An open-source, 64-bit Python analytics engine for high-performance data analysis with multithreading support. Riptable supports Python 3.10 through 3.12 on 64-bit Linux and Windows.
Similar to Pandas and based on NumPy, Riptable optimizes analyzing large volumes of data interactively, in real time. Riptable can crunch numbers often at 1.5x to 10x the speed of NumPy or Pandas.
Riptable achieves maximum speed through the use of:
- Vector instrinsics with hand-rolled loops using AVX-256 and with AVX-512 support coming.
- Parallel computing with multiple-thread deployment for large arrays.
- Recycling with built-in array garbage collection.
- Hashing and parallel sorts for core algorithms.
Intro to Riptable and reference documentation is available at: riptable.readthedocs.io
FastArray
is a subclass of NumPy's ndarray that enables built-in multithreaded number crunching.
All Scikit routines that expect a NumPy array also accept a FastArray.
Dataset
replaces the Pandas DataFrame class and holds NumPy arrays of equal length.
Struct
holds a collection of mixed-type data members, with Dataset as a subclass.
Categorical
replaces both the Pandas DataFrame.groupby() method and the Pandas Categorical
class. A Riptable Categorical supports multi-key, filterable groupings with the same
functionality of Pandas groupby and more.
Datetime
classes replace most NumPy and Pandas date/time classes. Riptable's DateTimeNano,
Date, TimeSpan, and DateSpan classes have a design that's closer to Java, C++,
or C# date/time classes.
Accum2 and AccumTable enable cross-tabulation functionality.
SDS provides a new file format which can stack multiple datasets in multiple files with zstd compression, threads, and no extra memory copies.
Riptable is designed for arrays of all sizes. For small arrays (< 100 length), low
processing overhead is important. Riptable's FastArray is written in hand-coded C and
processes simple arithmetic functions faster than NumPy arrays. For medium arrays
(< 100,000 length), Riptable has vector-instrinic loops. For large arrays (>= 100,000)
Riptable knows how to dynamically scale out threading, waking up threads efficiently
using a futex.
Create a Conda environment and run this command to install Riptable on Windows or Linux:
conda install riptable
Import Riptable in your Python code to access its functions, methods, and classes:
import riptable as rt
Note: We shorten the name of the Riptable module to
rtto improve the readability of code.
Easily change between NumPy's ndarray and Riptable's FastArray without producing a
copy of the array.
import riptable as rt
import numpy as np
rtarray = rt.arange(100)
numpyarray = rtarray._np
fastarray = rt.FastArray(numpyarray)
Change the view of the two instances to confirm that FastArray is a subclass of
ndarray.
numpyarray.view(rt.FastArray)
fastarray.view(np.ndarray)
isinstance(fastarray, np.ndarray)
Construct a Riptable Dataset directly from a Pandas DataFrame.
import riptable as rt
import numpy as np
import pandas as pd
df = pd.DataFrame({"intarray": np.arange(1_000_000), "floatarray": np.arange(1_000_000.0)})
ds = rt.Dataset(df)
Riptable has undergone years of development, and dozens of quants at a large financial firm have tested its capabilities. We also provide a full suite of tests to ensure that the modules are functioning as expected. But as with any project, there are still bugs and opportunities for improvement, which can be reported using GitHub issues.
Riptable was written from day one to handle large data and multithreading using the riptide_cpp layer for basic arithmetic functions and algorithms. Many core algorithms have been painstakingly rewritten for multithreading.
The Riptable engine is another building block for Python data analytics computing, and we welcome help from users and contributors to take it to the next level. As you encounter bugs, issues with the documentation, and opportunities for new or improved functionality, please consider reaching out to the team.
See the contributing guide for more information.