更新为使用 pandas 0.13.1
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No. http://pandas.pydata.org/pandas-docs/dev/io.html#notes-caveats http://pandas.pydata.org/pandas-docs/dev/io.html#notes-caveats。有多种方法可以do这个,例如让不同的线程/进程写出计算结果,然后将单个进程组合起来。
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depending the type of data you store, how you do it, and how you want to retrieve, HDF5 can offer vastly better performance. Storing in an HDFStore
as a single array, float data, compressed (in other words, not storing it in a format that allows for querying), will be stored/read amazingly fast. Even storing in the table format (which slows down the write performance), will offer quite good write performance. You can look at this for some detailed comparisons (which is what HDFStore
uses under the hood). http://www.pytables.org/ http://www.pytables.org/, here's a nice picture:
自 PyTables 2.3 以来,查询现在已建立索引,因此性能实际上比这要好得多。
回答你的问题,如果你想要任何类型的性能,HDF5 是最佳选择。
Writing:
In [14]: %timeit test_sql_write(df)
1 loops, best of 3: 6.24 s per loop
In [15]: %timeit test_hdf_fixed_write(df)
1 loops, best of 3: 237 ms per loop
In [16]: %timeit test_hdf_table_write(df)
1 loops, best of 3: 901 ms per loop
In [17]: %timeit test_csv_write(df)
1 loops, best of 3: 3.44 s per loop
Reading
In [18]: %timeit test_sql_read()
1 loops, best of 3: 766 ms per loop
In [19]: %timeit test_hdf_fixed_read()
10 loops, best of 3: 19.1 ms per loop
In [20]: %timeit test_hdf_table_read()
10 loops, best of 3: 39 ms per loop
In [22]: %timeit test_csv_read()
1 loops, best of 3: 620 ms per loop
这是代码
import sqlite3
import os
from pandas.io import sql
In [3]: df = DataFrame(randn(1000000,2),columns=list('AB'))
<class 'pandas.core.frame.DataFrame'>
Int64Index: 1000000 entries, 0 to 999999
Data columns (total 2 columns):
A 1000000 non-null values
B 1000000 non-null values
dtypes: float64(2)
def test_sql_write(df):
if os.path.exists('test.sql'):
os.remove('test.sql')
sql_db = sqlite3.connect('test.sql')
sql.write_frame(df, name='test_table', con=sql_db)
sql_db.close()
def test_sql_read():
sql_db = sqlite3.connect('test.sql')
sql.read_frame("select * from test_table", sql_db)
sql_db.close()
def test_hdf_fixed_write(df):
df.to_hdf('test_fixed.hdf','test',mode='w')
def test_csv_read():
pd.read_csv('test.csv',index_col=0)
def test_csv_write(df):
df.to_csv('test.csv',mode='w')
def test_hdf_fixed_read():
pd.read_hdf('test_fixed.hdf','test')
def test_hdf_table_write(df):
df.to_hdf('test_table.hdf','test',format='table',mode='w')
def test_hdf_table_read():
pd.read_hdf('test_table.hdf','test')
当然YMMV。