PERF: Release GIL on some datetime ops

[chris-b1]

This is a WIP, but far enough along I thought I'd share and see if the approach was reasonable.

This releases the GIL on most vectorized field accessors (e.g. dt.year) and conversion to and from Period. May be places it could be done - obviously would be nice for parsing, but I'm not sure that's possible.

[jreback]

ohh nice!

can u share some timings?

[jreback]

move nogil outside the loop

[chris-b1]

Here are some timings - getting a pretty nice speedup. In single-threaded case things are looking about flat.

In [1]: from pandas.util.testing import test_parallel
In [2]: dti = pd.date_range('1900-1-1', periods=100000)

In [3]: def f():
   ...:     for i in range(4):
   ...:         dti.year
In [4]: @test_parallel(4)
   ...: def g():
   ...:     dti.year

In [8]: %timeit f()
10 loops, best of 3: 25.8 ms per loop

In [9]: %timeit g()
100 loops, best of 3: 7.71 ms per loop

[jreback]

prob makes sense to define this as a c-function and make it nogil (the days_per_month......)

[kawochen]

If you declared field as char[:] instead would you be able to nogil the whole thing until raise?

[chris-b1]

hmm, tried that out, but cython doesn't seem to take a view of strings like that? http://stackoverflow.com/questions/28203670/how-to-use-cython-typed-memoryviews-to-accept-strings-from-python

[jreback]

@chris-b1 loooks good. can you add a whatsnew note (perf) and squash.

[chris-b1]

@jreback - updated

[jreback]

thanks!

[jreback]

@chris-b1 can you add these (clean then make again to see them)

warning: pandas/src/period.pyx:144:24: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:145:23: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:147:55: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:148:19: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:169:24: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:170:19: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:172:15: Use boundscheck(False) for faster access
warning: pandas/src/period.pyx:172:53: Use boundscheck(False) for faster access
building 'pandas._period' extension