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I went a few steps further than mentioned in #382 (comment), but I get stuck, so it is probably better to continue after #630.
Main issues are that these nested default dicts are not appreciated by mypy: 50cf27f#diff-bdece7de80ef751956236e71b5aed3964311d59479f076c892d6745b0e30266d
The other one is that it doesn't like the optional DataFrame:
Would fix #382.