1. About StaticFrame

Alpha Release

Prior to the 1.0 release, interfaces may change. Please assist in development by reporting any bugs or request any missing features.

https://github.com/InvestmentSystems/static-frame/issues

StaticFrame is not a drop-in replacement for Pandas. While some conventions and API components are directly borrowed from Pandas, some are completely different, either by necessity (due to the immutable data model) or by choice (offering more uniform, less redundant, and more explicit interfaces). As StaticFrame does not support in-place mutation, architectures that made significant use of mutability in Pandas will require refactoring.

StaticFrame is lightweight. It has few dependencies (Pandas is not a dependency).

StaticFrame does not aspire to be an all-in-one framework for all aspects of data processing and visualization. StaticFrame focuses on providing efficient and powerful data structures with consistent, clear, and stable interfaces.

StaticFrame aspires to have comparable or better performance than Pandas. While this is already the case for some core operations (See Performance), some important functions are far more performant in Pandas (such as reading delimited text files via pd.read_csv). StaticFrame provides easy conversion to and from Pandas to bridge needed functionality or performance.

StaticFrame relyies entirely on NumPy for types and numeric computation routines. NumPy offers desirable stability in performance and interface. For working with SciPy and related tools, StaticFrame exposes easy access to NumPy arrays, conversion to and from Pandas and Arrow, and support for reading from and writing to a wide variety of storage formats.

2. Immutability

The static_frame.Series and static_frame.Frame store data in immutable NumPy arrays. Once created, array values cannot be changed. StaticFrame manages NumPy arrays, setting the ndarray.flags.writeable attribute to False on all managed and returned NumPy arrays.


>>> import static_frame as sf
>>> import numpy as np

>>> s = sf.Series((67, 62, 27, 14), index=('Jupiter', 'Saturn', 'Uranus', 'Neptune'), dtype=np.int64)
>>> s #doctest: +NORMALIZE_WHITESPACE
<Series>
<Index>
Jupiter  67
Saturn   62
Uranus   27
Neptune  14
<<U7>    <int64>
>>> s['Jupiter'] = 68
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: 'Series' object does not support item assignment
>>> s.iloc[0] = 68
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
TypeError: 'InterfaceGetItem' object does not support item assignment
>>> s.values[0] = 68
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ValueError: assignment destination is read-only

To mutate values in a Series or Frame, a copy must be made. Convenient functional interfaces to assign to a copy are provided, using conventions familiar to NumPy and Pandas users.

>>> s.assign['Jupiter'](69) 
<Series>
<Index>
Jupiter  69
Saturn   62
Uranus   27
Neptune  14
<<U7>    <int64>
>>> s.assign['Uranus':](s['Uranus':] - 2) 
<Series>
<Index>
Jupiter  67
Saturn   62
Uranus   25
Neptune  12
<<U7>   <int64>
>>> s.assign.iloc[[0, 3]]((68, 11)) 
<Series>
<Index>
Jupiter  68
Saturn   62
Uranus   27
Neptune  11
<<U7>    <int64>

Immutable data has the overwhelming benefit of providing the confidence that a client of a Series or Frame cannot mutate its data. This removes the need for many unnecessary copies, and forces clients to only make copies when absolutely necessary.

There is no guarantee that using immutable data will produce correct code or more resilient and robust libraries. It is true, however, that using immutable data removes countless opportunities for introducing flaws in data processing routines and libraries.

3. History

The ideas behind StaticFrame developed out of years of work with Pandas and related tabular data structures by the Investment Systems team at Research Affiliates, LLC. In May of 2017 Christopher Ariza proposed the basic model to the Investment Systems team and began implementation. The first public release was in May 2018.

4. Presentations

The following presentations and interviews describe StaticFrame in greater depth.

5. Contributors

These members of the Investment Systems team have contributed greatly to the design of StaticFrame:

  • Brandt Bucher

  • Charles Burkland

  • Guru Devanla

  • John Hawk

  • Adam Kay

  • Mark LeMoine

  • Myrl Marmarelis

  • Tom Rutherford

  • Yu Tomita

  • Quang Vu

Thanks also for additional contributions from GitHub users:

https://github.com/InvestmentSystems/static-frame/graphs/contributors