pydata/pandas — pull request #3525 by jreback (2013-05-03 19:43:54+00:00)
Title: ENH: support for msgpack serialization/deserialization

warning: prototype!

msgpack serialization/deseriliization
- support most pandas objects: Timestamp,Period,all index types,Series,DataFrame
- missing Sparse, and Panel (not too hard to add), and docs

Here are 2 features which I think msgpack supports, but have to look further
- no support for compression directly, but can compress the file (e.g. gzip)
- access is sequential
- versioning, is not that hard because its pretty easy to deal with a
change in the schema (which is not directly stored), and this is MUCH more
transparent than pickle

usage is exactly like pickle (aside from that its in a different namespace), allowing
arbitrary combinations of storage, e.g. this supports the added storage of pandas objects,
but obviously can store ``{ 'frame1' : df1, 'frame2' : df2 }`` etc

Not completely happy with the ``packers`` name, any suggestions?

closes #686

```
In [2]: df = DataFrame(randn(10,2),
columns=list('AB'),
index=date_range('20130101',periods=10))

In [6]: from pandas.io import packers

In [7]: packers.save('foo.msg',df)

In [8]: packers.load('foo.msg')
Out[8]:
A B
2013-01-01 -1.222067 0.909417
2013-01-02 -1.452324 0.121088
2013-01-03 1.291239 -2.379701
2013-01-04 0.018053 0.522068
2013-01-05 -1.560006 1.230141
2013-01-06 0.774055 0.484828
2013-01-07 0.996267 -0.664828
2013-01-08 2.586835 1.176232
2013-01-09 0.578000 0.296687
2013-01-10 0.064407 0.992416
```