ENH: added numexpr support for where operations

pandas/core/expressions.py

@@ -15,9 +15,11 @@
 
 _USE_NUMEXPR = _NUMEXPR_INSTALLED
 _evaluate    = None
+_where       = None
 
 # the set of dtypes that we will allow pass to numexpr
-_ALLOWED_DTYPES = set(['int64','int32','float64','float32','bool'])
+_ALLOWED_DTYPES = dict(evaluate = set(['int64','int32','float64','float32','bool']),
+                       where    = set(['int64','float64','bool']))
 
 # the minimum prod shape that we will use numexpr
 _MIN_ELEMENTS   = 10000
@@ -26,17 +28,16 @@ def set_use_numexpr(v = True):
     # set/unset to use numexpr
     global _USE_NUMEXPR
     if _NUMEXPR_INSTALLED:
-        #print "setting use_numexpr : was->%s, now->%s" % (_USE_NUMEXPR,v)
         _USE_NUMEXPR = v
 
     # choose what we are going to do
-    global _evaluate
+    global _evaluate, _where
     if not _USE_NUMEXPR:
         _evaluate = _evaluate_standard
+        _where    = _where_standard
     else:
         _evaluate = _evaluate_numexpr
-
-    #print "evaluate -> %s" % _evaluate
+        _where    = _where_numexpr
 
 def set_numexpr_threads(n = None):
     # if we are using numexpr, set the threads to n
@@ -54,7 +55,7 @@ def _evaluate_standard(op, op_str, a, b, raise_on_error=True):
     """ standard evaluation """
     return op(a,b)
 
-def _can_use_numexpr(op, op_str, a, b):
+def _can_use_numexpr(op, op_str, a, b, dtype_check):
     """ return a boolean if we WILL be using numexpr """
     if op_str is not None:
 
@@ -73,15 +74,15 @@ def _can_use_numexpr(op, op_str, a, b):
                     dtypes |= set([o.dtype.name])
 
             # allowed are a superset
-            if not len(dtypes) or _ALLOWED_DTYPES >= dtypes:
+            if not len(dtypes) or _ALLOWED_DTYPES[dtype_check] >= dtypes:
                 return True
 
     return False
 
 def _evaluate_numexpr(op, op_str, a, b, raise_on_error = False):
     result = None
 
-    if _can_use_numexpr(op, op_str, a, b):
+    if _can_use_numexpr(op, op_str, a, b, 'evaluate'):
         try:
             a_value, b_value = a, b
             if hasattr(a_value,'values'):
@@ -104,6 +105,40 @@ def _evaluate_numexpr(op, op_str, a, b, raise_on_error = False):
 
     return result
 
+def _where_standard(cond, a, b, raise_on_error=True):           
+    return np.where(cond, a, b)
+
+def _where_numexpr(cond, a, b, raise_on_error = False):
+    result = None
+
+    if _can_use_numexpr(None, 'where', a, b, 'where'):
+
+        try:
+            cond_value, a_value, b_value = cond, a, b
+            if hasattr(cond_value,'values'):
+                cond_value = cond_value.values
+            if hasattr(a_value,'values'):
+                a_value = a_value.values
+            if hasattr(b_value,'values'):
+                b_value = b_value.values
+            result = ne.evaluate('where(cond_value,a_value,b_value)',
+                                 local_dict={ 'cond_value' : cond_value,
+                                              'a_value' : a_value, 
+                                              'b_value' : b_value }, 
+                                 casting='safe')
+        except (ValueError), detail:
+            if 'unknown type object' in str(detail):
+                pass
+        except (Exception), detail:
+            if raise_on_error:
+                raise TypeError(str(detail))
+
+    if result is None:
+        result = _where_standard(cond,a,b,raise_on_error)
+
+    return result
+
+
 # turn myself on
 set_use_numexpr(True)
 
@@ -126,4 +161,20 @@ def evaluate(op, op_str, a, b, raise_on_error=False, use_numexpr=True):
         return _evaluate(op, op_str, a, b, raise_on_error=raise_on_error)
     return _evaluate_standard(op, op_str, a, b, raise_on_error=raise_on_error)
 
-
+def where(cond, a, b, raise_on_error=False, use_numexpr=True):
+    """ evaluate the where condition cond on a and b
+
+        Parameters
+        ----------
+
+        cond : a boolean array
+        a :    return if cond is True
+        b :    return if cond is False
+        raise_on_error : pass the error to the higher level if indicated (default is False),
+                         otherwise evaluate the op with and return the results
+        use_numexpr : whether to try to use numexpr (default True)
+        """
+
+    if use_numexpr:
+        return _where(cond, a, b, raise_on_error=raise_on_error)
+    return _where_standard(cond, a, b, raise_on_error=raise_on_error)

pandas/core/frame.py

@@ -3720,7 +3720,8 @@ def combine_first(self, other):
         -------
         combined : DataFrame
         """
-        combiner = lambda x, y: np.where(isnull(x), y, x)
+        def combiner(x, y):
+            return expressions.where(isnull(x), y, x, raise_on_error=True)
         return self.combine(other, combiner, overwrite=False)
 
     def update(self, other, join='left', overwrite=True, filter_func=None,
@@ -3771,7 +3772,7 @@ def update(self, other, join='left', overwrite=True, filter_func=None,
                 else:
                     mask = notnull(this)
 
-            self[col] = np.where(mask, this, that)
+            self[col] = expressions.where(mask, this, that, raise_on_error=True)
 
     #----------------------------------------------------------------------
     # Misc methods

pandas/core/internals.py

@@ -10,6 +10,7 @@
 import pandas.core.common as com
 import pandas.lib as lib
 import pandas.tslib as tslib
+import pandas.core.expressions as expressions
 
 from pandas.tslib import Timestamp
 from pandas.util import py3compat
@@ -506,7 +507,7 @@ def func(c,v,o):
                 return v
 
             try:
-                return np.where(c,v,o)
+                return expressions.where(c, v, o, raise_on_error=True)
             except (Exception), detail:
                 if raise_on_error:
                     raise TypeError('Could not operate [%s] with block values [%s]'

pandas/tests/test_expressions.py

@@ -46,19 +46,19 @@ def setUp(self):
     def test_invalid(self):
 
         # no op
-        result   = expr._can_use_numexpr(operator.add, None, self.frame, self.frame)
+        result   = expr._can_use_numexpr(operator.add, None, self.frame, self.frame, 'evaluate')
         self.assert_(result == False)
 
         # mixed
-        result   = expr._can_use_numexpr(operator.add, '+', self.mixed, self.frame)
+        result   = expr._can_use_numexpr(operator.add, '+', self.mixed, self.frame, 'evaluate')
         self.assert_(result == False)
 
         # min elements
-        result   = expr._can_use_numexpr(operator.add, '+', self.frame2, self.frame2)
+        result   = expr._can_use_numexpr(operator.add, '+', self.frame2, self.frame2, 'evaluate')
         self.assert_(result == False)
 
         # ok, we only check on first part of expression
-        result   = expr._can_use_numexpr(operator.add, '+', self.frame, self.frame2)
+        result   = expr._can_use_numexpr(operator.add, '+', self.frame, self.frame2, 'evaluate')
         self.assert_(result == True)
 
     def test_binary_ops(self):
@@ -70,14 +70,14 @@ def testit():
                 for op, op_str in [('add','+'),('sub','-'),('mul','*'),('div','/'),('pow','**')]:
 
                     op = getattr(operator,op)
-                    result   = expr._can_use_numexpr(op, op_str, f, f)
+                    result   = expr._can_use_numexpr(op, op_str, f, f, 'evaluate')
                     self.assert_(result == (not f._is_mixed_type))
 
                     result   = expr.evaluate(op, op_str, f, f, use_numexpr=True)
                     expected = expr.evaluate(op, op_str, f, f, use_numexpr=False)
                     assert_array_equal(result,expected.values)
 
-                    result   = expr._can_use_numexpr(op, op_str, f2, f2)
+                    result   = expr._can_use_numexpr(op, op_str, f2, f2, 'evaluate')
                     self.assert_(result == False)
 
 
@@ -105,14 +105,14 @@ def testit():
 
                     op = getattr(operator,op)
 
-                    result   = expr._can_use_numexpr(op, op_str, f11, f12)
+                    result   = expr._can_use_numexpr(op, op_str, f11, f12, 'evaluate')
                     self.assert_(result == (not f11._is_mixed_type))
 
                     result   = expr.evaluate(op, op_str, f11, f12, use_numexpr=True)
                     expected = expr.evaluate(op, op_str, f11, f12, use_numexpr=False)
                     assert_array_equal(result,expected.values)
 
-                    result   = expr._can_use_numexpr(op, op_str, f21, f22)
+                    result   = expr._can_use_numexpr(op, op_str, f21, f22, 'evaluate')
                     self.assert_(result == False)
 
         expr.set_use_numexpr(False)
@@ -123,6 +123,28 @@ def testit():
         expr.set_numexpr_threads()
         testit()
 
+    def test_where(self):
+
+        def testit():
+            for f in [ self.frame, self.frame2, self.mixed, self.mixed2 ]:
+
+
+                for cond in [ True, False ]:
+
+                    c = np.empty(f.shape,dtype=np.bool_)
+                    c.fill(cond)
+                    result   = expr.where(c, f.values, f.values+1)
+                    expected = np.where(c, f.values, f.values+1)
+                    assert_array_equal(result,expected)
+
+        expr.set_use_numexpr(False)
+        testit()
+        expr.set_use_numexpr(True)
+        expr.set_numexpr_threads(1)
+        testit()
+        expr.set_numexpr_threads()
+        testit()
+
 if __name__ == '__main__':
     # unittest.main()
     import nose