Summing columns in Dataframe that have matching column headers - python

I have a dataframe that currently looks somewhat like this.
import pandas as pd
In [161]: pd.DataFrame(np.c_[s,t],columns = ["M1","M2","M1","M2"])
Out[161]:
M1 M2 M1 M2
6/7 1 2 3 5
6/8 2 4 7 8
6/9 3 6 9 9
6/10 4 8 8 10
6/11 5 10 20 40
Except, instead of just four columns, there are approximately 1000 columns, from M1 till ~M340 (there are multiple columns with the same headers). I wanted to sum the values associated with matching columns based on their index. Ideally, the result dataframe would look like:
M1_sum M2_sum
6/7 4 7
6/8 9 12
6/9 12 15
6/10 12 18
6/11 25 50
I wanted to somehow apply the "groupby" and "sum" function, but was unsure how to do that when dealing with a dataframe that has multiple columns and has some columns with 3 other columns matching whereas another may only have one other column matching (or even 0 other columns matching).

You probably want to groupby the first level, and over the second axis, and then perform a .sum(), like:
>>> df.groupby(level=0,axis=1).sum().add_suffix('_sum')
M1_sum M2_sum
0 4 7
1 9 12
2 12 15
3 12 18
4 25 50
If we rename the last column to M1 instead, it will again group this correctly:
>>> df
M1 M2 M1 M1
0 1 2 3 5
1 2 4 7 8
2 3 6 9 9
3 4 8 8 10
4 5 10 20 40
>>> df.groupby(level=0,axis=1).sum().add_suffix('_sum')
M1_sum M2_sum
0 9 2
1 17 4
2 21 6
3 22 8
4 65 10

Related

How to group dataframe by column and receive new column for every group

I have the following dataframe:
df = pd.DataFrame({'timestamp' : [10,10,10,20,20,20], 'idx': [1,2,3,1,2,3], 'v1' : [1,2,4,5,1,9], 'v2' : [1,2,8,5,1,2]})
timestamp idx v1 v2
0 10 1 1 1
1 10 2 2 2
2 10 3 4 8
3 20 1 5 5
4 20 2 1 1
5 20 3 9 2
I'd like to group data by timestamp and calculate the following cumulative statistic:
np.sum(v1*v2) for every timestamp. I'd like to see the following result:
timestamp idx v1 v2 stat
0 10 1 1 1 37
1 10 2 2 2 37
2 10 3 4 8 37
3 20 1 5 5 44
4 20 2 1 1 44
5 20 3 9 2 44
I'm trying to do the following:
def calc_some_stat(d):
return np.sum(d.v1 * d.v2)
df.loc[:, 'stat'] = df.groupby('timestamp').apply(calc_some_stat)
But for stat columns I receive all NaN values - what is wrong in my code?
We want groupby transform here not groupby apply:
df['stat'] = (df['v1'] * df['v2']).groupby(df['timestamp']).transform('sum')
If we really want to use the function we need to join back to scale up the aggregated DataFrame:
def calc_some_stat(d):
return np.sum(d.v1 * d.v2)
df = df.join(
df.groupby('timestamp').apply(calc_some_stat)
.rename('stat'), # Needed to use join but also sets the col name
on='timestamp'
)
df:
timestamp idx v1 v2 stat
0 10 1 1 1 37
1 10 2 2 2 37
2 10 3 4 8 37
3 20 1 5 5 44
4 20 2 1 1 44
5 20 3 9 2 44
The issue is that groupby apply is producing summary information:
timestamp
10 37
20 44
dtype: int64
This does not assign back to the DataFrame naturally as there are only 2 rows when the initial DataFrame has 6. We either need to use join to scale these 2 rows up to align with the original DataFrame, or we can avoid all of this using groupby transform which is designed to produce a:
like-indexed DataFrame on each group and return a DataFrame having the same indexes as the original object filled with the transformed values

Merge two Series according to their index

After a long time of googling and not finding a solution to my, probably often asked, problem.
I have two Dataframes:
DF1: DF2:
val val
index index
1 3 2 5
3 10 4 15
5 20 7 35
6 30 8 40
and need an output like this:
DF_out:
val
index
1 3
2 5
3 10
4 15
5 20
6 30
7 35
8 40
DF1 and DF2 should be combined and sorted according to ther indices.
Side notes:
DF1 and DF2 never have the same index twice
The values of the dataframes are always sequel
I would very much appreciate your help!
Use concat with Series.sort_index:
df = pd.concat([DF1, DF2]).sort_index()
print (df)
val
index
1 3
2 5
3 10
4 15
5 20
6 30
7 35
8 40

Concatenating two Pandas DataFrames while maintaining index order

Basic question - I am trying to concatenate two DataFrames, with the resulting DataFrame preserving the index in order of the original two. For example:
df = pd.DataFrame({'Houses':[10,20,30,40,50], 'Cities':[3,4,7,6,1]}, index = [1,2,4,6,8])
df2 = pd.DataFrame({'Houses':[15,25,35,45,55], 'Cities':[1,8,11,14,4]}, index = [0,3,5,7,9])
Using pd.concat([df, df2]) simply appends df2 to the end of df1. I am trying to instead concatenate them to produce correct index order (0 through 9).
Use concat with parameter sort for avoid warning and then DataFrame.sort_index:
df = pd.concat([df, df2], sort=False).sort_index()
print(df)
Cities Houses
0 1 15
1 3 10
2 4 20
3 8 25
4 7 30
5 11 35
6 6 40
7 14 45
8 1 50
9 4 55
Try using:
print(df.T.join(df2.T).T.sort_index())
Output:
Cities Houses
0 1 15
1 3 10
2 4 20
3 8 25
4 7 30
5 11 35
6 6 40
7 14 45
8 1 50
9 4 55

Replace by previous values

I have some dataframe like the one shown above. The goal of this program is to replace some specific value by the previous one.
import pandas as pd
test = pd.DataFrame([2,2,3,1,1,2,4,6,43,23,4,1,3,3,1,1,1,4,5], columns = ['A'])
obtaining:
If one want to replace all 1 by the previous values, a possible solution is:
for li in test[test['A'] == 1].index:
test['A'].iloc[li] = test['A'].iloc[li-1]
However, it is very inefficient. Can you suggest a more efficient solution?
IIUC, replace to np.nan then ffill
test.replace(1,np.nan).ffill().astype(int)
Out[881]:
A
0 2
1 2
2 3
3 3
4 3
5 2
6 4
7 6
8 43
9 23
10 4
11 4
12 3
13 3
14 3
15 3
16 3
17 4
18 5

I want to get the relative index of a column in a pandas dataframe

I want to make a new column of the 5 day return for a stock, let's say. I am using pandas dataframe. I computed a moving average using the rolling_mean function, but I'm not sure how to reference lines like i would in a spreadsheet (B6-B1) for example. Does anyone know how I can do this index reference and subtraction?
sample data frame:
day price 5-day-return
1 10 -
2 11 -
3 15 -
4 14 -
5 12 -
6 18 i want to find this ((day 5 price) -(day 1 price) )
7 20 then continue this down the list
8 19
9 21
10 22
Are you wanting this:
In [10]:
df['5-day-return'] = (df['price'] - df['price'].shift(5)).fillna(0)
df
Out[10]:
day price 5-day-return
0 1 10 0
1 2 11 0
2 3 15 0
3 4 14 0
4 5 12 0
5 6 18 8
6 7 20 9
7 8 19 4
8 9 21 7
9 10 22 10
shift returns the row at a specific offset, we use this to subtract this from the current row. fillna fills the NaN values which will occur prior to the first valid calculation.

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