Panther VS rust-numpy

I recently started learning rust and decided to make a python library with PyO3 and NDArray as a first project. With the name Panther, the library was supposed to be an implementation of stock technical indicators (EMA, SMA, RSI, Ect). I added a few functions, and decided to do some speed tests with the pandas way of calculating these indicators. I was shocked to see that my code was about 9x faster on average than pandas calculations. I know this is expected when using a low level language like rust in python, but I'm amazed none the less. Especially as someone new to rust, the fact I could get these "advertised" results with rust in python without having to do crazy optimizations is crazy to me. Plus, something about writing low-level code and getting these results in python is very satisfying. The best part though? The process to get these results wasn't even hard! The cargo packages I used had great documentation and the compiler?! Actually helpful! With reference material on errors too! Officially done geeking out about Rust haha but love this language and love this community. Hoping to get more involved with OS stuff. What project is everyone working on? Anything cool?

On the contrary, it can use and interface with numpy quite easily: https://github.com/PyO3/rust-numpy

Once I figured out the right tools, it was easy. Its just "maturin new". It automatically converts python floats and strings. Numpy arrays come through as a special Pyarray type, that you need to unwrap, but that's just one builtin function. Using pyo3, maturin and numpy, https://github.com/PyO3/rust-numpy it's fairly easy.

If I'm understanding this documentation correctly then you may be able to pass the numpy array directly with func(df['col'].to_numpy) which may save some conversion.

Otherwise, though, Rust is an excellent choice. The many advantages of Rust (great package manager, memory safety, modern language features, ...) are already well documented so I won't repeat them here. Specifically for writing Python libraries, check out PyO3, maturin, and rust-numpy, which allow for seamless integration with the Python scientific computing ecosystem. Dockerizing/packaging is a non-issue, with the aforementioned libraries you can easily publish Rust libraries as pip packages or compile them from source as part of your docker build. We have several successful production deployments of Rust code at OpenAI, and I have personally found it to be a joy to work with.

Integration with numpy uses the rust-numpy crate: Example of method that accepts numpy arrays as arguments Example of a method that returns a numpy array to Python (this performs a copy, there ought to be a way to avoid it but the current implementation has been plenty fast for my use case so far)

This example maybe helpful.

Given that it's via pyO3, you could even pass the numpy arrays using https://github.com/PyO3/rust-numpy and get ndarrays at the other side.

Same no copy, slightly more user friendly approach.

Further criticism of the actual approach - even if we didn't do zero copy, there's no preallocation for the vector despite the size being known upfront, and nested vectors are very slow by default.

So you could speed up the entire thing by passing it to ndarray, and then running a single call to sum over the 2D array you'd find at the other end. (https://docs.rs/ndarray/0.15.1/ndarray/struct.ArrayBase.html...)

I believe converting between pandas Series (e.g. columns) and numpy ndarrays can be pretty cheap, right? Once they're in that format, you can use rust to work directly on the numpy memory buffer with rust-numpy. Otherwise, feather is a format designed for IPC of columnar data; pyarrow is in pandas (might be an optional dependency) and may be pretty quick for that, and rust has an arrow implementation too.

https://github.com/PyO3/rust-numpy