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Using an if statement to pass through variables ot further functions for python

I am a biologist that is just trying to use python to automate a ton of calculations, so I have very little experience.
I have a very large array that contains values that are formatted into two columns of observations. Sometimes the observations will be the same between the columns:
v1,v2
x,y
a,b
a,a
x,x
In order to save time and effort I wanted to make an if statement that just prints 0 if the two columns are the same and then moves on. If the values are the same there is no need to run those instances through the downstream analyses.
This is what I have so far just to test out the if statement. It has yet to recognize any instances where the columns are equivalen.
Script:
mylines=[]
with open('xxxx','r') as myfile:
for myline in myfile:
mylines.append(myline) ##reads the data into the two column format mentioned above
rang=len(open ('xxxxx,'r').readlines( )) ##returns the number or lines in the file
for x in range(1, rang):
li = mylines[x] ##selected row as defined by x and the number of lines in the file
spit = li.split(',',2) ##splits the selected values so they can be accessed seperately
print(spit[0]) ##first value
print(spit[1]) ##second value
if spit[0] == spit[1]:
print(0)
else:
print('Issue')
Output:
192Alhe52
192Alhe52
Issue ##should be 0
188Alhe48
192Alhe52
Issue
191Alhe51
192Alhe52
Issue
How do I get python to recgonize that certain observations are actually equal?

When you read the values and store them in the array, you can be storing '\n' as well, which is a break line character, so your array actually looks like this
print(mylist)
['x,y\n', 'a,b\n', 'a,a\n', 'x,x\n']
To work around this issue, you have to use strip(), which will remove this character and occasional blank spaces in the end of the string that would also affect the comparison
mylines.append(myline.strip())
You shouldn't use rang=len(open ('xxxxx,'r').readlines( )), because you are reading the file again
rang=len(mylines)
There is a more readable, pythonic way to replicate your for
for li in mylines[1:]:
spit = li.split(',')
if spit[0] == spit[1]:
print(0)
else:
print('Issue')
Or even
for spit.split(',') in mylines[1:]:
if spit[0] == spit[1]:
print(0)
else:
print('Issue')
will iterate on the array mylines, starting from the first element.
Also, if you're interested in python packages, you should have a look at pandas. Assuming you have a csv file:
import pandas as pd
df = pd.read_csv('xxxx')
for i, elements in df.iterrows():
if elements['v1'] == elements['v2']:
print('Equal')
else:
print('Different')
will do the trick. If you need to modify values and write another file
df.to_csv('nameYouWant')

For one, your issue with the equals test might be because iterating over lines like this also yields the newline character. There is a string function that can get rid of that, .strip(). Also, your argument to split is 2, which splits your row into three groups - but that probably doesn't show here. You can avoid having to parse it yourself when using the csv module, as your file presumably is that:
import csv
with open("yourfile.txt") as file:
reader = csv.reader(file)
next(reader) # skip header
for first, second in reader:
print(first)
print(second)
if first == second:
print(0)
else:
print("Issue")

Fast extraction of chunks of lines from large CSV file

I have a large CSV file full of stock-related data formatted as such:
Ticker Symbol, Date, [some variables...]
So each line starts of with the symbol (like "AMZN"), then has the date, then has 12 variables related to price or volume on the selected date. There are about 10,000 different securities represented in this file and I have a line for each day that the stock has been publicly traded for each of them. The file is ordered first alphabetically by ticker symbol and second chronologically by date. The entire file is about 3.3 GB.
The sort of task I want to solve would be to be able to extract the most recent n lines of data for a given ticker symbol with respect to the current date. I have code that does this, but based on my observations it seems to take, on average, around 8-10 seconds per retrieval (all tests have been extracting 100 lines).
I have functions I'd like to run that require me to grab such chunks for hundreds or thousands of symbols, and I would really like to reduce the time. My code is inefficient, but I am not sure how to make it run faster.
First, I have a function called getData:
def getData(symbol, filename):
out = ["Symbol","Date","Open","High","Low","Close","Volume","Dividend",
"Split","Adj_Open","Adj_High","Adj_Low","Adj_Close","Adj_Volume"]
l = len(symbol)
beforeMatch = True
with open(filename, 'r') as f:
for line in f:
match = checkMatch(symbol, l, line)
if beforeMatch and match:
beforeMatch = False
out.append(formatLineData(line[:-1].split(",")))
elif not beforeMatch and match:
out.append(formatLineData(line[:-1].split(",")))
elif not beforeMatch and not match:
break
return out
(This code has a couple of helper functions, checkMatch and formatLineData, which I will show below.) Then, there is another function called getDataColumn that gets the column I want with the correct number of days represented:
def getDataColumn(symbol, col=12, numDays=100, changeRateTransform=False):
dataset = getData(symbol)
if not changeRateTransform:
column = [day[col] for day in dataset[-numDays:]]
else:
n = len(dataset)
column = [(dataset[i][col] - dataset[i-1][col])/dataset[i-1][col] for i in range(n - numDays, n)]
return column
(changeRateTransform converts raw numbers into daily change rate numbers if True.) The helper functions:
def checkMatch(symbol, symbolLength, line):
out = False
if line[:symbolLength+1] == symbol + ",":
out = True
return out
def formatLineData(lineData):
out = [lineData[0]]
out.append(datetime.strptime(lineData[1], '%Y-%m-%d').date())
out += [float(d) for d in lineData[2:6]]
out += [int(float(d)) for d in lineData[6:9]]
out += [float(d) for d in lineData[9:13]]
out.append(int(float(lineData[13])))
return out
Does anyone have any insight on what parts of my code run slow and how I can make this perform better? I can't do the sort of analysis I want to do without speeding this up.
EDIT:
In response to the comments, I made some changes to the code in order to utilize the existing methods in the csv module:
def getData(symbol, database):
out = ["Symbol","Date","Open","High","Low","Close","Volume","Dividend",
"Split","Adj_Open","Adj_High","Adj_Low","Adj_Close","Adj_Volume"]
l = len(symbol)
beforeMatch = True
with open(database, 'r') as f:
databaseReader = csv.reader(f, delimiter=",")
for row in databaseReader:
match = (row[0] == symbol)
if beforeMatch and match:
beforeMatch = False
out.append(formatLineData(row))
elif not beforeMatch and match:
out.append(formatLineData(row))
elif not beforeMatch and not match:
break
return out
def getDataColumn(dataset, col=12, numDays=100, changeRateTransform=False):
if not changeRateTransform:
out = [day[col] for day in dataset[-numDays:]]
else:
n = len(dataset)
out = [(dataset[i][col] - dataset[i-1][col])/dataset[i-1][col] for i in range(n - numDays, n)]
return out
Performance was worse using the csv.reader class. I tested on two stocks, AMZN (near top of file) and ZNGA (near bottom of file). With the original method, the run times were 0.99 seconds and 18.37 seconds, respectively. With the new method leveraging the csv module, the run times were 3.04 seconds and 64.94 seconds, respectively. Both return the correct results.
My thought is that the time is being taken up more from finding the stock than from the parsing. If I try these methods on the first stock in the file, A, the methods both run in about 0.12 seconds.

When you're going to do lots of analysis on the same dataset, the pragmatic approach would be to read it all into a database. It is made for fast querying; CSV isn't. Use the sqlite command line tools, for example, which can directly import from CSV. Then add a single index on (Symbol, Date) and lookups will be practically instantaneous.
If for some reason that is not feasible, for example because new files can come in at any moment and you cannot afford the preparation time before starting your analysis of them, you'll have to make the best of dealing with CSV directly, which is what the rest of my answer will focus on. Remember that it's a balancing act, though. Either you pay a lot upfront, or a bit extra for every lookup. Eventually, for some amount of lookups it would have been cheaper to pay upfront.
Optimization is about maximizing the amount of work not done. Using generators and the built-in csv module aren't going to help much with that in this case. You'd still be reading the whole file and parsing all of it, at least for line breaks. With that amount of data, it's a no-go.
Parsing requires reading, so you'll have to find a way around it first. Best practices of leaving all intricacies of the CSV format to the specialized module bear no meaning when they can't give you the performance you want. Some cheating must be done, but as little as possible. In this case, I suppose it is safe to assume that the start of a new line can be identified as b'\n"AMZN",' (sticking with your example). Yes, binary here, because remember: no parsing yet. You could scan the file as binary from the beginning until you find the first line. From there read the amount of lines you need, decode and parse them the proper way, etc. No need for optimization there, because a 100 lines are nothing to worry about compared to the hundreds of thousands of irrelevant lines you're not doing that work for.
Dropping all that parsing buys you a lot, but the reading needs to be optimized as well. Don't load the whole file into memory first and skip as many layers of Python as you can. Using mmap lets the OS decide what to load into memory transparently and lets you work with the data directly.
Still you're potentially reading the whole file, if the symbol is near the end. It's a linear search, which means the time it takes is linearly proportional to the number of lines in the file. You can do better though. Because the file is sorted, you could improve the function to instead perform a kind of binary search. The number of steps that will take (where a step is reading a line) is close to the binary logarithm of the number of lines. In other words: the number of times you can divide your file into two (almost) equally sized parts. When there are one million lines, that's a difference of five orders of magnitude!
Here's what I came up with, based on Python's own bisect_left with some measures to account for the fact that your "values" span more than one index:
import csv
from itertools import islice
import mmap
def iter_symbol_lines(f, symbol):
# How to recognize the start of a line of interest
ident = b'"' + symbol.encode() + b'",'
# The memory-mapped file
mm = mmap.mmap(f.fileno(), 0, access=mmap.ACCESS_READ)
# Skip the header
mm.readline()
# The inclusive lower bound of the byte range we're still interested in
lo = mm.tell()
# The exclusive upper bound of the byte range we're still interested in
hi = mm.size()
# As long as the range isn't empty
while lo < hi:
# Find the position of the beginning of a line near the middle of the range
mid = mm.rfind(b'\n', 0, (lo+hi)//2) + 1
# Go to that position
mm.seek(mid)
# Is it a line that comes before lines we're interested in?
if mm.readline() < ident:
# If so, ignore everything up to right after this line
lo = mm.tell()
else:
# Otherwise, ignore everything from right before this line
hi = mid
# We found where the first line of interest would be expected; go there
mm.seek(lo)
while True:
line = mm.readline()
if not line.startswith(ident):
break
yield line.decode()
with open(filename) as f:
r = csv.reader(islice(iter_symbol_lines(f, 'AMZN'), 10))
for line in r:
print(line)
No guarantees about this code; I didn't pay much attention to edge cases, and I couldn't test with (any of) your file(s), so consider it a proof of concept. It is plenty fast, however – think tens of milliseconds on an SSD!

So I have an alternative solution which I ran and tested on my own as well with a sample data set that I got on Quandl that appears to have all the same headers and similar data. (Assuming that I havent misunderstood the end result that your trying to achieve).
I have this command line tool that one of our engineers built for us for parsing massive csvs - since I deal with absurd amount of data on a day to day basis - it is open sourced and you can get it here: https://github.com/DataFoxCo/gocsv
I also already wrote the short bash script for it in case you don't want to pipeline the commands but it does also support pipelining.
The command to run the following short script follows a super simple convention:
bash tickers.sh wikiprices.csv 'AMZN' '2016-12-\d+|2016-11-\d+'
#!/bin/bash
dates="$3"
cat "$1" \
| gocsv filter --columns 'ticker' --regex "$2" \
| gocsv filter --columns 'date' --regex "$dates" > "$2"'-out.csv'
both arguments for ticker and for dates are regexes
You can add as many variations as your want into that one regex, separating them by |.
So if you wanted AMZN and MSFT then you would simply modify it to this: AMZN|MSFT
I did something very similar with the dates - but i only limited my sample run to any dates from this month or last month.
End Result
Starting data:
myusername$ gocsv dims wikiprices.csv
Dimensions:
Rows: 23946
Columns: 14
myusername$ bash tickers.sh wikiprices.csv 'AMZN|MSFT' '2016-12-\d+'
myusername$ gocsv dims AMZN|MSFT-out.csv
Dimensions:
Rows: 24
Columns: 14
Here is a sample where I limited to only those 2 tickers and then to december only:
Voila - in a matter of seconds you have a second file saved with out the data you care about.
The gocsv program has great documentation by the way - and a ton of other functions e.g. running a vlookup basically at any scale (which is what inspired the creator to make the tool)

in addition to using csv.reader I think using itertools.groupby would speed up looking for the wanted sections, so the actual iteration could look something like this:
import csv
from itertools import groupby
from operator import itemgetter #for the keyfunc for groupby
def getData(wanted_symbol, filename):
with open(filename) as file:
reader = csv.reader(file)
#so each line in reader is basically line[:-1].split(",") from the plain file
for symb, lines in groupby(reader, itemgetter(0)):
#so here symb is the symbol at the start of each line of lines
#and lines is the lines that all have that symbol in common
if symb != wanted_symbol:
continue #skip this whole section if it has a different symbol
for line in lines:
#here we have each line as a list of fields
#for only the lines that have `wanted_symbol` as the first element
<DO STUFF HERE>
so in the space of <DO STUFF HERE> you could have the out.append(formatLineData(line)) to do what your current code does but the code for that function has a lot of unnecessary slicing and += operators which I think are pretty expensive for lists (might be wrong), another way you could apply the conversions is to have a list of all the conversions:
def conv_date(date_str):
return datetime.strptime(date_str, '%Y-%m-%d').date()
#the conversions applied to each element (taken from original formatLineData)
castings = [str, conv_date, #0, 1
float, float, float, float, #2:6
int, int, int, #6:9
float, float, float, float, #9:13
int] #13
then use zip to apply these to each field in a line in a list comprehension:
[conv(val) for conv, val in zip(castings, line)]
so you would replace <DO STUFF HERE> with out.append with that comprehension.
I'd also wonder if switching the order of groupby and reader would be better since you don't need to parse most of the file as csv, just the parts you are actually iterating over so you could use a keyfunc that seperates just the first field of the string
def getData(wanted_symbol, filename):
out = [] #why are you starting this with strings in it?
def checkMatch(line): #define the function to only take the line
#this would be the keyfunc for groupby in this example
return line.split(",",1)[0] #only split once, return the first element
with open(filename) as file:
for symb, lines in groupby(file,checkMatch):
#so here symb is the symbol at the start of each line of lines
if symb != wanted_symbol:
continue #skip this whole section if it has a different symbol
for line in csv.reader(lines):
out.append( [typ(val) for typ,val in zip(castings,line)] )
return out

Efficiently Find Partial String Match --> Values Starting From List of Values in 5 GB file with Python

I have a 5GB file of businesses and I'm trying to extract all the businesses that whose business type codes (SNACODE) start with the SNACODE corresponding to grocery stores. For example, SNACODEs for some businesses could be 42443013, 44511003, 44419041, 44512001, 44522004 and I want all businesses whose codes start with my list of grocery SNACODES codes = [4451,4452,447,772,45299,45291,45212]. In this case, I'd get the rows for 44511003, 44512001, and 44522004
Based on what I googled, the most efficient way to read in the file seemed to be one row at a time (if not the SQL route). I then used a for loop and checked if my SNACODE column started with any of my codes (which probably was a bad idea but the only way I could get to work).
I have no idea how many rows are in the file, but there are 84 columns. My computer was running for so long that I asked a friend who said it should only take 10-20 min to complete this task. My friend edited the code but I think he misunderstood what I was trying to do because his result returns nothing.
I am now trying to find a more efficient method than re-doing my 9.5 hours and having my laptop run for an unknown amount of time. The closest thing I've been able to find is most efficient way to find partial string matches in large file of strings (python), but it doesn't seem like what I was looking for.
Questions:
What's the best way to do this? How long should this take?
Is there any way that I can start where I stopped? (I have no idea how many rows of my 5gb file I read, but I have the last saved line of data--is there a fast/easy way to find the line corresponding to a unique ID in the file without having to read each line?)
This is what I tried -- in 9.5 hours it outputted a 72MB file (200k+ rows) of grocery stores
codes = [4451,4452,447,772,45299,45291,45212] #codes for grocery stores
for df in pd.read_csv('infogroup_bus_2010.csv',sep=',', chunksize=1):
data = np.asarray(df)
data = pd.DataFrame(data, columns = headers)
for code in codes:
if np.char.startswith(str(data["SNACODE"][0]), str(code)):
with open("grocery.csv", "a") as myfile:
data.to_csv(myfile, header = False)
print code
break #break code for loop if match
grocery.to_csv("grocery.csv", sep = '\t')
This is what my friend edited it to. I'm pretty sure the x = df[df.SNACODE.isin(codes)] is only matching perfect matches, and thus returning nothing.
codes = [4451,4452,447,772,45299,45291,45212]
matched = []
for df in pd.read_csv('infogroup_bus_2010.csv',sep=',', chunksize=1024*1024, dtype = str, low_memory=False):
x = df[df.SNACODE.isin(codes)]
if len(x):
matched.append(x)
print "Processed chunk and found {} matches".format(len(x))
output = pd.concat(matched, axis=0)
output.to_csv("grocery.csv", index = False)
Thanks!

To increase speed you could pre-build a single regexp matching the lines you need and the read the raw file lines (no csv parsing) and check them with the regexp...
codes = [4451,4452,447,772,45299,45291,45212]
col_number = 4 # Column number of SNACODE
expr = re.compile("[^,]*," * col_num +
"|".join(map(str, codes)) +
".*")
for L in open('infogroup_bus_2010.csv'):
if expr.match(L):
print L
Note that this is just a simple sketch as no escaping is considered... if the SNACODE column is not the first one and preceding fields may contain a comma you need a more sophisticated regexp like:
...
'([^"][^,]*,|"([^"]|"")*",)' * col_num +
...
that ignores commas inside double-quotes

You can probably make your pandas solution much faster:
codes = [4451, 4452, 447, 772, 45299, 45291, 45212]
codes = [str(code) for code in codes]
sna = pd.read_csv('infogroup_bus_2010.csv', usecols=['SNACODE'],
chunksize=int(1e6), dtype={'SNACODE': str})
with open('grocery.csv', 'w') as fout:
for chunk in sna:
for code in chunk['SNACODE']:
for target_code in codes:
if code.startswith(target_code):
fout.write('{}\n'.format(code))
Read only the needed column with usecols=['SNACODE']. You can adjust the chunk size with chunksize=int(1e6). Depending on your RAM you can likely make it much bigger.

Find and replace in CSV files with Python

Related to a previous question, I'm trying to do replacements over a number of large CSV files.
The column order (and contents) change between files, but for each file there are about 10 columns that I want and can identify by the column header names. I also have 1-2 dictionaries for each column I want. So for the columns I want, I want to use only the correct dictionaries and want to implement them sequentially.
An example of how I've tried to solve this:
# -*- coding: utf-8 -*-
import re
# imaginary csv file. pretend that we do not know the column order.
Header = [u'col1', u'col2']
Line1 = [u'A',u'X']
Line2 = [u'B',u'Y']
fileLines = [Line1,Line2]
# dicts to translate lines
D1a = {u'A':u'a'}
D1b = {u'B':u'b'}
D2 = {u'X':u'x',u'Y':u'y'}
# dict to correspond header names with the correct dictionary.
# i would like the dictionaries to be read sequentially in col1.
refD = {u'col1':[D1a,D1b],u'col2':[D2]}
# clunky replace function
def freplace(str, dict):
rc = re.compile('|'.join(re.escape(k) for k in dict))
def trans(m):
return dict[m.group(0)]
return rc.sub(trans, str)
# get correspondence between dictionary and column
C = []
for i in range(len(Header)):
if Header[i] in refD:
C.append([refD[Header[i]],i])
# loop through lines and make replacements
for line in fileLines:
for i in range(len(line)):
for j in range(len(C)):
if C[j][1] == i:
for dict in C[j][0]:
line[i] = freplace(line[i], dict)
My problem is that this code is quite slow, and I can't figure out how to speed it up. I'm a beginner, and my guess was that my freplace function is largely what is slowing things down, because it has to compile for each column in each row. I would like to take the line rc = re.compile('|'.join(re.escape(k) for k in dict)) out of that function, but don't know how to do that and still preserve what the rest of my code is doing.

There's a ton of things that you can do to speed this up:
First, use the csv module. It provides efficient and bug-free methods for reading and writing CSV files. The DictReader object in particular is what you're interested in: it will present every row it reads from the file as a dictionary keyed by its column name.
Second, compile your regexes once, not every time you use them. Save the compiled regexes in a dictionary keyed by the column that you're going to apply them to.
Third, consider that if you apply a hundred regexes to a long string, you're going to be scanning the string from start to finish a hundred times. That may not be the best approach to your problem; you might be better off investing some time in an approach that lets you read the string from start to end once.

You don't need re:
# -*- coding: utf-8 -*-
# imaginary csv file. pretend that we do not know the column order.
Header = [u'col1', u'col2']
Line1 = [u'A',u'X']
Line2 = [u'B',u'Y']
fileLines = [Line1,Line2]
# dicts to translate lines
D1a = {u'A':u'a'}
D1b = {u'B':u'b'}
D2 = {u'X':u'x',u'Y':u'y'}
# dict to correspond header names with the correct dictionary
refD = {u'col1':[D1a,D1b],u'col2':[D2]}
# now let's have some fun...
for line in fileLines:
for i, (param, word) in enumerate(zip(Header, line)):
for minitranslator in refD[param]:
if word in minitranslator:
line[i] = minitranslator[word]
returns:
[[u'a', u'x'], [u'b', u'y']]

So if that's the case, and all 10 columns have the same names each time, but out of order, (I'm not sure if this is what you're doing up there, but here goes) keep one array for the heading names, and one for each column split into elements (should be 10 items each line), now just offset which regex by doing a case/select combo, compare the element number of your header array, then inside the case, reference the data array at the same offset, since the name is what will get to the right case you should be able to use the same 10 regex's repeatedly, and not have to recompile a new "command" each time.
I hope that makes sense. I'm sorry i don't know the syntax to help you out, but I hope my idea is what you're looking for
EDIT:
I.E.
initialize all regexes before starting your loops.
then after you read a line (and after the header line)
select array[n]
case "column1"
regex(data[0]);
case "column2"
regex(data[1]);
.
.
.
.
end select
This should call the right regex for the right columns

Parsing blockbased program output using Python

I am trying to parse the output of a statistical program (Mplus) using Python.
The format of the output (example here) is structured in blocks, sub-blocks, columns, etc. where the whitespace and breaks are very important. Depending on the eg. options requested you get an addional (sub)block or column here or there.
Approaching this using regular expressions has been a PITA and completely unmaintainable. I have been looking into parsers as a more robust solution, but
am a bit overwhelmed by all the possible tools and approaches;
have the impression that they are not well suited for this kind of output.
E.g. LEPL has something called line-aware parsing, which seems to go in the right direction (whitespace, blocks, ...) but is still geared to parsing programming syntax, not output.
Suggestion in which direction to look would be appreciated.

Yes, this is a pain to parse. You don't -- however -- actually need very many regular expressions. Ordinary split may be sufficient for breaking this document into manageable sequences of strings.
These are a lot of what I call "Head-Body" blocks of text. You have titles, a line of "--"'s and then data.
What you want to do is collapse a "head-body" structure into a generator function that yields individual dictionaries.
def get_means_intecepts_thresholds( source_iter ):
"""Precondition: Current line is a "MEANS/INTERCEPTS/THRESHOLDS" line"""
head= source_iter.next().strip().split()
junk= source_iter.next().strip()
assert set( junk ) == set( [' ','-'] )
for line in source_iter:
if len(line.strip()) == 0: continue
if line.strip() == "SLOPES": break
raw_data= line.strip().split()
data = dict( zip( head, map( float, raw_data[1:] ) ) )
yield int(raw_data[0]), data
def get_slopes( source_iter ):
"""Precondition: Current line is a "SLOPES" line"""
head= source_iter.next().strip().split()
junk= source_iter.next().strip()
assert set( junk ) == set( [' ','-'] )
for line in source_iter:
if len(line.strip()) == 0: continue
if line.strip() == "SLOPES": break
raw_data= line.strip().split() )
data = dict( zip( head, map( float, raw_data[1:] ) ) )
yield raw_data[0], data
The point is to consume the head and the junk with one set of operations.
Then consume the rows of data which follow using a different set of operations.
Since these are generators, you can combine them with other operations.
def get_estimated_sample_statistics( source_iter ):
"""Precondition: at the ESTIMATED SAMPLE STATISTICS line"""
for line in source_iter:
if len(line.strip()) == 0: continue
assert line.strip() == "MEANS/INTERCEPTS/THRESHOLDS"
for data in get_means_intercepts_thresholds( source_iter ):
yield data
while True:
if len(line.strip()) == 0: continue
if line.strip() != "SLOPES": break
for data in get_slopes( source_iter ):
yield data
Something like this may be better than regular expressions.

Based on your example, what you have is a bunch of different, nested sub-formats that, individually, are very easily parsed. What can be overwhelming is the sheer number of formats and the fact that they can be nested in different ways.
At the lowest level you have a set of whitespace-separated values on a single line. Those lines combine into blocks, and how the blocks combine and nest within each other is the complex part. This type of output is designed for human reading and was never intended to be "scraped" back into machine-readable form.
First, I would contact the author of the software and find out if there is an alternate output format available, such as XML or CSV. If done correctly (i.e. not just the print-format wrapped in clumsy XML, or with commas replacing whitespace), this would be much easier to handle. Failing that I would try to come up with a hierarchical list of formats and how they nest. For example,
ESTIMATED SAMPLE STATISTICS begins a block
Within that block MEANS/INTERCEPTS/THRESHOLDS begins a nested block
The next two lines are a set of column headings
This is followed by one (or more?) rows of data, with a row header and data values
And so on. If you approach each of these problems separately, you will find that it's tedious but not complex. Think of each of the above steps as modules that test the input to see if it matches and if it does, then call other modules to test further for things that can occur "inside" the block, backtracking if you get to something that doesn't match what you expect (this is called "recursive descent" by the way).
Note that you will have to do something like this anyway, in order to build an in-memory version of the data (the "data model") on which you can operate.

My suggestion is to do rough massaging of the lines to more useful form. Here is some experiments with your data:
from __future__ import print_function
from itertools import groupby
import string
counter = 0
statslist = [ statsblocks.split('\n')
for statsblocks in open('mlab.txt').read().split('\n\n')
]
print(len(statslist), 'blocks')
def blockcounter(line):
global counter
if not line[0]:
counter += 1
return counter
blocklist = [ [block, list(stats)] for block, stats in groupby(statslist, blockcounter)]
for blockno,block in enumerate(blocklist):
print(120 * '=')
for itemno,line in enumerate(block[1:][0]):
if len(line)<4 and any(line[-1].endswith(c) for c in string.letters) :
print('\n** DATA %i, HEADER (%r)**' % (blockno,line[-1]))
else:
print('\n** DATA %i, item %i, length %i **' % (blockno, itemno, len(line)))
for ind,subdata in enumerate(line):
if '___' in subdata:
print(' *** Numeric data starts: ***')
else:
if 6 < len(subdata)<16:
print( '** TYPE: %s **' % subdata)
print('%3i : %s' %( ind, subdata))

You could try PyParsing. It enables you to write a grammar for what you want to parse. It has other examples than parsing programming languages. But I agree with Jim Garrison that your case doesn't seem to call for a real parser, because writing the grammar would be cumbersome. I would try a brute-force solution, e.g. splitting lines at whitespaces. It's not foolproof, but we can assume the output is correct, so if a line has n headers, the next line will have exactly n values.

It turns out that tabular program output like this was one of my earliest applications of pyparsing. Unfortunately, that exact example dealt with a proprietary format that I can't publish, but there is a similar example posted here: http://pyparsing.wikispaces.com/file/view/dictExample2.py .