Python: Data-structure and processing of GPS points and properties - python

I'm trying to read data from a csv and then process it on different way. (For starter just the average)
Data
(OneDrive) https://1drv.ms/u/s!ArLDiUd-U5dtg0teQoKGguBA1qt9?e=6wlpko
The data looks like this:
ID; Property1; Property2; Property3...
1; ....
1; ...
1; ...
2; ...
2; ...
3; ...
...
Every line is a GPS point. All points with same ID together (for example 1) produce one Route. The routes are not of the same length and some IDs are skipped. So it isn't a seamless increase of numbers.
I may need to add, that the points are ALWAYS the same set of meters apart from each other. And I don't need the XY information currently.
Wanted Result
In the end I want something like this:
[ID, AVG_Property1, AVG_Property2...] [1, 1.00595, 2.9595, ...] [2,1.50606, 1.5959, ...]
What I got so far
import os
import numpy
import pandas as pd
data = pd.read_csv(os.path.join('C:\\data' ,'data.csv'), sep=';')
# [id, len, prop1, prop2, ...]
routes = numpy.zeros((data.size, 10)) # 10 properties
sums = numpy.zeros(8)
nr_of_entries = 0;
current_id = 1;
for index, row in data.iterrows():
if(int(row['id']) != current_id): #after the last point of the route
routes[current_id-1][0] = current_id;
routes[current_id-1][1] = nr_of_entries; #how many points are in this route?
routes[current_id-1][2] = sums[0] / nr_of_entries;
routes[current_id-1][3] = sums[1] / nr_of_entries;
routes[current_id-1][4] = sums[2] / nr_of_entries;
routes[current_id-1][5] = sums[3] / nr_of_entries;
routes[current_id-1][6] = sums[4] / nr_of_entries;
routes[current_id-1][7] = sums[5] / nr_of_entries;
routes[current_id-1][8] = sums[6] / nr_of_entries;
routes[current_id-1][9] = sums[7] / nr_of_entries;
current_id = int(row['id']);
sums = numpy.zeros(8)
nr_of_entries = 0;
sums[0] += row[3];
sums[1] += row[4];
sums[2] += row[5];
sums[3] += row[6];
sums[4] += row[7];
sums[5] += row[8];
sums[6] += row[9];
sums[7] += row[10];
nr_of_entries = nr_of_entries + 1;
routes
My problem
1.) The way I did it, I have to copy paste the same code for every other processing approach, since as stated I need to do multiple different way. Average is just an example.
2.) The reading of the data is clumsy and fails when IDs are missing
3.) I'm a C# Developer, so my approach would be to create a Class 'Route' which has all the points and then provide methods for 'calculate average for prop 1'. Or something. This way I could also tweak the data if needed. (extreme values for example). But I have no idea how this would be done in Phyton and if this is a reasonable approach in this language.
4.) Is there a more elegant way to iterate through the original csv and getting like Route ID 1, then Route ID 2 and so on? Maybe something like LINQ Queries in C#?
Thanks for any help.

He is a solution and some ideas you can use. The example features multiple options for the same issue so you have to choose which fits the purpose best. Also it is Python 3.7, you didn't specify a version so i hope this works.
class Route(object):
"""description of class"""
def __init__(self, id, rawdata): # on startup
self.id = id
self.rawdata = rawdata
self.avg_Prop1 = self.calculate_average('Prop1')
self.sum_Prop4 = None
def calculate_average(self, Prop_Name): #selfreference for first argument in class method
return self.rawdata[Prop_Name].mean()
def give_Prop_data(self, Prop_Name): #return the Propdata as list
return self.rawdata[Prop_Name].tolist()
def any_function(self, my_function, Prop_Name): #not sure what dataframes support so turning it into a list first
return my_function(self.rawdata[Prop_Name].tolist())
#end of class definiton
data = pd.read_csv('testdata.csv', sep=';')
# [id, len, prop1, prop2, ...]
route_list = [] #List of all the objects created from the route class
for i in data.id.unique():
print('Current id:', i,' with ',len(data[data['id']==i]),'entries')
route_list.append(Route(i,data[data['id']==i]))
#created the Prop1 average in initialization of route so just accessing attribute
print(route_list[1].avg_Prop1)
for current_route in route_list:
print('Route ',current_route.id , ' Properties :')
for i in current_route.rawdata.columns[1:]: #for all except the first (id)
print(i, ' has average ', current_route.calculate_average(i)) #i is the string of the column not just an id
#or pass any function that you want
route_list[1].sum_Prop4 = (route_list[1].any_function(sum,'Prop4'))
print(route_list[1].sum_Prop4)
#which is equivalent to
print(sum(route_list[1].rawdata['Prop4']))
To adress your individual problems out of order:
For 2. and 4.) Looping only over the existing Ids (data.id.unique()) solves the problem. I have no idea what LINQ Queries are, but i assume they are similar. In general, Python has a great way of looping over objects (like for current_route in route_list), which is worth looking into if you want to use it a little more.
For 1. and 3.) Again looping solves the issue. I created a class in the example, mostly to show the syntax for classes. The benefits and drawbacks for using classes should be the same in Python as in C#.
As it is right now the class probably isn't great, but this depends on how you want to use it. If the class should just be a practical way of storing and accessing data it shouldn't have the methods, because you don't need an individual average method for each route. Then you can just access it's data and use it in a function like in sum(route_list[1].rawdata['Prop4']). If however, depending on the data (amount of rows for example) different calculations are necessary, it might come in handy to use the method calculate_average and differentiate in there.
An other example would be the use of the attributes. If you need the average for Prop1 every time, creating it at the initialization sees a good idea, otherwise i wouldn't bother always calculating it.
I hope this helps!

Related

Catia select a feature from a specific instance in an assembly

Lets say I have an assembly like this:
MainProduct:
-Product1 (Instance of Part1)
-Product2 (Instance of Part2)
-Product3 (Instance of Part2)
-Product4 (Instance of Part3)
...
Now, I want to copy/paste a feature from Product3 into another one.
But I run into problems when selecting the feature programmatically, because there are 2 instances of the part of that feature.
I can't control which feature will be selected by CATIA.ActiveDocument.Selection.Add(myExtractReference)
Catia always selects the feature from Product2 instead of the feature from Product3. So the position of the pasted feature will be wrong!
Does anybody know this problem and has a solution to it?
Edit:
The feature reference which I want to copy already exists as a variable because it was newly created (an extract of selected geometry)
I could get help else where. Still want to share my solution. It's written in Python but in VBA its almost the same.
The clue is to access CATIA.Selection.Item(1).LeafProduct in order to know where the initial selection was made.
import win32com.client
import pycatia
CATIA = win32com.client.dynamic.DumbDispatch('CATIA.Application')
c_doc = CATIA.ActiveDocument
c_sel = c_doc.Selection
c_prod = c_doc.Product
# New part where the feature should be pasted
new_prod = c_prod.Products.AddNewComponent("Part", "")
new_part_doc = new_prod.ReferenceProduct.Parent
# from user selection
sel_obj = c_sel.Item(1).Value
sel_prod_by_user = c_sel.Item(1).LeafProduct # reference to the actual product where the selection was made
doc_from_sel = sel_prod_by_user.ReferenceProduct.Parent # part doc from selection
hb = doc_from_sel.Part.HybridBodies.Add() # new hybrid body for the extract. will be deleted later on
extract = doc_from_sel.Part.HybridShapeFactory.AddNewExtract(sel_obj)
hb.AppendHybridShape(extract)
doc_from_sel.Part.Update()
# Add the extract to the selection and copy it
c_sel.Clear()
c_sel.Add(extract)
sel_prod_by_catia = c_sel.Item(1).LeafProduct # reference to the product where Catia makes the selection
c_sel_copy() # will call Selection.Copy from VBA. Buggy in Python.
# Paste the extract into the new part in a new hybrid body
c_sel.Clear()
new_hb = new_part_doc.Part.HybridBodies.Item(1)
c_sel.Add(new_hb)
c_sel.PasteSpecial("CATPrtResultWithOutLink")
new_part_doc.Part.Update()
new_extract = new_hb.HybridShapes.Item(new_hb.HybridShapes.Count)
# Redo changes in the part, where the selection was made
c_sel.Clear()
c_sel.Add(hb)
c_sel.Delete()
# Create axis systems from Position object of sel_prd_by_user and sel_prd_by_catia
prod_list = [sel_prod_by_user, sel_prod_by_catia]
axs_list = []
for prod in prod_list:
pc_pos = pycatia.in_interfaces.position.Position(prod.Position) # conversion to pycata's Position object, necessary
# in order to use Position.GetComponents
ax_comp = pc_pos.get_components()
axs = new_part_doc.Part.AxisSystems.Add()
axs.PutOrigin(ax_comp[9:12])
axs.PutXAxis(ax_comp[0:3])
axs.PutYAxis(ax_comp[3:6])
axs.PutZAxis(ax_comp[6:9])
axs_list.append(axs)
new_part_doc.Part.Update()
# Translate the extract from axis system derived from sel_prd_by_catia to sel_prd_by_user
extract_ref = new_part_doc.Part.CreateReferenceFromObject(new_extract)
tgt_ax_ref = new_part_doc.Part.CreateReferenceFromObject(axs_list[0])
ref_ax_ref = new_part_doc.Part.CreateReferenceFromObject(axs_list[1])
new_extract_translated = new_part_doc.Part.HybridShapeFactory.AddNewAxisToAxis(extract_ref, ref_ax_ref, tgt_ax_ref)
new_hb.AppendHybridShape(new_extract_translated)
new_part_doc.Part.Update()
I would suggest a differed approach. Instead of adding references you get from somewhere (by name probably) add the actual instance of part to selection while iterating trough all the products. Or use instance Names to get the correct part.
Here is a simple VBA example of iterating one lvl tree and select copy paste scenario.
If you want to copy features, you have to dive deeper on the Instance objects.
Public Sub CatMain()
Dim ActiveDoc As ProductDocument
Dim ActiveSel As Selection
If TypeOf CATIA.ActiveDocument Is ProductDocument Then 'of all the checks that people are using I think this one is most elegant and reliable
Set ActiveDoc = CATIA.ActiveDocument
Set ActiveSel = ActiveDoc.Selection
Else
Exit Sub
End If
Dim Instance As Product
For Each Instance In ActiveDoc.Product.Products 'object oriented for ideal for us in this scenario
If Instance.Products.Count = 0 Then 'beware that products without parts have also 0 items and are therefore mistaken for parts
Call ActiveSel.Add(Instance)
End If
Next
Call ActiveSel.Copy
Call ActiveSel.Clear
Dim NewDoc As ProductDocument
Set NewDoc = CATIA.Documents.Add("CATProduct")
Set ActiveSel = NewDoc.Selection
Call ActiveSel.Add(NewDoc.Product)
Call ActiveSel.Paste
Call ActiveSel.Clear
End Sub

Parse list of strings for speed

Background
I have a function called get_player_path that takes in a list of strings player_file_list and a int value total_players. For the sake of example i have reduced the list of strings and also set the int value to a very small number.
Each string in the player_file_list either has a year-date/player_id/some_random_file.file_extension or
year-date/player_id/IDATs/some_random_number/some_random_file.file_extension
Issue
What i am essentially trying to achieve here is go through this list and store all unique year-date/player_id path in a set until it's length reaches the value of total_players
My current approach does not seem the most efficient to me and i am wondering if i can speed up my function get_player_path in anyway??
Code
def get_player_path(player_file_list, total_players):
player_files_to_process = set()
for player_file in player_file_list:
player_file = player_file.split("/")
file_path = f"{player_file[0]}/{player_file[1]}/"
player_files_to_process.add(file_path)
if len(player_files_to_process) == total_players:
break
return sorted(player_files_to_process)
player_file_list = [
"2020-10-27/31001804320549/31001804320549.json",
"2020-10-27/31001804320549/IDATs/204825150047/foo_bar_Red.idat",
"2020-10-28/31001804320548/31001804320549.json",
"2020-10-28/31001804320548/IDATs/204825150123/foo_bar_Red.idat",
"2020-10-29/31001804320547/31001804320549.json",
"2020-10-29/31001804320547/IDATs/204825150227/foo_bar_Red.idat",
"2020-10-30/31001804320546/31001804320549.json",
"2020-10-30/31001804320546/IDATs/123455150047/foo_bar_Red.idat",
"2020-10-31/31001804320545/31001804320549.json",
"2020-10-31/31001804320545/IDATs/597625150047/foo_bar_Red.idat",
]
print(get_player_path(player_file_list, 2))
Output
['2020-10-27/31001804320549/', '2020-10-28/31001804320548/']
Let's analyze your function first:
your loop should take linear time (O(n)) in the length of the input list, assuming the path lengths are bounded by a relatively "small" number;
the sorting takes O(n log(n)) comparisons.
Thus the sorting has the dominant cost when the list becomes big. You can micro-optimize your loop as much as you want, but as long as you keep that sorting at the end, your effort won't make much of a difference with big lists.
Your approach is fine if you're just writing a Python script. If you really needed perfomances with huge lists, you would probably be using some other language. Nonetheless, if you really care about performances (or just to learn new stuff), you could try one of the following approaches:
replace the generic sorting algorithm with something specific for strings; see here for example
use a trie, removing the need for sorting; this could be theoretically better but probably worse in practice.
Just for completeness, as a micro-optimization, assuming the date has a fixed length of 10 characters:
def get_player_path(player_file_list, total_players):
player_files_to_process = set()
for player_file in player_file_list:
end = player_file.find('/', 12) # <--- len(date) + len('/') + 1
file_path = player_file[:end] # <---
player_files_to_process.add(file_path)
if len(player_files_to_process) == total_players:
break
return sorted(player_files_to_process)
If the IDs have fixed length too, as in your example list, then you don't need any split or find, just:
LENGTH = DATE_LENGTH + ID_LENGTH + 1 # 1 is for the slash between date and id
...
for player_file in player_file_list:
file_path = player_file[:LENGTH]
...
EDIT: fixed the LENGTH initialization, I had forgotten to add 1
I'll leave this solution here which can be further improved, hope it helps.
player_file_list = (
"2020-10-27/31001804320549/31001804320549.json",
"2020-10-27/31001804320549/IDATs/204825150047/foo_bar_Red.idat",
"2020-10-28/31001804320548/31001804320549.json",
"2020-10-28/31001804320548/IDATs/204825150123/foo_bar_Red.idat",
"2020-10-29/31001804320547/31001804320549.json",
"2020-10-29/31001804320547/IDATs/204825150227/foo_bar_Red.idat",
"2020-10-30/31001804320546/31001804320549.json",
"2020-10-30/31001804320546/IDATs/123455150047/foo_bar_Red.idat",
"2020-10-31/31001804320545/31001804320549.json",
"2020-10-31/31001804320545/IDATs/597625150047/foo_bar_Red.idat",
)
def get_player_path(l, n):
pfl = set()
for i in l:
i = "/".join(i.split("/")[0:2])
if i not in pfl:
pfl.add(i)
if len(pfl) == n:
return pfl
if n > len(pfl):
print("not enough matches")
return
print(get_player_path(player_file_list, 2))
# {'2020-10-27/31001804320549', '2020-10-28/31001804320548'}
Python Demo
Use dict so that you don't have to sort it since your list is already sorted. If you still need to sort you can always use sorted in the return statement. Add import re and replace your function as follows:
def get_player_path(player_file_list, total_players):
dct = {re.search('^\w+-\w+-\w+/\w+',pf).group(): 1 for pf in player_file_list}
return [k for i,k in enumerate(dct.keys()) if i < total_players]

Dynamic creation of fieldname in pandas groupby-aggregate

I have many aggregations of the type below in my code:
period = 'ag'
index = ['PA']
lvl = 'pa'
wm = lambda x: np.average(x, weights=dfdom.loc[x.index, 'pop'])
dfpa = dfdom[(dfdom['stratum_kWh'] !=8)].groupby(index).agg(
pa_mean_ea_ag_kwh = ('mean_ea_'+period+'_kwh', wm),
pa_pop = ('dom_pop', 'sum'))
It's straightforward to build the right hand side of the aggregation equation. I want to also dynamically build the left hand side of the aggregate equations so that 'dom', 'ea', 'ag' and 'kw/kwh/thm' can be all created as variable inputs and used depending on which process I'm executing. This will significantly reduce the amount of code that needs to be written and updates will also be easier to manage as otherwise I need to write separate otherwise identical code for each combination of the above.
Can I use eval to do this? I'd appreciate guidance on how to do it. Thanks.
Adding code written after feedback from Vaidøtas I.:
index = ['PA']
lvl = 'pa'
fname = lvl+"_pop"
b = f'dfdom.groupby({index}).agg({lvl}_pop = ("dom_pop", "sum"))'
dfpab = exec(b)
The output for the above is a 'NoneType object'. If I lift the text in variable b and directly run the code as show below, I get a dataframe.
dfpab = dfdom.groupby(['PA']).agg(pa_pop = ("dom_pop", "sum"))
(I've simplified my original example to better connect with the second code added.)
Use exec(), eval() is something different
For example:
exec(f"variable_name{added_namepart} = variable_value{added_valuepart}")

Re-writing a python program into VB, how to sort CSV?

About a year back, I wrote a little program in python that basically automates a part of my job (with quite a bit of assistance from you guys!) However, I ran into a problem. As I kept making the program better and better, I realized that Python did not want to play nice with excel, and (without boring you with the details suffice to say xlutils will not copy formulas) I NEED to have more access to excel for my intentions.
So I am starting back at square one with VB (2010 Express if it helps.) The only programming course I ever took in my life was on it, and it was pretty straight forward so I decided I'd go back to it for this. Unfortunately, I've forgotten much of what I had learned, and we never really got this far down the rabbit hole in the first place. So, long story short I am trying to:
1) Read data from a .csv structured as so:
41,332.568825,22.221759,-0.489714,eow
42,347.142926,-2.488763,-0.19358,eow
46,414.9969,19.932693,1.306851,r
47,450.626074,21.878299,1.841957,r
48,468.909171,21.362568,1.741944,r
49,506.227269,15.441723,1.40972,r
50,566.199838,17.656284,1.719818,r
51,359.069935,-11.773073,2.443772,l
52,396.321911,-8.711589,1.83507,l
53,423.766684,-4.238343,1.85591,l
2) Sort that data alphabetically by column 5
3) Then selecting only the ones with an "l" in column 5, sort THOSE numerically by column 2 (ascending order) AND copy them to a new file called coil.csv
4) Then selecting only the ones that have an "r" in column 5, sort those numerically by column 2 (descending order) and copy them to the SAME file coil.csv (appended after the others obviously)
After all of that hoopla I wish to get out:
51,359.069935,-11.773073,2.443772,l
52,396.321911,-8.711589,1.83507,l
53,423.766684,-4.238343,1.85591,l
50,566.199838,17.656284,1.719818,r
49,506.227269,15.441723,1.40972,r
48,468.909171,21.362568,1.741944,r
47,450.626074,21.878299,1.841957,r
46,414.9969,19.932693,1.306851,r
I realize that this may be a pretty involved question, and I certainly understand if no one wants to deal with all this bs, lol. Anyway, some full on code, snippets, ideas or even relevant links would be GREATLY appreciated. I've been, and still am googling, but it's harder than expected to find good reliable information pertaining to this.
P.S. Here is the piece of python code that did what I am talking about (although it created two seperate files for the lefts and rights which I don't really need) - if it helps you at all.
msgbox(msg="Please locate your survey file in the next window.")
mainfile = fileopenbox(title="Open survey file")
toponame = boolbox(msg="What is the name of the shots I should use for topography? Note: TOPO is used automatically",choices=("Left","Right"))
fieldnames = ["A","B","C","D","E"]
surveyfile = open(mainfile, "r")
left_file = open("left.csv",'wb')
right_file = open("right.csv",'wb')
coil_file = open("coil1.csv","wb")
reader = csv.DictReader(surveyfile, fieldnames=fieldnames, delimiter=",")
left_writer = csv.DictWriter(left_file, fieldnames + ["F"], delimiter=",")
sortedlefts = sorted(reader,key=lambda x:float(x["B"]))
surveyfile.seek(0,0)
right_writer = csv.DictWriter(right_file, fieldnames + ["F"], delimiter=",")
sortedrights = sorted(reader,key=lambda x:float(x["B"]), reverse=True)
coil_writer = csv.DictWriter(coil_file, fieldnames, delimiter=",",extrasaction='ignore')
for row in sortedlefts:
if row["E"] == "l" or row["E"] == "cl+l":
row['F'] = '%s,%s' % (row['B'], row['D'])
left_writer.writerow(row)
coil_writer.writerow(row)
for row in sortedrights:
if row["E"] == "r":
row['F'] = '%s,%s' % (row['B'], row['D'])
right_writer.writerow(row)
coil_writer.writerow(row)
One option you have is to start with a class to hold the fields. This allows you to override the ToString method to facilitate the output. Then, it's a fairly simple matter of reading each line and assigning the values to a list of the class. In your case you'll want the extra step of making 2 lists sorting one descending and combining them:
Class Fields
Property A As Double = 0
Property B As Double = 0
Property C As Double = 0
Property D As Double = 0
Property E As String = ""
Public Overrides Function ToString() As String
Return Join({A.ToString, B.ToString, C.ToString, D.ToString, E}, ",")
End Function
End Class
Function SortedFields(filename As String) As List(Of Fields)
SortedFields = New List(Of Fields)
Dim test As New List(Of Fields)
Dim sr As New IO.StreamReader(filename)
Using sr As New IO.StreamReader(filename)
Do Until sr.EndOfStream
Dim fieldarray() As String = sr.ReadLine.Split(","c)
If fieldarray.Length = 5 AndAlso Not fieldarray(4)(0) = "e"c Then
If fieldarray(4) = "r" Then
test.Add(New Fields With {.A = Double.Parse(fieldarray(0)), .B = Double.Parse(fieldarray(1)), .C = Double.Parse(fieldarray(2)), .D = Double.Parse(fieldarray(3)), .E = fieldarray(4)})
Else
SortedFields.Add(New Fields With {.A = Double.Parse(fieldarray(0)), .B = Double.Parse(fieldarray(1)), .C = Double.Parse(fieldarray(2)), .D = Double.Parse(fieldarray(3)), .E = fieldarray(4)})
End If
End If
Loop
End Using
SortedFields = SortedFields.OrderBy(Function(x) x.B).Concat(test.OrderByDescending(Function(x) x.B)).ToList
End Function
One simple way of writing the data to a csv file is to use the IO.File.WriteAllLines methods and the ConvertAll method of the List:
IO.File.WriteAllLines(" coil.csv", SortedFields("textfile1.txt").ConvertAll(New Converter(Of Fields, String)(Function(x As Fields) x.ToString)))
You'll notice how the ToString method facilitates this quite easily.
If the class will only be used for this you do have the option to make all the fields string.

put stockprices into groups when they are within 0.5% of each other

Thanks for the answers, I have not used StackOverflow before so I was suprised by the number of answers and the speed of them - its fantastic.
I have not been through the answers properly yet, but thought I should add some information to the problem specification. See the image below.
I can't post an image in this because i don't have enough points but you can see an image
at http://journal.acquitane.com/2010-01-20/image003.jpg
This image may describe more closely what I'm trying to achieve. So you can see on the horizontal lines across the page are price points on the chart. Now where you get a clustering of lines within 0.5% of each, this is considered to be a good thing and why I want to identify those clusters automatically. You can see on the chart that there is a cluster at S2 & MR1, R2 & WPP1.
So everyday I produce these price points and then I can identify manually those that are within 0.5%. - but the purpose of this question is how to do it with a python routine.
I have reproduced the list again (see below) with labels. Just be aware that the list price points don't match the price points in the image because they are from two different days.
[YR3,175.24,8]
[SR3,147.85,6]
[YR2,144.13,8]
[SR2,130.44,6]
[YR1,127.79,8]
[QR3,127.42,5]
[SR1,120.94,6]
[QR2,120.22,5]
[MR3,118.10,3]
[WR3,116.73,2]
[DR3,116.23,1]
[WR2,115.93,2]
[QR1,115.83,5]
[MR2,115.56,3]
[DR2,115.53,1]
[WR1,114.79,2]
[DR1,114.59,1]
[WPP,113.99,2]
[DPP,113.89,1]
[MR1,113.50,3]
[DS1,112.95,1]
[WS1,112.85,2]
[DS2,112.25,1]
[WS2,112.05,2]
[DS3,111.31,1]
[MPP,110.97,3]
[WS3,110.91,2]
[50MA,110.87,4]
[MS1,108.91,3]
[QPP,108.64,5]
[MS2,106.37,3]
[MS3,104.31,3]
[QS1,104.25,5]
[SPP,103.53,6]
[200MA,99.42,7]
[QS2,97.05,5]
[YPP,96.68,8]
[SS1,94.03,6]
[QS3,92.66,5]
[YS1,80.34,8]
[SS2,76.62,6]
[SS3,67.12,6]
[YS2,49.23,8]
[YS3,32.89,8]
I did make a mistake with the original list in that Group C is wrong and should not be included. Thanks for pointing that out.
Also the 0.5% is not fixed this value will change from day to day, but I have just used 0.5% as an example for spec'ing the problem.
Thanks Again.
Mark
PS. I will get cracking on checking the answers now now.
Hi:
I need to do some manipulation of stock prices. I have just started using Python, (but I think I would have trouble implementing this in any language). I'm looking for some ideas on how to implement this nicely in python.
Thanks
Mark
Problem:
I have a list of lists (FloorLevels (see below)) where the sublist has two items (stockprice, weight). I want to put the stockprices into groups when they are within 0.5% of each other. A groups strength will be determined by its total weight. For example:
Group-A
115.93,2
115.83,5
115.56,3
115.53,1
-------------
TotalWeight:12
-------------
Group-B
113.50,3
112.95,1
112.85,2
-------------
TotalWeight:6
-------------
FloorLevels[
[175.24,8]
[147.85,6]
[144.13,8]
[130.44,6]
[127.79,8]
[127.42,5]
[120.94,6]
[120.22,5]
[118.10,3]
[116.73,2]
[116.23,1]
[115.93,2]
[115.83,5]
[115.56,3]
[115.53,1]
[114.79,2]
[114.59,1]
[113.99,2]
[113.89,1]
[113.50,3]
[112.95,1]
[112.85,2]
[112.25,1]
[112.05,2]
[111.31,1]
[110.97,3]
[110.91,2]
[110.87,4]
[108.91,3]
[108.64,5]
[106.37,3]
[104.31,3]
[104.25,5]
[103.53,6]
[99.42,7]
[97.05,5]
[96.68,8]
[94.03,6]
[92.66,5]
[80.34,8]
[76.62,6]
[67.12,6]
[49.23,8]
[32.89,8]
]
I suggest a repeated use of k-means clustering -- let's call it KMC for short. KMC is a simple and powerful clustering algorithm... but it needs to "be told" how many clusters, k, you're aiming for. You don't know that in advance (if I understand you correctly) -- you just want the smallest k such that no two items "clustered together" are more than X% apart from each other. So, start with k equal 1 -- everything bunched together, no clustering pass needed;-) -- and check the diameter of the cluster (a cluster's "diameter", from the use of the term in geometry, is the largest distance between any two members of a cluster).
If the diameter is > X%, set k += 1, perform KMC with k as the number of clusters, and repeat the check, iteratively.
In pseudo-code:
def markCluster(items, threshold):
k = 1
clusters = [items]
maxdist = diameter(items)
while maxdist > threshold:
k += 1
clusters = Kmc(items, k)
maxdist = max(diameter(c) for c in clusters)
return clusters
assuming of course we have suitable diameter and Kmc Python functions.
Does this sound like the kind of thing you want? If so, then we can move on to show you how to write diameter and Kmc (in pure Python if you have a relatively limited number of items to deal with, otherwise maybe by exploiting powerful third-party add-on frameworks such as numpy) -- but it's not worthwhile to go to such trouble if you actually want something pretty different, whence this check!-)
A stock s belong in a group G if for each stock t in G, s * 1.05 >= t and s / 1.05 <= t, right?
How do we add the stocks to each group? If we have the stocks 95, 100, 101, and 105, and we start a group with 100, then add 101, we will end up with {100, 101, 105}. If we did 95 after 100, we'd end up with {100, 95}.
Do we just need to consider all possible permutations? If so, your algorithm is going to be inefficient.
You need to specify your problem in more detail. Just what does "put the stockprices into groups when they are within 0.5% of each other" mean?
Possibilities:
(1) each member of the group is within 0.5% of every other member of the group
(2) sort the list and split it where the gap is more than 0.5%
Note that 116.23 is within 0.5% of 115.93 -- abs((116.23 / 115.93 - 1) * 100) < 0.5 -- but you have put one number in Group A and one in Group C.
Simple example: a, b, c = (0.996, 1, 1.004) ... Note that a and b fit, b and c fit, but a and c don't fit. How do you want them grouped, and why? Is the order in the input list relevant?
Possibility (1) produces ab,c or a,bc ... tie-breaking rule, please
Possibility (2) produces abc (no big gaps, so only one group)
You won't be able to classify them into hard "groups". If you have prices (1.0,1.05, 1.1) then the first and second should be in the same group, and the second and third should be in the same group, but not the first and third.
A quick, dirty way to do something that you might find useful:
def make_group_function(tolerance = 0.05):
from math import log10, floor
# I forget why this works.
tolerance_factor = -1.0/(-log10(1.0 + tolerance))
# well ... since you might ask
# we want: log(x)*tf - log(x*(1+t))*tf = -1,
# so every 5% change has a different group. The minus is just so groups
# are ascending .. it looks a bit nicer.
#
# tf = -1/(log(x)-log(x*(1+t)))
# tf = -1/(log(x/(x*(1+t))))
# tf = -1/(log(1/(1*(1+t)))) # solved .. but let's just be more clever
# tf = -1/(0-log(1*(1+t)))
# tf = -1/(-log((1+t))
def group_function(value):
# don't just use int - it rounds up below zero, and down above zero
return int(floor(log10(value)*tolerance_factor))
return group_function
Usage:
group_function = make_group_function()
import random
groups = {}
for i in range(50):
v = random.random()*500+1000
group = group_function(v)
if group in groups:
groups[group].append(v)
else:
groups[group] = [v]
for group in sorted(groups):
print 'Group',group
for v in sorted(groups[group]):
print v
print
For a given set of stock prices, there is probably more than one way to group stocks that are within 0.5% of each other. Without some additional rules for grouping the prices, there's no way to be sure an answer will do what you really want.
apart from the proper way to pick which values fit together, this is a problem where a little Object Orientation dropped in can make it a lot easier to deal with.
I made two classes here, with a minimum of desirable behaviors, but which can make the classification a lot easier -- you get a single point to play with it on the Group class.
I can see the code bellow is incorrect, in the sense the limtis for group inclusion varies as new members are added -- even it the separation crieteria remaisn teh same, you heva e torewrite the get_groups method to use a multi-pass approach. It should nto be hard -- but the code would be too long to be helpfull here, and i think this snipped is enoguh to get you going:
from copy import copy
class Group(object):
def __init__(self,data=None, name=""):
if data:
self.data = data
else:
self.data = []
self.name = name
def get_mean_stock(self):
return sum(item[0] for item in self.data) / len(self.data)
def fits(self, item):
if 0.995 < abs(item[0]) / self.get_mean_stock() < 1.005:
return True
return False
def get_weight(self):
return sum(item[1] for item in self.data)
def __repr__(self):
return "Group-%s\n%s\n---\nTotalWeight: %d\n\n" % (
self.name,
"\n".join("%.02f, %d" % tuple(item) for item in self.data ),
self.get_weight())
class StockGrouper(object):
def __init__(self, data=None):
if data:
self.floor_levels = data
else:
self.floor_levels = []
def get_groups(self):
groups = []
floor_levels = copy(self.floor_levels)
name_ord = ord("A") - 1
while floor_levels:
seed = floor_levels.pop(0)
name_ord += 1
group = Group([seed], chr(name_ord))
groups.append(group)
to_remove = []
for i, item in enumerate(floor_levels):
if group.fits(item):
group.data.append(item)
to_remove.append(i)
for i in reversed(to_remove):
floor_levels.pop(i)
return groups
testing:
floor_levels = [ [stock. weight] ,... <paste the data above> ]
s = StockGrouper(floor_levels)
s.get_groups()
For the grouping element, could you use itertools.groupby()? As the data is sorted, a lot of the work of grouping it is already done, and then you could test if the current value in the iteration was different to the last by <0.5%, and have itertools.groupby() break into a new group every time your function returned false.

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