece
dict item_cache
# We have already checked that we don't have a MultiIndex before calling
assert frame.index.nlevels == 1
results = []
slider = BlockSlider(frame)
mutated = False
item_cache = slider.dummy._item_cache
try:
for i in range(n):
slider.move(starts[i], ends[i])
item_cache.clear() # ugh
chunk = slider.dummy
object.__setattr__(chunk, 'name', names[i])
piece = f(chunk)
# Need to infer if low level index slider will cause segfaults
require_slow_apply = i == 0 and piece is chunk
try:
if piece.index is not chunk.index:
mutated = True
except AttributeError:
# `piece` might not have an index, could be e.g. an int
pass
if not is_scalar(piece):
# Need to copy data to avoid appending references
try:
piece = piece.copy(deep="all")
except (TypeError, AttributeError):
pass
results.append(piece)
# If the data was modified inplace we need to
# take the slow path to not risk segfaults
# we have already computed the first piece
if require_slow_apply:
break
finally:
slider.reset()
return results, mutated
cdef class BlockSlider:
"""
Only capable of sliding on axis=0
"""
cdef:
object frame, dummy, index, block
list blocks, blk_values
ndarray orig_blklocs, orig_blknos
ndarray values
Slider idx_slider
char **base_ptrs
int nblocks
Py_ssize_t i
def __init__(self, object frame):
self.frame = frame
self.dummy = frame[:0]
self.index = self.dummy.index
# GH#35417 attributes we need to restore at each step in case
# the function modified them.
mgr = self.dummy._mgr
self.orig_blklocs = mgr.blklocs
self.orig_blknos = mgr.blknos
self.blocks = [x for x in self.dummy._mgr.blocks]
self.blk_values = [block.values for block in self.dummy._mgr.blocks]
for values in self.blk_values:
set_array_not_contiguous(values)
self.nblocks = len(self.blk_values)
# See the comment in indexes/base.py about _index_data.
# We need this for EA-backed indexes that have a reference to a 1-d
# ndarray like datetime / timedelta / period.
self.idx_slider = Slider(
self.frame.index._index_data, self.dummy.index._index_data)
self.base_ptrs = <char**>malloc(sizeof(char*) * self.nblocks)
for i, block in enumerate(self.blk_values):
self.base_ptrs[i] = (<ndarray>block).data
def __dealloc__(self):
free(self.base_ptrs)
cdef move(self, int start, int end):
cdef:
ndarray arr
Py_ssize_t i
self._restore_blocks()
# move blocks
for i in range(self.nblocks):
arr = self.blk_values[i]
# axis=1 is the frame's axis=0
arr.data = self.base_ptrs[i] + arr.strides[1] * start
arr.shape[1] = end - start
# move and set the index
self.idx_slider.move(start, end)
object.__setattr__(self.index, '_index_data', self.idx_slider.buf)
self.index._engine.clear_mapping()
self.index._cache.clear() # e.g. inferred_freq must go
cdef reset(self):
cdef:
ndarray arr
Py_ssize_t i
self._restore_blocks()
for i in range(self.nblocks):
arr = self.blk_values[i]
# axis=1 is the frame's axis=0
arr.data = self.base_ptrs[i]
arr.shape[1] = 0
cdef _restore_blocks(self):
"""
Ensure that we have the original blocks, blknos, and blklocs.
"""
mgr = self.dummy._mgr
mgr.blocks = tuple(self.blocks)
mgr._blklocs = self.orig_blklocs
mgr._blknos = self.orig_blknos