fagan2888 / antarctic

Persist Pandas objects within a MongoDB database

Antarctic

Project to persist Pandas data structures in a MongoDB database.

Installation

pip install antarctic

Usage

This project (unless the popular arctic project which I admire) is based on top of MongoEngine, see https://pypi.org/project/mongoengine/ MongoEngine is an ORM for MongoDB. MongoDB stores documents. We introduce here two new fields --- one for a Pandas Series and one for a Pandas DataFrame.

from mongoengine import Document, connect
from antarctic.PandasFields import SeriesField, FrameField

# connect with your existing MongoDB (here I am using a popular interface mocking a MongoDB)
client = connect(db="test", host="mongomock://localhost")

# Define the blueprint for a portfolio document
class Portfolio(Document):
    nav = SeriesField()
    weights = FrameField()
    prices = FrameField()

The portfolio objects works exactly the way you think it works

p = Portfolio()
p.nav = pd.Series(...)
p.prices = pd.DataFrame(...)
p.save()

print(p.nav)
print(p.prices)

Behind the scenes we convert the both Series and Frame objects into json documents and store them in a MongoDB database.

We don't apply any clever conversion into compressed bytestreams. Performance is not our main concern here.

Database?

Storing json or bytestream representations of Pandas objects is not exactly a database. Appending is rather expensive as one would have to extract the original Pandas object, append to it and convert the new object back into a json or bytestream representation. Clever sharding can mitigate such effects but at the end of the day you shouldn't update such objects too often. Often practitioners use a small database for recording (e.g. over the last 24h) and update the MongoDB database once a day. It's extremely fast to read the Pandas objects out of such a construction.

Also note that in theory one could try to build this on top of pyarrow and support both R and Python.