On a large dataset, converting from Pandas.DataFrame to DataFrames.DataFrame with constructor takes a lot of time. Not sure if it is Pandas.jl job to ensure that but I figure I should post it anyway. Working exemple in julia 1.0 :
# panda_df is a large Pandas.DataFrame
# This takes ~ 1h
DataFrames.DataFrame(panda_df)
# This takes ~5 min (probably not the optimal solution)
names=Symbol.(Pandas.values.(Pandas.columns(panda_df)))
df=DataFrames.DataFrame()
for i in 1:length(names)
df[names[i]]=Array(panda_df[names[i]])
end