import pandas as pd
import numpy as np
df1=pd.DataFrame(np.arange(25).reshape((5,5)),index=pd.date_range('2015/01/01',periods=5,freq='D')))
df1['trading_signal']=[1,-1,1,-1,1]
df1
0 1 2 3 4 trading_signal
2015-01-01 0 1 2 3 4 1
2015-01-02 5 6 7 8 9 -1
2015-01-03 10 11 12 13 14 1
2015-01-04 15 16 17 18 19 -1
2015-01-05 20 21 22 23 24 1
and
df2
0 1 2 3 4
Date Time
2015-01-01 22:55:00 0 1 2 3 4
23:55:00 5 6 7 8 9
2015-01-02 00:55:00 10 11 12 13 14
01:55:00 15 16 17 18 19
02:55:00 20 21 22 23 24
how would I get the value of trading_signal from df1 and sent it to df2.
I want an output like this:
0 1 2 3 4 trading_signal
Date Time
2015-01-01 22:55:00 0 1 2 3 4 1
23:55:00 5 6 7 8 9 1
2015-01-02 00:55:00 10 11 12 13 14 -1
01:55:00 15 16 17 18 19 -1
02:55:00 20 21 22 23 24 -1
You need to either merge or join. If you merge you need to reset_index, which is less memory efficient ans slower than using join. Please read the docs on Joining a single index to a multi index:
New in version 0.14.0.
You can join a singly-indexed DataFrame with a level of a
multi-indexed DataFrame. The level will match on the name of the index
of the singly-indexed frame against a level name of the multi-indexed
frame
If you want to use join, you must name the index of df1 to be Date so that it matches the name of the first level of df2:
df1.index.names = ['Date']
df1[['trading_signal']].join(df2, how='right')
trading_signal 0 1 2 3 4
Date Time
2015-01-01 22:55:00 1 0 1 2 3 4
23:55:00 1 5 6 7 8 9
2015-01-02 00:55:00 -1 10 11 12 13 14
01:55:00 -1 15 16 17 18 19
02:55:00 -1 20 21 22 23 24
I'm joining right for a reason, if you don't understand what this means please read Brief primer on merge methods (relational algebra).
Related
I am having issues finding a solution for the cummulative sum for mtd and ytd
I need help to get this result
Use groupby.cumsum combined with periods using to_period:
# ensure datetime
s = pd.to_datetime(df['date'], dayfirst=False)
# group by year
df['ytd'] = df.groupby(s.dt.to_period('Y'))['count'].cumsum()
# group by month
df['mtd'] = df.groupby(s.dt.to_period('M'))['count'].cumsum()
Example (with dummy data):
date count ytd mtd
0 2022-08-26 6 6 6
1 2022-08-27 1 7 7
2 2022-08-28 4 11 11
3 2022-08-29 4 15 15
4 2022-08-30 8 23 23
5 2022-08-31 4 27 27
6 2022-09-01 6 33 6
7 2022-09-02 3 36 9
8 2022-09-03 5 41 14
9 2022-09-04 8 49 22
10 2022-09-05 7 56 29
11 2022-09-06 9 65 38
12 2022-09-07 9 74 47
I have a pandas df, like this:
ID date value
0 10 2022-01-01 100
1 10 2022-01-02 150
2 10 2022-01-03 0
3 10 2022-01-04 0
4 10 2022-01-05 200
5 10 2022-01-06 0
6 10 2022-01-07 150
7 10 2022-01-08 0
8 10 2022-01-09 0
9 10 2022-01-10 0
10 10 2022-01-11 0
11 10 2022-01-12 100
12 23 2022-02-01 490
13 23 2022-02-02 0
14 23 2022-02-03 350
15 23 2022-02-04 333
16 23 2022-02-05 0
17 23 2022-02-06 0
18 23 2022-02-07 0
19 23 2022-02-08 211
20 23 2022-02-09 100
I would like calculate the days of last value. Like the bellow example. How can I using diff() for this? And the calculus change by ID.
Output:
ID date value days_last_value
0 10 2022-01-01 100 0
1 10 2022-01-02 150 1
2 10 2022-01-03 0
3 10 2022-01-04 0
4 10 2022-01-05 200 3
5 10 2022-01-06 0
6 10 2022-01-07 150 2
7 10 2022-01-08 0
8 10 2022-01-09 0
9 10 2022-01-10 0
10 10 2022-01-11 0
11 10 2022-01-12 100 5
12 23 2022-02-01 490 0
13 23 2022-02-02 0
14 23 2022-02-03 350 2
15 23 2022-02-04 333 1
16 23 2022-02-05 0
17 23 2022-02-06 0
18 23 2022-02-07 0
19 23 2022-02-08 211 4
20 23 2022-02-09 100 1
Explanation below.
import pandas as pd
df = pd.DataFrame({'ID': 12 * [10] + 9 * [23],
'value': [100, 150, 0, 0, 200, 0, 150, 0, 0, 0, 0, 100, 490, 0, 350, 333, 0, 0, 0, 211, 100]})
days = df.groupby(['ID', (df['value'] != 0).cumsum()]).size().groupby('ID').shift(fill_value=0)
days.index = df.index[df['value'] != 0]
df['days_last_value'] = days
df
ID value days_last_value
0 10 100 0.0
1 10 150 1.0
2 10 0 NaN
3 10 0 NaN
4 10 200 3.0
5 10 0 NaN
6 10 150 2.0
7 10 0 NaN
8 10 0 NaN
9 10 0 NaN
10 10 0 NaN
11 10 100 5.0
12 23 490 0.0
13 23 0 NaN
14 23 350 2.0
15 23 333 1.0
16 23 0 NaN
17 23 0 NaN
18 23 0 NaN
19 23 211 4.0
20 23 100 1.0
First, we'll have to group by 'ID'.
We also creates groups for each block of days, by creating a True/False series where value is not 0, then performing a cumulative sum. That is the part (df['value'] != 0).cumsum(), which results in
0 1
1 2
2 2
3 2
4 3
5 3
6 4
7 4
8 4
9 4
10 4
11 5
12 6
13 6
14 7
15 8
16 8
17 8
18 8
19 9
20 10
We can use the values in this series to also group on; combining that with the 'ID' group, you have the individual blocks of days. This is the df.groupby(['ID', (df['value'] != 0).cumsum()]) part.
Now, for each block, we get its size, which is obviously the interval in days; which is what you want. We do need to shift one up, since we've counted the total number of days per group, and the difference would be one less; and fill with 0 at the bottom. But this shift has to be by ID group, so we first group by ID again before shifting (as we lost the grouping after doing .size()).
Now, this new series needs to get assigned back to the dataframe, but it's obviously shorter. Since its index it also reset, we can't easily reassign it (not with df['days_last_value'], df.loc[...] or df.iloc).
Instead, we select the index values of the original dataframe where value is not zero, and set the index of the days equal to that.
Now, it's easy step to directly assign the days to relevant column in the dataframe: Pandas will match the indices.
So I have a data frame that is something like this
Resource 2020-06-01 2020-06-02 2020-06-03
Name1 8 7 8
Name2 7 9 9
Name3 10 10 10
Imagine that the header is literal all the days of the month. And that there are way more names than just three.
I need to reduce the columns to five. Considering the first column to be the days between 2020-06-01 till 2020-06-05. Then from Saturday till Friday of the same week. Or the last day of the month if it is before Friday. So for June would be these weeks:
week 1: 2020-06-01 to 2020-06-05
week 2: 2020-06-06 to 2020-06-12
week 3: 2020-06-13 to 2020-06-19
week 4: 2020-06-20 to 2020-06-26
week 5: 2020-06-27 to 2020-06-30
I have no problem defining these weeks. The problem is grouping the columns based on them.
I couldn't come up with anything.
Does someone have any ideas about this?
I have to use these code to generate your dataframe.
dates = pd.date_range(start='2020-06-01', end='2020-06-30')
df = pd.DataFrame({
'Name1': np.random.randint(1, 10, size=len(dates)),
'Name2': np.random.randint(1, 10, size=len(dates)),
'Name3': np.random.randint(1, 10, size=len(dates)),
})
df = df.set_index(dates).transpose().reset_index().rename(columns={'index': 'Resource'})
Then, the solution starts from here.
# Set the first column as index
df = df.set_index(df['Resource'])
# Remove the unused column
df = df.drop(columns=['Resource'])
# Transpose the dataframe
df = df.transpose()
# Output:
Resource Name1 Name2 Name3
2020-06-01 00:00:00 3 2 7
2020-06-02 00:00:00 5 6 8
2020-06-03 00:00:00 2 3 6
...
# Bring "Resource" from index to column
df = df.reset_index()
df = df.rename(columns={'index': 'Resource'})
# Add a column "week of year"
df['week_no'] = df['Resource'].dt.weekofyear
# You can simply group by the week no column
df.groupby('week_no').sum().reset_index()
# Output:
Resource week_no Name1 Name2 Name3
0 23 38 42 41
1 24 37 30 43
2 25 38 29 23
3 26 29 40 42
4 27 2 8 3
I don't know what you want to do for the next. If you want your original form, just transpose() it back.
EDIT: OP claimed the week should start from Saturday end up with Friday
# 0: Monday
# 1: Tuesday
# 2: Wednesday
# 3: Thursday
# 4: Friday
# 5: Saturday
# 6: Sunday
df['weekday'] = df['Resource'].dt.weekday.apply(lambda day: 0 if day <= 4 else 1)
df['customised_weekno'] = df['week_no'] + df['weekday']
Output:
Resource Resource Name1 Name2 Name3 week_no weekday customised_weekno
0 2020-06-01 4 7 7 23 0 23
1 2020-06-02 8 6 7 23 0 23
2 2020-06-03 5 9 5 23 0 23
3 2020-06-04 7 6 5 23 0 23
4 2020-06-05 6 3 7 23 0 23
5 2020-06-06 3 7 6 23 1 24
6 2020-06-07 5 4 4 23 1 24
7 2020-06-08 8 1 5 24 0 24
8 2020-06-09 2 7 9 24 0 24
9 2020-06-10 4 2 7 24 0 24
10 2020-06-11 6 4 4 24 0 24
11 2020-06-12 9 5 7 24 0 24
12 2020-06-13 2 4 6 24 1 25
13 2020-06-14 6 7 5 24 1 25
14 2020-06-15 8 7 7 25 0 25
15 2020-06-16 4 3 3 25 0 25
16 2020-06-17 6 4 5 25 0 25
17 2020-06-18 6 8 2 25 0 25
18 2020-06-19 3 1 2 25 0 25
So, you can use customised_weekno for grouping.
I have read a couple of similar post regarding the issue before, but none of the solutions worked for me. so I got the followed csv :
Score date term
0 72 3 Feb · 1
1 47 1 Feb · 1
2 119 6 Feb · 1
8 101 7 hrs · 1
9 536 11 min · 1
10 53 2 hrs · 1
11 20 11 Feb · 3
3 15 1 hrs · 2
4 33 7 Feb · 1
5 153 4 Feb · 3
6 34 3 min · 2
7 26 3 Feb · 3
I want to sort the csv by date. What's the easiest way to do that ?
You can create 2 helper columns - one for datetimes created by to_datetime and second for timedeltas created by to_timedelta, only necessary format HH:MM:SS, so added Series.replace by regexes, so last is possible sorting by 2 columns by DataFrame.sort_values:
df['date1'] = pd.to_datetime(df['date'], format='%d %b', errors='coerce')
times = df['date'].replace({'(\d+)\s+min': '00:\\1:00',
'\s+hrs': ':00:00'}, regex=True)
df['times'] = pd.to_timedelta(times, errors='coerce')
df = df.sort_values(['times','date1'])
print (df)
Score date term date1 times
6 34 3 min 2 NaT 00:03:00
9 536 11 min 1 NaT 00:11:00
3 15 1 hrs 2 NaT 01:00:00
10 53 2 hrs 1 NaT 02:00:00
8 101 7 hrs 1 NaT 07:00:00
1 47 1 Feb 1 1900-02-01 NaT
0 72 3 Feb 1 1900-02-03 NaT
7 26 3 Feb 3 1900-02-03 NaT
5 153 4 Feb 3 1900-02-04 NaT
2 119 6 Feb 1 1900-02-06 NaT
4 33 7 Feb 1 1900-02-07 NaT
11 20 11 Feb 3 1900-02-11 NaT
Current df:
ID Date
11 3/19/2018
22 1/5/2018
33 2/12/2018
.. ..
I have the df with ID and Date. ID is unique in the original df.
I would like to create a new df based on date. Each ID has a Max Date, I would like to use that date and go back 4 days(5 rows each ID)
There are thousands of IDs.
Expect to get:
ID Date
11 3/15/2018
11 3/16/2018
11 3/17/2018
11 3/18/2018
11 3/19/2018
22 1/1/2018
22 1/2/2018
22 1/3/2018
22 1/4/2018
22 1/5/2018
33 2/8/2018
33 2/9/2018
33 2/10/2018
33 2/11/2018
33 2/12/2018
… …
I tried the following method, i think use date_range might be right direction, but I keep get error.
pd.date_range
def date_list(row):
list = pd.date_range(row["Date"], periods=5)
return list
df["Date_list"] = df.apply(date_list, axis = "columns")
Here is another by using df.assign to overwrite date and pd.concat to glue the range together. cᴏʟᴅsᴘᴇᴇᴅ's solution wins in performance but I think this might be a nice addition as it is quite easy to read and understand.
df = pd.concat([df.assign(Date=df.Date - pd.Timedelta(days=i)) for i in range(5)])
Alternative:
dates = (pd.date_range(*x) for x in zip(df['Date']-pd.Timedelta(days=4), df['Date']))
df = (pd.DataFrame(dict(zip(df['ID'],dates)))
.T
.stack()
.reset_index(0)
.rename(columns={'level_0': 'ID', 0: 'Date'}))
Full example:
import pandas as pd
data = '''\
ID Date
11 3/19/2018
22 1/5/2018
33 2/12/2018'''
# Recreate dataframe
df = pd.read_csv(pd.compat.StringIO(data), sep='\s+')
df['Date']= pd.to_datetime(df.Date)
df = pd.concat([df.assign(Date=df.Date - pd.Timedelta(days=i)) for i in range(5)])
df.sort_values(by=['ID','Date'], ascending = [True,True], inplace=True)
print(df)
Returns:
ID Date
0 11 2018-03-15
0 11 2018-03-16
0 11 2018-03-17
0 11 2018-03-18
0 11 2018-03-19
1 22 2018-01-01
1 22 2018-01-02
1 22 2018-01-03
1 22 2018-01-04
1 22 2018-01-05
2 33 2018-02-08
2 33 2018-02-09
2 33 2018-02-10
2 33 2018-02-11
2 33 2018-02-12
reindexing with pd.date_range
Let's try creating a flat list of date-ranges and reindexing this DataFrame.
from itertools import chain
v = df.assign(Date=pd.to_datetime(df.Date)).set_index('Date')
# assuming ID is a string column
v.reindex(chain.from_iterable(
pd.date_range(end=i, periods=5) for i in v.index)
).bfill().reset_index()
Date ID
0 2018-03-14 11
1 2018-03-15 11
2 2018-03-16 11
3 2018-03-17 11
4 2018-03-18 11
5 2018-03-19 11
6 2017-12-31 22
7 2018-01-01 22
8 2018-01-02 22
9 2018-01-03 22
10 2018-01-04 22
11 2018-01-05 22
12 2018-02-07 33
13 2018-02-08 33
14 2018-02-09 33
15 2018-02-10 33
16 2018-02-11 33
17 2018-02-12 33
concat based solution on keys
Just for fun. My reindex solution is definitely more performant and easier to read, so if you were to pick one, use that.
v = df.assign(Date=pd.to_datetime(df.Date))
v_dict = {
j : pd.DataFrame(
pd.date_range(end=i, periods=5), columns=['Date']
)
for j, i in zip(v.ID, v.Date)
}
(pd.concat(v_dict, axis=0)
.reset_index(level=1, drop=True)
.rename_axis('ID')
.reset_index()
)
ID Date
0 11 2018-03-14
1 11 2018-03-15
2 11 2018-03-16
3 11 2018-03-17
4 11 2018-03-18
5 11 2018-03-19
6 22 2017-12-31
7 22 2018-01-01
8 22 2018-01-02
9 22 2018-01-03
10 22 2018-01-04
11 22 2018-01-05
12 33 2018-02-07
13 33 2018-02-08
14 33 2018-02-09
15 33 2018-02-10
16 33 2018-02-11
17 33 2018-02-12
group by ID, select the column Date, and for each group generate a series of five days leading up to the greatest date.
rather than writing a long lambda, I've written a helper function.
def drange(x):
e = x.max()
s = e-pd.Timedelta(days=4)
return pd.Series(pd.date_range(s,e))
res = df.groupby('ID').Date.apply(drange)
Then drop the extraneous level from the resulting multiindex and we get our desired output
res.reset_index(level=0).reset_index(drop=True)
# outputs:
ID Date
0 11 2018-03-15
1 11 2018-03-16
2 11 2018-03-17
3 11 2018-03-18
4 11 2018-03-19
5 22 2018-01-01
6 22 2018-01-02
7 22 2018-01-03
8 22 2018-01-04
9 22 2018-01-05
10 33 2018-02-08
11 33 2018-02-09
12 33 2018-02-10
13 33 2018-02-11
14 33 2018-02-12
Compact alternative
# Help function to return Serie with daterange
func = lambda x: pd.date_range(x.iloc[0]-pd.Timedelta(days=4), x.iloc[0]).to_series()
res = df.groupby('ID').Date.apply(func).reset_index().drop('level_1',1)
You can try groupby with date_range
df.groupby('ID').Date.apply(lambda x : pd.Series(pd.date_range(end=x.iloc[0],periods=5))).reset_index(level=0)
Out[793]:
ID Date
0 11 2018-03-15
1 11 2018-03-16
2 11 2018-03-17
3 11 2018-03-18
4 11 2018-03-19
0 22 2018-01-01
1 22 2018-01-02
2 22 2018-01-03
3 22 2018-01-04
4 22 2018-01-05
0 33 2018-02-08
1 33 2018-02-09
2 33 2018-02-10
3 33 2018-02-11
4 33 2018-02-12