what is the source of this error: python pandas - python

import pandas as pd
census_df = pd.read_csv('census.csv')
#census_df.head()
def answer_seven():
census_df_1 = census_df[(census_df['SUMLEV'] == 50)].set_index('CTYNAME')
census_df_1['highest'] = census_df_1[['POPESTIAMTE2010','POPESTIAMTE2011','POPESTIAMTE2012','POPESTIAMTE2013','POPESTIAMTE2014','POPESTIAMTE2015']].max()
census_df_1['lowest'] =census_df_1[['POPESTIAMTE2010','POPESTIAMTE2011','POPESTIAMTE2012','POPESTIAMTE2013','POPESTIAMTE2014','POPESTIAMTE2015']].min()
x = abs(census_df_1['highest'] - census_df_1['lowest']).tolist()
return x[0]
answer_seven()
This is trying to use the data from census.csv to find the counties that have the largest absolute change in population within 2010-2015(POPESTIMATES), I wanted to simply find the difference between abs.value of max and min value for each year/column. You must return a string. also [(census_df['SUMLEV'] ==50)] means only counties are taken as they are set to 50. But the code gives an error that ends with
KeyError: "['POPESTIAMTE2010' 'POPESTIAMTE2011' 'POPESTIAMTE2012'
'POPESTIAMTE2013'\n 'POPESTIAMTE2014' 'POPESTIAMTE2015'] not in index"
Am I indexing the wrong data structure? I'm really new to datascience and coding.

I think the column names in the code have typo. The pattern is 'POPESTIMATE201?' and not 'POPESTIAMTE201?'
Any help with shortening the code will be appreciated. Here is the code that works -
census_df = pd.read_csv('census.csv')
def answer_seven():
cdf = census_df[(census_df['SUMLEV'] == 50)].set_index('CTYNAME')
columns = ['POPESTIMATE2010', 'POPESTIMATE2011', 'POPESTIMATE2012', 'POPESTIMATE2013', 'POPESTIMATE2014', 'POPESTIMATE2015']
cdf['big'] = cdf[columns].max(axis =1)
cdf['sml'] = cdf[columns].min(axis =1)
cdf['change'] = cdf[['big']].sub(cdf['sml'], axis=0)
return cdf['change'].idxmax()

Related

How to replace a loop that looks at multiple previous values with a formula in Python

My Problem
I have a loop that creates a column using either a formula based on values from other columns or the previous value in the column depending on a condition ("days from new low == 0"). It is really slow over a huge dataset so I wanted to get rid of the loop and find a formula that is faster.
Current Working Code
import numpy as np
import pandas as pd
csv1 = pd.read_csv('stock_price.csv', delimiter = ',')
df = pd.DataFrame(csv1)
for x in range(1,len(df.index)):
if df["days from new low"].iloc[x] == 0:
df["mB"].iloc[x] = (df["RSI on new low"].iloc[x-1] - df["RSI on new low"].iloc[x]) / -df["days from new low"].iloc[x-1]
else:
df["mB"].iloc[x] = df["mB"].iloc[x-1]
df
Input Data and Expected Output
RSI on new low,days from new low,mB
0,22,0
29.6,0,1.3
29.6,1,1.3
29.6,2,1.3
29.6,3,1.3
29.6,4,1.3
21.7,0,-2.0
21.7,1,-2.0
21.7,2,-2.0
21.7,3,-2.0
21.7,4,-2.0
21.7,5,-2.0
21.7,6,-2.0
21.7,7,-2.0
21.7,8,-2.0
21.7,9,-2.0
25.9,0,0.5
25.9,1,0.5
25.9,2,0.5
23.9,0,-1.0
23.9,1,-1.0
Attempt at Solution
def mB_calc (var1,var2,var3):
df[var3]= np.where(df[var1] == 0, df[var2].shift(1) - df[var2] / -df[var1].shift(1) , "")
return df
df = mB_calc('days from new low','RSI on new low','mB')
First, it gives me this "TypeError: can't multiply sequence by non-int of type 'float'" and second I dont know how to incorporate the "ffill" into the formula.
Any idea how I might be able to do it?
Cheers!
Try this one:
df["mB_temp"] = (df["RSI on new low"].shift() - df["RSI on new low"]) / -df["days from new low"].shift()
df["mB"] = df["mB"].shift()
df["mB"].loc[df["days from new low"] == 0]=df["mB_temp"].loc[df["days from new low"] == 0]
df.drop(["mB_temp"], axis=1)
And with np.where:
df["mB"] = np.where(df["days from new low"]==0, df["RSI on new low"].shift() - df["RSI on new low"]) / -df["days from new low"].shift(), df["mB"].shift())

issue in writing function to filter rows data frame

I am writing a function that will serve as filter for rows that I wanted to use.
The sample data frame is as follow:
df = pd.DataFrame()
df ['Xstart'] = [1,2.5,3,4,5]
df ['Xend'] = [6,8,9,10,12]
df ['Ystart'] = [0,1,2,3,4]
df ['Yend'] = [6,8,9,10,12]
df ['GW'] = [1,1,2,3,4]
def filter(data,Game_week):
pass_data = data [(data['GW'] == Game_week)]
when I recall the function filter as follow, I got an error.
df1 = filter(df,1)
The error message is
AttributeError: 'NoneType' object has no attribute 'head'
but when I use manual filter, it works.
pass_data = df [(df['GW'] == [1])]
This is my first issue.
My second issue is that I want to filter the rows with multiple GW (1,2,3) etc.
For that I can manually do it as follow:
pass_data = df [(df['GW'] == [1])|(df['GW'] == [2])|(df['GW'] == [3])]
if I want to use in function input as list [1,2,3]
how can I write it in function such that I can input a range of 1 to 3?
Could anyone please advise?
Thanks,
Zep
Use isin for pass list of values instead scalar, also filter is existing function in python, so better is change function name:
def filter_vals(data,Game_week):
return data[data['GW'].isin(Game_week)]
df1 = filter_vals(df,range(1,4))
Because you don't return in the function, so it will be None, not the desired dataframe, so do (note that also no need parenthesis inside the data[...]):
def filter(data,Game_week):
return data[data['GW'] == Game_week]
Also, isin may well be better:
def filter(data,Game_week):
return data[data['GW'].isin(Game_week)]
Use return to return data from the function for the first part. For the second, use -
def filter(data,Game_week):
return data[data['GW'].isin(Game_week)]
Now apply the filter function -
df1 = filter(df,[1,2])

Python Pandas rolling mean DataFrame Constructor not properly called

I am trying to create a simple time-series, of different rolling types. One specific example, is a rolling mean of N periods using the Panda python package.
I get the following error : ValueError: DataFrame constructor not properly called!
Below is my code :
def py_TA_MA(v, n, AscendType):
df = pd.DataFrame(v, columns=['Close'])
df = df.sort_index(ascending=AscendType) # ascending/descending flag
M = pd.Series(df['Close'].rolling(n), name = 'MovingAverage_' + str(n))
df = df.join(M)
df = df.sort_index(ascending=True) #need to double-check this
return df
Would anyone be able to advise?
Kind regards
found the correction! It was erroring out (new error), where I had to explicitly declare n as an integer. Below, the code works
#xw.func
#xw.arg('n', numbers = int, doc = 'this is the rolling window')
#xw.ret(expand='table')
def py_TA_MA(v, n, AscendType):
df = pd.DataFrame(v, columns=['Close'])
df = df.sort_index(ascending=AscendType) # ascending/descending flag
M = pd.Series(df['Close'], name = 'Moving Average').rolling(window = n).mean()
#df = pd.Series(df['Close']).rolling(window = n).mean()
df = df.join(M)
df = df.sort_index(ascending=True) #need to double-check this
return df

Excel xlwings data input for Python Technical Indicators

I am trying to replicate a simple Technical-Analysis indicator using xlwings. However, the list/data seems not to be able to read Excel values. Below is the code
import pandas as pd
import datetime as dt
import numpy as np
#xw.func
def EMA(df, n):
EMA = pd.Series(pd.ewma(df['Close'], span = n, min_periods = n - 1), name = 'EMA_' + str(n))
df = df.join(EMA)
return df
When I enter a list of excel data : EMA = ({1,2,3,4,5}, 5}, I get the following error message
TypeError: list indices must be integers, not str EMA = pd.Series(pd.ewma(df['Close'], span = n, min_periods = n - 1), name = 'EMA_' + str(n))
(Expert) help much appreciated! Thanks.
EMA() expects a DataFrame df and a scalar n, and it returns the EMA in a separate column in the source DataFrame. You are passing a simple list of values, this is not supposed to work.
Construct a DataFrame and assign the values to the Close column:
v = range(100) # use your list of values instead
df = pd.DataFrame(v, columns=['Close'])
Call EMA() with this DataFrame:
EMA(df, 5)

Running Half life codes for a mean reverting series

I am currently trying to compute the Half life results for multiple columns of data. I have tried to incorporate the codes I got from 'pythonforfinance.com' Link.
However, I seem to have missed a few edits that is resulting in errors being thrown.
This is how my df looks like: Link
and the code I am running:
import pandas as pd
import numpy as np
import statsmodels.api as sm
df1=pd.read_excel('C:\\Users\Sai\Desktop\Test\Spreads.xlsx')
Halflife_results={}
for col in df1.columns.values:
spread_lag = df1.shift(periods=1, axis=1)
spread_lag.ix([0]) = spread_lag.ix([1])
spread_ret = df1.columns - spread_lag
spread_ret.ix([0]) = spread_ret.ix([1])
spread_lag2 = sm.add_constant(spread_lag)
md = sm.OLS(spread_ret,spread_lag2)
mdf = md.fit()
half_life = round(-np.log(2) / mdf.params[1],0)
print('half life:', half_life)
The error that is being thrown is:
File "C:/Users/Sai/Desktop/Test/Half life test 2.py", line 12
spread_lag.ix([0]) = spread_lag.ix([1])
^
SyntaxError: can't assign to function call
Based on the error message, I seem to have made a very basic mistake but since I am a beginner I am not able to fix the issue. If not a solution to this code, an explanation to these lines of the codes would be of great help:
spread_lag = df1.shift(periods=1, axis=1)
spread_lag.ix([0]) = spread_lag.ix([1])
spread_ret = df1.columns - spread_lag
spread_ret.ix([0]) = spread_ret.ix([1])
spread_lag2 = sm.add_constant(spread_lag)
As explained by the error message, pd.Series.ixisn't callable: you should change spread_lag.ix([0]) to spread_lag.ix[0].
Also, you shouldn't shift on axis=1 (rows) since you're interested in differences along each column (axis=0, default value).
Defining a get_halflifefunction allows you then to directly apply it to each column, removing the need for a loop.
def get_halflife(s):
s_lag = s.shift(1)
s_lag.ix[0] = s_lag.ix[1]
s_ret = s - s_lag
s_ret.ix[0] = s_ret.ix[1]
s_lag2 = sm.add_constant(s_lag)
model = sm.OLS(s_ret,s_lag2)
res = model.fit()
halflife = round(-np.log(2) / res.params[1],0)
return halflife
df1.apply(get_halflife)

Categories

Resources