Speed up pandas iteration with multiple excel sheets

I have an excel file with 1000 sheets and each sheet contain a dataframe. In order to feed my model with these data, I try to convert it to 1000 batches of tensors and here’s my code:

df = pd.read_excel('file.xlsx', sheet_name=None)
file_names = list(df.keys())

columns = ['A','B','C']
features = []
labels = []
for n in file_names:
  df = pd.read_excel('file.xlsx', sheet_name=n)
  features.append(df[columns].to_numpy())
  labels.append(df['D'].to_numpy())
  
Y = tf.convert_to_tensor(np.stack(labels), dtype=tf.float32)
X = tf.convert_to_tensor(np.stack(features), dtype=tf.float32)
dataset = tf.data.Dataset.from_tensor_slices((X, Y))

My code works fine, but it takes over an hour to iterate it.
I will have more than 1000 batches of data in the future so it seems not a good idea to have several thousand of csv files.
How can I speed up the process?

>Solution :

You could retrieve your file.xlsx once, which will read all worksheets into a dictionary of dataframes and then you can get the sheets from that dictionary:

import tensorflow as tf
import pandas as pd
import numpy as np
from random import sample

### Create data
writer = pd.ExcelWriter('file.xlsx', engine='xlsxwriter')
for i in range(1000):
  df = pd.DataFrame({'A': [1, i, 1, 2, 9], 'B': [3, 4, i, 1, 4], 'C': [3, 4, 3, i, 4], 'D': [1, 2, 6, 1, 4], 'E': [0, 1, 1, 0, 1]})
  df.to_excel(writer, sheet_name='Sheet'+ str(i))

writer.save()

df = pd.read_excel('file.xlsx', sheet_name=None)
file_names = list(df.keys())

columns = ['A','B','C']
features = []
labels = []
for n in file_names:
  temp_df = df[n]
  features.append(temp_df[columns].to_numpy())
  labels.append(temp_df['D'].to_numpy())
  
Y = tf.convert_to_tensor(np.stack(labels), dtype=tf.float32)
X = tf.convert_to_tensor(np.stack(features), dtype=tf.float32)
dataset = tf.data.Dataset.from_tensor_slices((X, Y))

Furthermore, you could try creating your own custom data generator and retrieve random samples from your Excel file, which should also speed things up:

df = pd.read_excel('file.xlsx', sheet_name=None)
file_names = list(df.keys())
columns = ['A','B','C']

def generator_function(samples = 64):
    def generator():
        for n in sample(file_names, samples):
            temp_df = df[n]
            x = temp_df[columns].to_numpy()
            y = temp_df['D'].to_numpy()
            yield x, y
    return generator

gen = generator_function()
dataset = tf.data.Dataset.from_generator(
    generator=gen,
    output_types=(np.float32, np.int32), 
    output_shapes=((5, 3), (5))
)
batch_size = 16
dataset = dataset.batch(batch_size, drop_remainder=True)
dataset = dataset.prefetch(tf.data.AUTOTUNE)