man-group / arctic

High performance datastore for time series and tick data
https://arctic.readthedocs.io/en/latest/
GNU Lesser General Public License v2.1
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Arctic Chunkstore pd.Categorical support #901

Open bjonen opened 3 years ago

bjonen commented 3 years ago

We are making heavy use of pd.Categorical. Unfortunately Chunkstore does not support this at the moment. One very simple way to change this would be to change FrameConverter to use pickle to serialize columns instead of arr.tostring(). See link to my fork below. The fork also removes pd.Panel imports that are incompatible with pandas 1.2.

Is this a feature of general interest? If so, how should a pull request for this look like? I assume this change should be optional to prevent breaking existing code.

https://github.com/bjonen/arctic/commit/f44d194daf44c01a29c95c0067d74ebc2678546a

adxrgh commented 3 years ago

great idea, definitely supporting!