PERF: optimize MultiIndex.from_product

doc/source/v0.14.1.txt

@@ -145,7 +145,7 @@ Performance
 - Improvements in Series.transform for significant performance gains (:issue:`6496`)
 - Improvements in DataFrame.transform with ufuncs and built-in grouper functions for signifcant performance gains (:issue:`7383`)
 - Regression in groupby aggregation of datetime64 dtypes (:issue:`7555`)
-
+- Improvements in `MultiIndex.from_product` for large iterables (:issue:`7627`)
 
 
 

pandas/core/index.py

@@ -2875,10 +2875,14 @@ def from_product(cls, iterables, sortorder=None, names=None):
         MultiIndex.from_arrays : Convert list of arrays to MultiIndex
         MultiIndex.from_tuples : Convert list of tuples to MultiIndex
         """
+        from pandas.core.categorical import Categorical
         from pandas.tools.util import cartesian_product
-        product = cartesian_product(iterables)
-        return MultiIndex.from_arrays(product, sortorder=sortorder,
-                                      names=names)
+
+        categoricals = [Categorical.from_array(it) for it in iterables]
+        labels = cartesian_product([c.labels for c in categoricals])
+
+        return MultiIndex(levels=[c.levels for c in categoricals],
+                          labels=labels, sortorder=sortorder, names=names)
 
     @property
     def nlevels(self):

pandas/tests/test_index.py

@@ -1861,6 +1861,15 @@ def test_from_product(self):
         assert_array_equal(result, expected)
         self.assertEqual(result.names, names)
 
+    def test_from_product_datetimeindex(self):
+        dt_index = pd.date_range('2000-01-01', periods=2)
+        mi = pd.MultiIndex.from_product([[1, 2], dt_index])
+        etalon = pd.lib.list_to_object_array([(1, pd.Timestamp('2000-01-01')),
+                                              (1, pd.Timestamp('2000-01-02')),
+                                              (2, pd.Timestamp('2000-01-01')),
+                                              (2, pd.Timestamp('2000-01-02'))])
+        assert_array_equal(mi.values, etalon)
+
     def test_append(self):
         result = self.index[:3].append(self.index[3:])
         self.assertTrue(result.equals(self.index))

vb_suite/index_object.py

@@ -105,3 +105,15 @@
                               start_date=datetime(2014, 4, 13))
 index_float64_div = Benchmark('idx / 2', setup, name='index_float64_div',
                               start_date=datetime(2014, 4, 13))
+
+
+# Constructing MultiIndex from cartesian product of iterables
+# 
+
+setup = common_setup + """
+iterables = [tm.makeStringIndex(10000), xrange(20)]
+"""
+
+multiindex_from_product = Benchmark('MultiIndex.from_product(iterables)',
+                                    setup, name='multiindex_from_product',
+                                    start_date=datetime(2014, 6, 30))