PERF: perf improvements in DataFrame construction with a non-daily datelike index (GH6479)

[jreback]

closes #6479

[qwhelan]

This is going to move the issue from 'M' to 'D' since Day()._should_cache() != MonthEnd()._should_cache()

[jreback]

I know....the problem is that all of the class definitions got changed (CachableOffset was always the 2nd class). I remember this as an issue, but nothing broke and I recall it was just changed. So now need to test cases and see what slows down, or I may just change the classes back.

[jreback]

So you are correct....have to now fix daily....
I don't think much else broke though....do that's good

-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
frame_ctor_dtindex_monthly                   |   1.2960 | 197.8787 |   0.0065 |
frame_assign_timeseries_index                |   0.6283 |   1.0956 |   0.5735 |
datetime_index_intersection                  |   0.3193 |   0.5510 |   0.5795 |
datetime_index_union                         |   0.1477 |   0.0737 |   2.0043 |
frame_ctor_dtindex_daily                     |   2.5813 |   0.9703 |   2.6603 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------

Ratio < 1.0 means the target commit is faster then the baseline.
Seed used: 1234

Target [efe176d] : PERF: perf improvements in DataFrame construction with a non-daily datelike index (GH6479)
Base   [ed20b1d] : Merge pull request #6477 from jreback/resample

BUG: Bug in resample with a timezone and certain offsets (GH6397)

[qwhelan]

I can dig into this in a few hours, if you'd like to move on to something else.

[jreback]

This is versus 0.12. I just turned caching off (it was only on for business* offsets) anyhow. But I think this should be triggered by the user as it attempts to cache a fairly large range (which is why in 0.12 the business day's show a big time).

-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
frame_ctor_dtindex_BMonthEnd(1)              |   1.3034 | 201.6877 |   0.0065 |
frame_ctor_dtindex_BusinessDay(1)            |   1.2206 |  70.0500 |   0.0174 |
frame_ctor_dtindex_BDay(1)                   |   1.2197 |  69.9514 |   0.0174 |
frame_ctor_dtindex_BQuarterBegin(1)          |   1.3313 |   1.2209 |   1.0904 |
frame_ctor_dtindex_BQuarterEnd(1)            |   1.3280 |   1.1880 |   1.1179 |
frame_ctor_dtindex_QuarterEnd(1)             |   1.3134 |   1.1717 |   1.1209 |
frame_ctor_dtindex_QuarterBegin(1)           |   1.3123 |   1.1700 |   1.1217 |
frame_ctor_dtindex_BMonthBegin(1)            |   1.3143 |   1.1060 |   1.1883 |
frame_ctor_dtindex_BMonthBegin(2)            |   1.3139 |   1.1044 |   1.1898 |
frame_ctor_dtindex_MonthBegin(1)             |   1.2810 |   1.0583 |   1.2104 |
frame_ctor_dtindex_CDay(1)                   |   1.5373 |   1.2674 |   1.2130 |
frame_ctor_dtindex_MonthBegin(2)             |   1.2820 |   1.0526 |   1.2179 |
frame_ctor_dtindex_CustomBusinessDay(1)      |   1.5484 |   1.2643 |   1.2247 |
frame_ctor_dtindex_CDay(2)                   |   1.5473 |   1.2604 |   1.2277 |
frame_ctor_dtindex_CustomBusinessDay(2)      |   1.5490 |   1.2610 |   1.2284 |
frame_ctor_dtindex_BMonthEnd(2)              |   1.3043 |   1.0297 |   1.2667 |
frame_ctor_dtindex_MonthEnd(1)               |   1.2987 |   1.0246 |   1.2674 |
frame_ctor_dtindex_MonthEnd(2)               |   1.2963 |   1.0223 |   1.2680 |
frame_ctor_dtindex_BDay(2)                   |   1.2493 |   0.9780 |   1.2774 |
frame_ctor_dtindex_BusinessDay(2)            |   1.2507 |   0.9727 |   1.2858 |
frame_ctor_dtindex_Week(1)                   |   1.0883 |   0.8347 |   1.3038 |
frame_ctor_dtindex_Week(2)                   |   1.0943 |   0.8323 |   1.3147 |
frame_ctor_dtindex_Micro(1)                  |   0.9180 |   0.6970 |   1.3171 |
frame_ctor_dtindex_Day(2)                    |   0.9183 |   0.6950 |   1.3213 |
frame_ctor_dtindex_Day(1)                    |   0.9216 |   0.6947 |   1.3267 |
frame_ctor_dtindex_Hour(1)                   |   0.9259 |   0.6976 |   1.3273 |
frame_ctor_dtindex_Second(2)                 |   0.9234 |   0.6951 |   1.3285 |
frame_ctor_dtindex_Minute(2)                 |   0.9267 |   0.6973 |   1.3289 |
frame_ctor_dtindex_Micro(2)                  |   0.9274 |   0.6957 |   1.3330 |
frame_ctor_dtindex_Hour(2)                   |   0.9290 |   0.6950 |   1.3368 |
frame_ctor_dtindex_Milli(2)                  |   0.9280 |   0.6933 |   1.3385 |
frame_ctor_dtindex_Milli(1)                  |   0.9300 |   0.6947 |   1.3387 |
frame_ctor_dtindex_Second(1)                 |   0.9323 |   0.6944 |   1.3427 |
frame_ctor_dtindex_Minute(1)                 |   0.9433 |   0.6930 |   1.3611 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------

Ratio < 1.0 means the target commit is faster then the baseline.
Seed used: 1234

[jreback]

vs master

-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
frame_ctor_dtindex_BMonthEnd(1)              |   1.3040 | 227.7931 |   0.0057 |
frame_ctor_dtindex_BQuarterEnd(1)            |   1.3280 | 223.8190 |   0.0059 |
frame_ctor_dtindex_BQuarterBegin(1)          |   1.3313 | 211.0933 |   0.0063 |
frame_ctor_dtindex_BMonthBegin(1)            |   1.3133 | 203.5247 |   0.0065 |
frame_ctor_dtindex_MonthEnd(1)               |   1.3046 | 193.4933 |   0.0067 |
frame_ctor_dtindex_QuarterEnd(1)             |   1.3210 | 192.7724 |   0.0069 |
frame_ctor_dtindex_QuarterBegin(1)           |   1.3146 | 191.1183 |   0.0069 |
frame_ctor_dtindex_MonthBegin(1)             |   1.2854 | 182.2054 |   0.0071 |
frame_ctor_dtindex_BusinessDay(1)            |   1.2253 |  92.1127 |   0.0133 |
frame_ctor_dtindex_BDay(1)                   |   1.2267 |  92.1164 |   0.0133 |

[jreback]

@qwhelan pls review when you have a chance