What is the fastest way to output large DataFrame into a CSV file?

Lev. Pandas has rewritten to_csv to make a big improvement in native speed. The process is now i/o bound, accounts for many subtle dtype issues, and quote cases. Here is our performance results vs. 0.10.1 (in the upcoming 0.11) release. These are in ms, lower ratio is better.

Results:
                                            t_head  t_baseline      ratio
name                                                                     
frame_to_csv2 (100k) rows                 190.5260   2244.4260     0.0849
write_csv_standard  (10k rows)             38.1940    234.2570     0.1630
frame_to_csv_mixed  (10k rows, mixed)     369.0670   1123.0412     0.3286
frame_to_csv (3k rows, wide)              112.2720    226.7549     0.4951

So Throughput for a single dtype (e.g. floats), not too wide is about 20M rows / min, here is your example from above.

In [12]: df = pd.DataFrame({'A' : np.array(np.arange(45000000),dtype='float64')}) 
In [13]: df['B'] = df['A'] + 1.0   
In [14]: df['C'] = df['A'] + 2.0
In [15]: df['D'] = df['A'] + 2.0
In [16]: %timeit -n 1 -r 1 df.to_csv('test.csv')
1 loops, best of 1: 119 s per loop

In 2019 for cases like this, it may be better to just use numpy. Look at the timings:

aa.to_csv('pandas_to_csv', index=False)
# 6.47 s

df2csv(aa,'code_from_question', myformats=['%d','%.1f','%.1f','%.1f'])
# 4.59 s

from numpy import savetxt

savetxt(
    'numpy_savetxt', aa.values, fmt='%d,%.1f,%.1f,%.1f',
    header=','.join(aa.columns), comments=''
)
# 3.5 s

So you can cut the time by a factor of two using numpy. This, of course, comes at a cost of reduced flexibility (when compared to aa.to_csv).

Benchmarked with Python 3.7, pandas 0.23.4, numpy 1.15.2 (xrange was replaced by range to make the posted function from the question work in Python 3).

PS. If you need to include the index, savetxt will work fine - just pass df.reset_index().values and adjust the formatting string accordingly.

2021 update: as pointed in the comments the pandas performance improved greatly. savetxt is still the fastest option, but only by a narrow margin: when benchmarked with pandas 1.3.0 and numpy 1.20.3, aa.to_csv() took 2.64 s while savetxt 2.53 s. The code from the question (df2csv) took 2.98 s making it the slowest option nowadays.

Your mileage may vary - the 2021 test was performed on SSD with a very fast CPU, while in 2019 I was using HDD and a slower CPU.

use chunksize. I have found that makes a hell lot of difference. If you have memory in hand use good chunksize (no of rows) to get into memory and then write once.

Your df_to_csv function is very nice, except it does a lot of assumptions and doesn't work for the general case.

If it works for you, that's good, but be aware that it is not a general solution. CSV can contain commas, so what happens if there is this tuple to be written? ('a,b','c')

The python csv module would quote that value so that no confusion arises, and would escape quotes if quotes are present in any of the values. Of course generating something that works in all cases is much slower. But I suppose you only have a bunch of numbers.

You could try this and see if it is faster:

#data is a tuple containing tuples

for row in data:
    for col in xrange(len(row)):
        f.write('%d' % row[col])
        if col < len(row)-1:
            f.write(',')
    f.write('\n')

I don't know if that would be faster. If not it's because too many system calls are done, so you might use StringIO instead of direct output and then dump it to a real file every once in a while.