pandas 前后行操作

一、前后行满足条件

问题

各位老师好,我有一个dataframe

产品 数据1 数据2
A 1 2
B 4 5
C 6 3
我想找出比如这一行数据1>数据2 AND 数据1的上一行3 AND 4<5 则输出 产品C
应该怎么写

回答

df = pa.DataFrame({'产品': ['A','B','C'],
                   '数据1': [1, 4, 6],
                   '数据2': [2, 5, 3]})
df[(df['数据1'].shift(1) < df['数据2'].shift(1)) & (df['数据1'].shift(0) > df['数据2'].shift(0))]['产品']

说明

选择行的最快的方法不是遍历行。而是,创建一个mask(即,布尔数组),然后调用df[mask]选择。
这里有一个问题:如何动态表示dataframe中的当前行、前一行?答案是用shift。
shift(0):当前行
shift(1):前一行
shift(n):往前第n行

若要满足多个条件
逻辑与&:
mask = ((...) & (...))

逻辑或|:
mask = ((...) | (...))

逻辑非~:
mask = ~(...)

例如:

In [75]: df = pd.DataFrame({'A':range(5), 'B':range(10,20,2)})

In [76]: df
Out[76]: 
   A   B
0  0  10
1  1  12
2  2  14
3  3  16
4  4  18

In [77]: mask = (df['A'].shift(1) + df['B'].shift(2) > 12)

In [78]: mask
Out[78]: 
0    False
1    False
2    False
3     True
4     True
dtype: bool

In [79]: df[mask]
Out[79]: 
   A   B
3  3  16
4  4  18

二、前后行构造数据

问题

If I have the following dataframe:

date A B M S
20150101 8 7 7.5 0
20150101 10 9 9.5 -1
20150102 9 8 8.5 1
20150103 11 11 11 0
20150104 11 10 10.5 0
20150105 12 10 11 -1
...

If I want to create another column 'cost' by the following rules:

if S < 0, cost = (M-B).shift(1)*S
if S > 0, cost = (M-A).shift(1)*S
if S == 0, cost=0

currently, I am using the following function:

def cost(df):
if df[3]<0:
return np.roll((df[2]-df[1]),1)df[3]
elif df[3]>0:
return np.roll((df[2]-df[0]),1)
df[3]
else:
return 0
df['cost']=df.apply(cost,axis=0)

Is there any other way to do it? can I somehow use pandas shift function in user defined functions? thanks.

答案

import numpy as np
import pandas as pd
 
df = pd.DataFrame({'date': ['20150101','20150102','20150103','20150104','20150105','20150106'],
                   'A': [8,10,9,11,11,12],
                   'B': [7,9,8,11,10,10],
                   'M': [7.5,9.5,8.5,11,10.5,11],
                   'S': [0,-1,1,0,0,-1]})

df = df.reindex(columns=['date','A','B','M','S'])

# 方法一
df['cost'] = np.where(df['S'] < 0,
                      np.roll((df['M']-df['B']), 1)*df['S'],
                      np.where(df['S'] > 0,
                               np.roll((df['M']-df['A']), 1)*df['S'],
                               0)
                     )
            
# 方法二
M, A, B, S = [df[col] for col in 'MABS']
conditions = [S < 0, S > 0]
choices = [(M-B).shift(1)*S, (M-A).shift(1)*S]
df['cost2'] = np.select(conditions, choices, default=0)


print(df)
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