PERF: groupby.quantile by jbrockmendel · Pull Request #43469 · pandas-dev/pandas (original) (raw)

import pandas as pd
import numpy as np

np.random.seed(536445246)
arr = np.random.randn(10**5, 5)
df = pd.DataFrame(arr, columns=["A", "B", "C", "D", "E"])

gb = df.groupby(df.index % 7)

qs = np.arange(0, 1, 0.1)

%timeit res = gb.quantile(qs)
771 ms ± 34 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)  # <- master
81.2 ms ± 8.63 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)  # <- PR