Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

perf: Make dt.truncate 1.5x faster when every is just a single duration (and not an expression) #16666

Merged
merged 2 commits into from
Jun 3, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
90 changes: 54 additions & 36 deletions crates/polars-time/src/truncate.rs
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
use arrow::legacy::time_zone::Tz;
use arrow::temporal_conversions::{MILLISECONDS, SECONDS_IN_DAY};
use arrow::temporal_conversions::MILLISECONDS_IN_DAY;
use polars_core::prelude::arity::broadcast_try_binary_elementwise;
use polars_core::prelude::*;
use polars_utils::cache::FastFixedCache;
Expand All @@ -16,7 +16,6 @@ impl PolarsTruncate for DatetimeChunked {
fn truncate(&self, tz: Option<&Tz>, every: &StringChunked, offset: &str) -> PolarsResult<Self> {
let offset: Duration = Duration::parse(offset);
let time_zone = self.time_zone();
let mut duration_cache_opt: Option<FastFixedCache<String, Duration>> = None;

// Let's check if we can use a fastpath...
if every.len() == 1 {
Expand All @@ -42,34 +41,35 @@ impl PolarsTruncate for DatetimeChunked {
})
.into_datetime(self.time_unit(), time_zone.clone()));
} else {
// A sqrt(n) cache is not too small, not too large.
duration_cache_opt =
Some(FastFixedCache::new((every.len() as f64).sqrt() as usize));
duration_cache_opt
.as_mut()
.map(|cache| *cache.insert(every.to_string(), every_parsed));
let w = Window::new(every_parsed, every_parsed, offset);
let out = match self.time_unit() {
TimeUnit::Milliseconds => {
self.try_apply_nonnull_values_generic(|t| w.truncate_ms(t, tz))
},
TimeUnit::Microseconds => {
self.try_apply_nonnull_values_generic(|t| w.truncate_us(t, tz))
},
TimeUnit::Nanoseconds => {
self.try_apply_nonnull_values_generic(|t| w.truncate_ns(t, tz))
},
};
return Ok(out?.into_datetime(self.time_unit(), self.time_zone().clone()));
}
} else {
return Ok(Int64Chunked::full_null(self.name(), self.len())
.into_datetime(self.time_unit(), self.time_zone().clone()));
}
}
let mut duration_cache = match duration_cache_opt {
Some(cache) => cache,
None => FastFixedCache::new((every.len() as f64).sqrt() as usize),
};

// A sqrt(n) cache is not too small, not too large.
let mut duration_cache = FastFixedCache::new((every.len() as f64).sqrt() as usize);

let func = match self.time_unit() {
TimeUnit::Nanoseconds => Window::truncate_ns,
TimeUnit::Microseconds => Window::truncate_us,
TimeUnit::Milliseconds => Window::truncate_ms,
};

// TODO: optimize the code below, so it does the following:
// - convert to naive
// - truncate all naively
// - localize, preserving the fold of the original datetime.
// The last step is the non-trivial one. But it should be worth it,
// and faster than the current approach of truncating everything
// as tz-aware.
Comment on lines -65 to -71
Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

i've made an issue for this #16617


let out = broadcast_try_binary_elementwise(self, every, |opt_timestamp, opt_every| match (
opt_timestamp,
opt_every,
Expand Down Expand Up @@ -99,26 +99,44 @@ impl PolarsTruncate for DateChunked {
offset: &str,
) -> PolarsResult<Self> {
let offset = Duration::parse(offset);
// A sqrt(n) cache is not too small, not too large.
let mut duration_cache = FastFixedCache::new((every.len() as f64).sqrt() as usize);
let out = broadcast_try_binary_elementwise(&self.0, every, |opt_t, opt_every| {
match (opt_t, opt_every) {
(Some(t), Some(every)) => {
const MSECS_IN_DAY: i64 = MILLISECONDS * SECONDS_IN_DAY;
let every =
*duration_cache.get_or_insert_with(every, |every| Duration::parse(every));
let out = match every.len() {
1 => {
if let Some(every) = every.get(0) {
let every = Duration::parse(every);
if every.negative {
polars_bail!(ComputeError: "cannot truncate a Date to a negative duration")
}

let w = Window::new(every, every, offset);
Ok(Some(
(w.truncate_ms(MSECS_IN_DAY * t as i64, None)? / MSECS_IN_DAY) as i32,
))
},
_ => Ok(None),
}
});
self.try_apply_nonnull_values_generic(|t| {
Ok((w.truncate_ms(MILLISECONDS_IN_DAY * t as i64, None)?
/ MILLISECONDS_IN_DAY) as i32)
})
} else {
Ok(Int32Chunked::full_null(self.name(), self.len()))
}
},
_ => broadcast_try_binary_elementwise(self, every, |opt_t, opt_every| {
// A sqrt(n) cache is not too small, not too large.
let mut duration_cache = FastFixedCache::new((every.len() as f64).sqrt() as usize);
match (opt_t, opt_every) {
(Some(t), Some(every)) => {
let every = *duration_cache
.get_or_insert_with(every, |every| Duration::parse(every));

if every.negative {
polars_bail!(ComputeError: "cannot truncate a Date to a negative duration")
}

let w = Window::new(every, every, offset);
Ok(Some(
(w.truncate_ms(MILLISECONDS_IN_DAY * t as i64, None)?
/ MILLISECONDS_IN_DAY) as i32,
))
},
_ => Ok(None),
}
}),
};
Ok(out?.into_date())
}
}
Original file line number Diff line number Diff line change
@@ -1,24 +1,94 @@
import datetime as dt
from __future__ import annotations

from datetime import date, datetime
from typing import TYPE_CHECKING

import hypothesis.strategies as st
import pytest
from hypothesis import given

import polars as pl
from polars.testing import assert_series_equal

if TYPE_CHECKING:
from polars.type_aliases import TimeUnit


@given(
value=st.datetimes(
min_value=dt.datetime(1000, 1, 1),
max_value=dt.datetime(3000, 1, 1),
min_value=datetime(1000, 1, 1),
max_value=datetime(3000, 1, 1),
),
n=st.integers(min_value=1, max_value=100),
)
def test_truncate_monthly(value: dt.date, n: int) -> None:
def test_truncate_monthly(value: date, n: int) -> None:
result = pl.Series([value]).dt.truncate(f"{n}mo").item()
# manual calculation
total = value.year * 12 + value.month - 1
remainder = total % n
total -= remainder
year, month = (total // 12), ((total % 12) + 1)
expected = dt.datetime(year, month, 1)
expected = datetime(year, month, 1)
assert result == expected


def test_truncate_date() -> None:
# n vs n
df = pl.DataFrame(
{"a": [date(2020, 1, 1), None, date(2020, 1, 3)], "b": [None, "1mo", "1mo"]}
)
result = df.select(pl.col("a").dt.truncate(pl.col("b")))["a"]
expected = pl.Series("a", [None, None, date(2020, 1, 1)])
assert_series_equal(result, expected)

# n vs 1
df = pl.DataFrame(
{"a": [date(2020, 1, 1), None, date(2020, 1, 3)], "b": [None, "1mo", "1mo"]}
)
result = df.select(pl.col("a").dt.truncate("1mo"))["a"]
expected = pl.Series("a", [date(2020, 1, 1), None, date(2020, 1, 1)])
assert_series_equal(result, expected)

# n vs missing
df = pl.DataFrame(
{"a": [date(2020, 1, 1), None, date(2020, 1, 3)], "b": [None, "1mo", "1mo"]}
)
result = df.select(pl.col("a").dt.truncate(pl.lit(None, dtype=pl.String)))["a"]
expected = pl.Series("a", [None, None, None], dtype=pl.Date)
assert_series_equal(result, expected)

# 1 vs n
df = pl.DataFrame(
{"a": [date(2020, 1, 1), None, date(2020, 1, 3)], "b": [None, "1mo", "1mo"]}
)
result = df.select(a=pl.date(2020, 1, 1).dt.truncate(pl.col("b")))["a"]
expected = pl.Series("a", [None, date(2020, 1, 1), date(2020, 1, 1)])
assert_series_equal(result, expected)

# missing vs n
df = pl.DataFrame(
{"a": [date(2020, 1, 1), None, date(2020, 1, 3)], "b": [None, "1mo", "1mo"]}
)
result = df.select(a=pl.lit(None, dtype=pl.Date).dt.truncate(pl.col("b")))["a"]
expected = pl.Series("a", [None, None, None], dtype=pl.Date)
assert_series_equal(result, expected)


@pytest.mark.parametrize("time_unit", ["ms", "us", "ns"])
def test_truncate_datetime_simple(time_unit: TimeUnit) -> None:
s = pl.Series([datetime(2020, 1, 2, 6)], dtype=pl.Datetime(time_unit))
result = s.dt.truncate("1mo").item()
assert result == datetime(2020, 1, 1)
result = s.dt.truncate("1d").item()
assert result == datetime(2020, 1, 2)


@pytest.mark.parametrize("time_unit", ["ms", "us", "ns"])
def test_truncate_datetime_w_expression(time_unit: TimeUnit) -> None:
df = pl.DataFrame(
{"a": [datetime(2020, 1, 2, 6), datetime(2020, 1, 3, 7)], "b": ["1mo", "1d"]},
schema_overrides={"a": pl.Datetime(time_unit)},
)
result = df.select(pl.col("a").dt.truncate(pl.col("b")))["a"]
assert result[0] == datetime(2020, 1, 1)
assert result[1] == datetime(2020, 1, 3)