from vbench.api import Benchmark from datetime import datetime common_setup = """from pandas_vb_common import * index = MultiIndex.from_arrays([np.arange(100).repeat(100), np.roll(np.tile(np.arange(100), 100), 25)]) df = DataFrame(np.random.randn(10000, 4), index=index) """ reshape_unstack_simple = Benchmark('df.unstack(1)', common_setup, start_date=datetime(2011, 10, 1)) setup = common_setup + """ udf = df.unstack(1) """ reshape_stack_simple = Benchmark('udf.stack()', setup, start_date=datetime(2011, 10, 1)) setup = common_setup + """ def unpivot(frame): N, K = frame.shape data = {'value' : frame.values.ravel('F'), 'variable' : np.asarray(frame.columns).repeat(N), 'date' : np.tile(np.asarray(frame.index), K)} return DataFrame(data, columns=['date', 'variable', 'value']) index = date_range('1/1/2000', periods=10000, freq='h') df = DataFrame(randn(10000, 50), index=index, columns=range(50)) pdf = unpivot(df) f = lambda: pdf.pivot('date', 'variable', 'value') """ reshape_pivot_time_series = Benchmark('f()', setup, start_date=datetime(2012, 5, 1))