ENH: add sparse op for int64 dtypes

[sinhrks]

• related to Support dtypes other than float in sparse data structures #667
• tests added / passed
• passes git diff upstream/master | flake8 --diff
• whatsnew entry

As a first step for #667, numeric op can now preserve int64 dtype. On current master, dtype is reset to float64 after op.

# current master
a = pd.SparseArray([1, 2], dtype=np.int64)
a.dtype
# dtype('int64')

(a + a).dtype
# dtype('float64')

NOTE: int64 SparseSeries.__floordiv__ test is skipped because dense Series also has inconsistency in nan/inf handling (#13843). Currently it outputs the same result as float64.

[codecov-io]

Current coverage is 85.28% (diff: 98.00%)

Merging #13848 into master will increase coverage by <.01%

@@             master     #13848   diff @@
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  Files           139        139          
  Lines         50020      50046    +26   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
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+ Hits          42657      42682    +25   
- Misses         7363       7364     +1   
  Partials          0          0          

Powered by Codecov. Last update 97de42a...f101e66

[TomAugspurger]

Haven't had a chance to look through the code yet, but what are the rules around alignment and potentially recasting the dtype?

import numpy as np
import pandas as pd

s1 = pd.SparseSeries(np.arange(4), dtype=np.int64, fill_value=0)
s2 = pd.SparseSeries(np.arange(4), index=range(1, 5), dtype=np.int64, fill_value=0)

s1 + s1  # OK
s1 + s2  # error

Traceback (most recent call last):
  File "script.py", line 8, in <module>
    s1 + s2  # error
  File "/Users/tom.augspurger/Envs/py3/lib/python3.5/site-packages/pandas/pandas/sparse/series.py", line 56, in wrapper
    return _sparse_series_op(self, other, op, name)
  File "/Users/tom.augspurger/Envs/py3/lib/python3.5/site-packages/pandas/pandas/sparse/series.py", line 81, in _sparse_series_op
    series=True)
  File "/Users/tom.augspurger/Envs/py3/lib/python3.5/site-packages/pandas/pandas/sparse/array.py", line 119, in _sparse_array_op
    sparse_op = getattr(splib, opname)
AttributeError: module 'pandas._sparse' has no attribute 'sparse_add_float64'

[sinhrks]

@TomAugspurger The latter case looks work on my branch, the error seems to show that sparse.pyx is not re-compiled properly.

I'm adding more tests related to alignment:)

[TomAugspurger]

My bad, just got to that section of the code. Recompiled and it does indeed work 👍

[jreback]

These changes allow pandas to handle sparse data with more dtypes.

[jreback]

rebase in light of changes #13787

[jreback]

thanks!

nice cleanup

[jreback]

FYI: 8ec7406

as we no longer depend on generated; was causing recompilation of algos.pyx every time :<

[jreback]

small dtype adj needed on windows

(Pdb) c
E........................................................................................................................................
..............................................................................S.........................S................................
...........................................
======================================================================
ERROR: test_int_array_comparison (pandas.sparse.tests.test_arithmetics.TestSparseArrayArithmetics)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "C:\Users\conda\Documents\pandas3.5\pandas\sparse\tests\test_arithmetics.py", line 292, in test_int_array_comparison
    self._check_comparison_ops(a, b, values, rvalues)
  File "C:\Users\conda\Documents\pandas3.5\pandas\sparse\tests\test_arithmetics.py", line 93, in _check_comparison_ops
    self._check_bool_result(a == b_dense)
  File "C:\Users\conda\Documents\pandas3.5\pandas\sparse\array.py", line 54, in wrapper
    return _sparse_array_op(self, other, op, name)
  File "C:\Users\conda\Documents\pandas3.5\pandas\sparse\array.py", line 98, in _sparse_array_op
    dtype = _maybe_match_dtype(left, right)
  File "C:\Users\conda\Documents\pandas3.5\pandas\sparse\array.py", line 75, in _maybe_match_dtype
    raise NotImplementedError('dtypes must be identical')
NotImplementedError: dtypes must be identical

----------------------------------------------------------------------
Ran 331 tests in 49.517s

FAILED (SKIP=2, errors=1)

(pandas3.5) C:\Users\conda\Documents\pandas3.5>nosetests pandas\sparse --pdb
........> c:\users\conda\documents\pandas3.5\pandas\sparse\array.py(75)_maybe_match_dtype()
-> raise NotImplementedError('dtypes must be identical')
(Pdb) u
> c:\users\conda\documents\pandas3.5\pandas\sparse\array.py(98)_sparse_array_op()
-> dtype = _maybe_match_dtype(left, right)
(Pdb) u
> c:\users\conda\documents\pandas3.5\pandas\sparse\array.py(54)wrapper()
-> return _sparse_array_op(self, other, op, name)
(Pdb) d
> c:\users\conda\documents\pandas3.5\pandas\sparse\array.py(98)_sparse_array_op()
-> dtype = _maybe_match_dtype(left, right)
(Pdb) p left
[0, 1, 2, 0, 0, 0, 1, 2, 1, 0]
Fill: nan
IntIndex
Indices: array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])

(Pdb) p right
[2, 0, 2, 3, 0, 0, 1, 5, 2, 0]
Fill: nan
IntIndex
Indices: array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])

(Pdb) p left.dtype
dtype('int64')
(Pdb) p right.dtype
dtype('int32')
(Pdb) u

[sinhrks]

Thx, will fix.