PERF: Add __contains__ to CategoricalIndex

asv_bench/benchmarks/categoricals.py

@@ -193,3 +193,16 @@ def time_categorical_series_is_monotonic_increasing(self):
 
     def time_categorical_series_is_monotonic_decreasing(self):
         self.s.is_monotonic_decreasing
+
+
+class Contains(object):
+
+    goal_time = 0.2
+
+    def setup(self):
+        N = 10**5
+        self.ci = tm.makeCategoricalIndex(N)
+        self.cat = self.ci.categories[0]
+
+    def time_contains(self):
+        self.cat in self.ci

doc/source/whatsnew/v0.23.1.txt

@@ -33,6 +33,8 @@ Performance Improvements
 
 - Improved performance of :meth:`CategoricalIndex.is_monotonic_increasing`, :meth:`CategoricalIndex.is_monotonic_decreasing` and :meth:`CategoricalIndex.is_monotonic` (:issue:`21025`)
 - Improved performance of :meth:`CategoricalIndex.is_unique` (:issue:`21107`)
+- Improved performance of membership checks in :class:`CategoricalIndex`
+  (i.e. ``x in ci``-style checks are much faster). :meth:`CategoricalIndex.contains` is likewise much faster (:issue:`21107`)
 -
 -
 

pandas/core/indexes/category.py

@@ -328,16 +328,18 @@ def __contains__(self, key):
         if self.categories._defer_to_indexing:
             return key in self.categories
 
-        return key in self.values
+        try:
+            code_value = self.categories.get_loc(key)
+        except KeyError:
+            if isna(key):
+                code_value = -1
+            else:
+                return False
+        return code_value in self._engine
 
     @Appender(_index_shared_docs['contains'] % _index_doc_kwargs)
     def contains(self, key):
-        hash(key)
-
-        if self.categories._defer_to_indexing:
-            return self.categories.contains(key)
-
-        return key in self.values
+        return key in self
 
     def __array__(self, dtype=None):
         """ the array interface, return my values """