I'm just seeking some guidance on how to do this better. I was just doing some basic research to compare Monday's opening and low. The code code returns two lists, one with the returns (Monday's close - open/Monday's open) and a list that's just 1's and 0's to reflect if the return was positive or negate.
Please take a look as I'm sure there's a better way to do it in pandas but I just don't know how.
#Monday only
m_list = [] #results list
h_list = [] #hit list (close-low > 0)
n=0 #counter variable
for t in history.index:
if datetime.datetime.weekday(t[1]) == 1: #t[1] is the timestamp in multi index (if timestemp is a Monday)
x = history.ix[n]['open']-history.ix[n]['low']
m_list.append((history.ix[n]['open']-history.ix[n]['low'])/history.ix[n]['open'])
if x > 0:
h_list.append(1)
else:
h_list.append(0)
n += 1 #add to index counter
else:
n += 1 #add to index counter
print("Mean: ", mean(m_list), "Max: ", max(m_list),"Min: ",
min(m_list), "Hit Rate: ", sum(h_list)/len(h_list))
You can do that by straight forward :
(history['open']-history['low'])>0
This will give you true for rows where open is greater and flase where low is greater.
And if you want 1,0, you can multiply the above statement with 1.
((history['open']-history['low'])>0)*1
Example
import numpy as np
import pandas as pd
df = pd.DataFrame({'a':np.random.random(10),
'b':np.random.random(10)})
Printing the data frame:
print(df)
a b
0 0.675916 0.796333
1 0.044582 0.352145
2 0.053654 0.784185
3 0.189674 0.036730
4 0.329166 0.021920
5 0.163660 0.331089
6 0.042633 0.517015
7 0.544534 0.770192
8 0.542793 0.379054
9 0.712132 0.712552
To make a new column compare where it is 1 if a is greater and 9 if b is greater :
df['compare'] = (df['a']-df['b']>0)*1
this will add new column compare:
a b compare
0 0.675916 0.796333 0
1 0.044582 0.352145 0
2 0.053654 0.784185 0
3 0.189674 0.036730 1
4 0.329166 0.021920 1
5 0.163660 0.331089 0
6 0.042633 0.517015 0
7 0.544534 0.770192 0
8 0.542793 0.379054 1
9 0.712132 0.712552 0
Related
I have a dataframe df that looks like this:
ID Sequence
0 A->A
1 C->C->A
2 C->B->A
3 B->A
4 A->C->A
5 A->C->C
6 A->C
7 A->C->C
8 B->B
9 C->C and so on ....
I want to create a column called 'Outcome', which is binomial in nature.
Its value essentially depends on three lists that I am generating from below
Whenever 'A' occurs in a sequence, probability of "Outcome" being 1 is 2%
Whenever 'B' occurs in a sequence, probability of "Outcome" being 1 is 6%
Whenever 'C' occurs in a sequence, probability of "Outcome" being 1 is 1%
so here is the code which is generating these 3 (bi_A, bi_B, bi_C) lists -
A=0.02
B=0.06
C=0.01
count_A=0
count_B=0
count_C=0
for i in range(0,len(df)):
if('A' in df.sequence[i]):
count_A+=1
if('B' in df.sequence[i]):
count_B+=1
if('C' in df.sequence[i]):
count_C+=1
bi_A = np.random.binomial(1, A, count_A)
bi_B = np.random.binomial(1, B, count_B)
bi_C = np.random.binomial(1, C, count_C)
What I am trying to do is to combine these 3 lists as an "output" column so that probability of Outcome being 1 when "A" is in sequence is 2% and so on. How to I solve for it as I understand there would be data overlap, where bi_A says one sequence is 0 and bi_B says it's 1, so how would we solve for this ?
End data should look like -
ID Sequence Output
0 A->A 0
1 C->C->A 1
2 C->B->A 0
3 B->A 0
4 A->C->A 0
5 A->C->C 1
6 A->C 0
7 A->C->C 0
8 B->B 0
9 C->C 0
and so on ....
Such that when I find probability of Outcome = 1 when A is in string, it should be 2%
EDIT -
you can generate the sequence data using this code-
import pandas as pd
import itertools
import numpy as np
import random
alphabets=['A','B','C']
combinations=[]
for i in range(1,len(alphabets)+1):
combinations.append(['->'.join(i) for i in itertools.product(alphabets, repeat = i)])
combinations=(sum(combinations, []))
weights=np.random.normal(100,30,len(combinations))
weights/=sum(weights)
weights=weights.tolist()
#weights=np.random.dirichlet(np.ones(len(combinations))*1000.,size=1)
'''n = len(combinations)
weights = [random.random() for _ in range(n)]
sum_weights = sum(weights)
weights = [w/sum_weights for w in weights]'''
df=pd.DataFrame(random.choices(
population=combinations,weights=weights,
k=10000),columns=['sequence'])
I have the simple dataframe and I would like to add the column 'Pow_calkowita'. If 'liczba_kon' is 0, 'Pow_calkowita' is 'Powierzchn', but if 'liczba_kon' is not 0, 'Pow_calkowita' is 'liczba_kon' * 'Powierzchn. Why I can't do that?
for index, row in df.iterrows():
if row['liczba_kon'] == 0:
row['Pow_calkowita'] = row['Powierzchn']
elif row['liczba_kon'] != 0:
row['Pow_calkowita'] = row['Powierzchn'] * row['liczba_kon']
My code didn't return any values.
liczba_kon Powierzchn
0 3 69.60495
1 1 39.27270
2 1 130.41225
3 1 129.29570
4 1 294.94400
5 1 64.79345
6 1 108.75560
7 1 35.12290
8 1 178.23905
9 1 263.00930
10 1 32.02235
11 1 125.41480
12 1 47.05420
13 1 45.97135
14 1 154.87120
15 1 37.17370
16 1 37.80705
17 1 38.78760
18 1 35.50065
19 1 74.68940
I have found some soultion:
result = []
for index, row in df.iterrows():
if row['liczba_kon'] == 0:
result.append(row['Powierzchn'])
elif row['liczba_kon'] != 0:
result.append(row['Powierzchn'] * row['liczba_kon'])
df['Pow_calkowita'] = result
Is it good way?
To write idiomatic code for Pandas and leverage on Pandas' efficient array processing, you should avoid writing codes to loop over the array by yourself. Pandas allows you to write succinct codes yet process efficiently by making use of vectorization over its efficient numpy ndarray data structure. Underlying, it uses fast array processing using optimized C language binary codes. Pandas already handles the necessary looping behind the scene and this is also an advantage using Pandas by single statement without explicitly writing loops to iterate over all elements. By using Pandas, you would better enjoy its fast efficient yet succinct vectorization processing instead.
As your formula is based on a condition, you cannot use direct multiplication. Instead you can use np.where() as follows:
import numpy as np
df['Pow_calkowita'] = np.where(df['liczba_kon'] == 0, df['Powierzchn'], df['Powierzchn'] * df['liczba_kon'])
When the test condition in first parameter is true, the value from second parameter is taken, else, the value from the third parameter is taken.
Test run output: (Add 2 more test cases at the end; one with 0 value of liczba_kon)
print(df)
liczba_kon Powierzchn Pow_calkowita
0 3 69.60495 208.81485
1 1 39.27270 39.27270
2 1 130.41225 130.41225
3 1 129.29570 129.29570
4 1 294.94400 294.94400
5 1 64.79345 64.79345
6 1 108.75560 108.75560
7 1 35.12290 35.12290
8 1 178.23905 178.23905
9 1 263.00930 263.00930
10 1 32.02235 32.02235
11 1 125.41480 125.41480
12 1 47.05420 47.05420
13 1 45.97135 45.97135
14 1 154.87120 154.87120
15 1 37.17370 37.17370
16 1 37.80705 37.80705
17 1 38.78760 38.78760
18 1 35.50065 35.50065
19 1 74.68940 74.68940
20 0 69.60495 69.60495
21 2 74.68940 149.37880
To answer the first question: "Why I can't do that?"
The documentation states (in the notes):
Because iterrows returns a Series for each row, ....
and
You should never modify something you are iterating over. [...] the iterator returns a copy and not a view, and writing to it will have no effect.
this basically means that it returns a new Series with the values of that row
So, what you are getting is NOT the actual row, and definitely NOT the dataframe!
BUT what you are doing is working, although not in the way that you want to:
df = DF(dict(a= [1,2,3], b= list("abc")))
df # To demonstrate what you are doing
a b
0 1 a
1 2 b
2 3 c
for index, row in df.iterrows():
... print("\n------------------\n>>> Next Row:\n")
... print(row)
... row["c"] = "ADDED" ####### HERE I am adding to 'the row'
... print("\n -- >> added:")
... print(row)
... print("----------------------")
...
------------------
Next Row: # as you can see, this Series has the same values
a 1 # as the row that it represents
b a
Name: 0, dtype: object
-- >> added:
a 1
b a
c ADDED # and adding to it works... but you aren't doing anything
Name: 0, dtype: object # with it, unless you append it to a list
----------------------
------------------
Next Row:
a 2
b b
Name: 1, dtype: object
### same here
-- >> added:
a 2
b b
c ADDED
Name: 1, dtype: object
----------------------
------------------
Next Row:
a 3
b c
Name: 2, dtype: object
### and here
-- >> added:
a 3
b c
c ADDED
Name: 2, dtype: object
----------------------
To answer the second question: "Is it good way?"
No.
Because using the multiplication like SeaBean has shown actually uses the power of
numpy and pandas, which are vectorized operations.
This is a link to a good article on vectorization in numpy arrays, which are basically the building blocks of pandas DataFrames and Series.
dataframe is designed to operate with vectorication. you can treat it as a database table. So you should use its functions as long as it's possible.
tdf = df # temp df
tdf['liczba_kon'] = tdf['liczba_kon'].replace(0, 1) # replace 0 to 1
tdf['Pow_calkowita'] = tdf['liczba_kon'] * tdf['Powierzchn'] # multiply
df['Pow_calkowita'] = tdf['Pow_calkowita'] # copy column
This simplified the code and enhanced performance., we can test their performance:
sampleSize = 100000
df=pd.DataFrame({
'liczba_kon': np.random.randint(3, size=(sampleSize)),
'Powierzchn': np.random.randint(1000, size=(sampleSize)),
})
# vectorication
s = time.time()
tdf = df # temp df
tdf['liczba_kon'] = tdf['liczba_kon'].replace(0, 1) # replace 0 to 1
tdf['Pow_calkowita'] = tdf['liczba_kon'] * tdf['Powierzchn'] # multiply
df['Pow_calkowita'] = tdf['Pow_calkowita'] # copy column
print(time.time() - s)
# iteration
s = time.time()
result = []
for index, row in df.iterrows():
if row['liczba_kon'] == 0:
result.append(row['Powierzchn'])
elif row['liczba_kon'] != 0:
result.append(row['Powierzchn'] * row['liczba_kon'])
df['Pow_calkowita'] = result
print(time.time() - s)
We can see vectorication performed much faster.
0.0034716129302978516
6.193516492843628
I am definitely still learning python and have tried countless approaches, but can't figure this one out.
I have a dataframe with 2 columns, call them A and B. I need to return a df that will sum the row values of each of these two columns independently until a threshold sum of A exceeds some value, for this example let's say 10. So far I am am trying to use iterrows() and can get segment based on if A >= 10, but can't seem to solve summation of rows until the threshold is met. The resultant df must be exhaustive even if the final A values do not meet the conditional threshold - see final row of desired output.
df1 = pd.DataFrame(data = [[20,16],[10,5],[3,2],[1,1],[12,10],[9,7],[6,6],[5,2]],columns=['A','B'])
df1
A B
0 20 16
1 10 5
2 3 2
3 1 1
4 12 10
5 9 7
6 6 6
7 5 2
Desired result:
A B
0 20 16
1 10 5
2 16 13
3 15 13
4 5 2
Thank you in advance, much time spent, and assistance is much appreciated!!!
Cheers
I rarely write long loops for pandas, but I didn't see a way to do this with a pandas method. Try this horrible loop :( :
The variable I created t is essentially checking the cumulative sums to see if > n (which we have set to 10). Then, we decide to use t, the cumulative some or i the value in the dataframe for any given row (j and u are just there in parallel with to the same thing for column B).
There are a few conditions so some elif statements, and there will be different behavior for the last row the way I have set it up, so I had to have some separate logic for that with the last if -- otherwise the last value wasn't getting appended:
import pandas as pd
df1 = pd.DataFrame(data = [[20,16],[10,5],[3,2],[1,1],[12,10],[9,7],[6,6],[5,2]],columns=['A','B'])
df1
a,b = [],[]
t,u,count = 0,0,0
n=10
for (i,j) in zip(df1['A'], df1['B']):
count+=1
if i < n and t >= n:
a.append(t)
b.append(u)
t = i
u = j
elif 0 < t < n:
t += i
u += j
elif i < n and t == 0:
t += i
u += j
else:
t = 0
u = 0
a.append(i)
b.append(j)
if count == len(df1['A']):
if t == i or t == 0:
a.append(i)
b.append(j)
elif t > 0 and t != i:
t += i
u += j
a.append(t)
b.append(u)
df2 = pd.DataFrame({'A' : a, 'B' : b})
df2
Here's one that works that's shorter:
import pandas as pd
df1 = pd.DataFrame(data = [[20,16],[10,5],[3,2],[1,1],[12,10],[9,7],[6,6],[5,2]],columns=['A','B'])
df2 = pd.DataFrame()
index = 0
while index < df1.size/2:
if df1.iloc[index]['A'] >= 10:
a = df1.iloc[index]['A']
b = df1.iloc[index]['B']
temp_df = pd.DataFrame(data=[[a,b]], columns=['A','B'])
df2 = df2.append(temp_df, ignore_index=True)
index += 1
else:
a_sum = 0
b_sum = 0
while a_sum < 10 and index < df1.size/2:
a_sum += df1.iloc[index]['A']
b_sum += df1.iloc[index]['B']
index += 1
if a_sum >= 10:
temp_df = pd.DataFrame(data=[[a_sum,b_sum]], columns=['A','B'])
df2 = df2.append(temp_df, ignore_index=True)
else:
a = df1.iloc[index-1]['A']
b = df1.iloc[index-1]['B']
temp_df = pd.DataFrame(data=[[a,b]], columns=['A','B'])
df2 = df2.append(temp_df, ignore_index=True)
The key is to keep track of where you are in the DataFrame and track the sums. Don't be afraid to use variables.
In Pandas, use iloc to access each row by index. Make sure you don't go out of the DataFrame by checking the size. df.size returns the number of elements, so it will multiply the rows by the columns. This is why I divided the size by the number of columns, to get the actual number of rows.
I use pandas to process transport data. I study attendance of bus lines. I have 2 columns to count people getting on and off the bus at each stop of the bus. I want to create one which count the people currently on board. At the moment, i use a loop through the df and for the line n, it does : current[n]=on[n]-off[n]+current[n-1] as showns in the following example:
for index,row in df.iterrows():
if index == 0:
df.loc[index,'current']=df.loc[index,'on']
else :
df.loc[index,'current']=df.loc[index,'on']-df.loc[index,'off']+df.loc[index-1,'current']
Is there a way to avoid using a loop ?
Thanks for your time !
You can use Series.cumsum(), which accumulates the the numbers in a given Series.
a = pd.DataFrame([[3,4],[6,4],[1,2],[4,5]], columns=["off", "on"])
a["current"] = a["on"].cumsum() - a["off"].cumsum()
off on current
0 3 4 1
1 6 4 -1
2 1 2 0
3 4 5 1
If I've understood the problem properly, you could calculate the difference between people getting on and off, then have a running total using Series.cumsum():
import pandas as pd
# Create dataframe for demo
d = {'Stop':['A','B','C','D'],'On':[3,2,3,2],'Off':[2,1,0,1]}
df = pd.DataFrame(data=d)
# Get difference between 'On' and 'Off' columns.
df['current'] = df['On']-df['Off']
# Get cumulative sum of column
df['Total'] = df['current'].cumsum()
# Same thing in one line
df['Total'] = (df['On']-df['Off']).cumsum()
Stop On Off Total
A 3 2 1
B 2 1 2
C 3 0 5
D 2 1 6
I am trying to change the values of a very long column (about 1mio entries) in a data frame. I have something like
####ID_Orig
3452
3452
3452
6543
6543
...
I want something like
####ID_new
0
0
0
1
1
...
At the moment I'm doing this:
j=0
for i in range(0,1199531):
if data.ID_orig[i]==data.ID_orig[i+1]:
data.ID_orig[i] = j
else:
data.ID_orig[i] = j
j=j+1
Which takes about ages... Is there a faster way to do this?
I don't know what values ID_orig has and how often a single value comes up.
Use factorize, but if duplicated groups then output values are set to same number.
Another solution with comparing by ne (!=) of shifted values with cumsum is more general - create always new values, also if repeating group values:
df['ID_new1'] = pd.factorize(df['ID_Orig'])[0]
df['ID_new2'] = df['ID_Orig'].ne(df['ID_Orig'].shift()).cumsum() - 1
print (df)
ID_Orig ID_new1 ID_new2
0 3452 0 0
1 3452 0 0
2 3452 0 0
3 6543 1 1
4 6543 1 1
5 100 2 2
6 100 2 2
7 6543 1 3 <-repeating group
8 6543 1 3 <-repeating group
You can do this …
import collections
l1 = [3452, 3452, 3452, 6543, 6543]
c = collections.Counter(l1)
l2 = list(c.items())
l3 = []
for i, t in enumerate(l2):
for x in range(t[1]):
l3.append(i)
for x in l3:
print(x)
This is the output:
0
0
0
1
1
You can use the following. In the following implementation duplicate ids in the original id will get same ids. The implementation is based on dropping duplicates from the column and assigning a different number to each unique id to form the enw ids. These new ids are then merged into the original dataset
import numpy as np
import pandas as pd
from time import time
num_rows = 119953
input_data = np.random.randint(1199531, size=(num_rows,1))
data = pd.DataFrame(input_data)
data.columns = ["ID_orig"]
data2 = pd.DataFrame(input_data)
data2.columns = ["ID_orig"]
t0 = time()
j=0
for i in range(0,num_rows-1):
if data.ID_orig[i]==data.ID_orig[i+1]:
data.ID_orig[i] = j
else:
data.ID_orig[i] = j
j=j+1
t1 = time()
id_new = data2.loc[:,"ID_orig"].drop_duplicates().reset_index().drop("index", axis=1)
id_new.reset_index(inplace=True)
id_new.columns = ["id_new"] + id_new.columns[1:].values.tolist()
data2 = data2.merge(id_new, on="ID_orig")
t2 = time()
print("Previous: ", round(t1-t0, 2), " seconds")
print("Current : ", round(t2-t1, 2), " seconds")
The output of the above program using only 119k rows is
Previous: 12.16 seconds
Current : 0.06 seconds
The runtime difference increases even more as the number of rows are increased.
EDIT
Using the same number of rows:
>>> print("Previous: ", round(t1-t0, 2))
Previous: 11.7
>>> print("Current : ", round(t2-t1, 2))
Current : 0.06
>>> print("jezrael's answer : ", round(t3-t2, 2))
jezrael's answer : 0.02