I need to get the rolling 2nd largest value of a df.
To get the largest value I do
max = df.sort_index(ascending=True).rolling(10).max()
When I try this, python throws an error
max = df.sort_index(ascending=True).rolling(10).nlargest(2)
AttributeError: 'Rolling' object has no attribute 'nlargest'
Is this a bug? What else can I use that is performant?
I'd do something like this:
df.rolling(10).apply(lambda x: pd.Series(x).nlargest(2).iloc[-1])
Use np.sort in descending order and select second value:
np.random.seed(2019)
df = pd.DataFrame({
'B': np.random.randint(20, size=15)
})
print (df)
B
0 8
1 18
2 5
3 15
4 12
5 10
6 16
7 16
8 7
9 5
10 19
11 12
12 16
13 18
14 5
a = df.rolling(10).apply(lambda x: -np.sort(-x)[1])
#alternative
#a = df.rolling(10).apply(lambda x: np.sort(x)[-2])
print (a)
B
0 NaN
1 NaN
2 NaN
3 NaN
4 NaN
5 NaN
6 NaN
7 NaN
8 NaN
9 16.0
10 18.0
11 16.0
12 16.0
13 18.0
14 18.0
This question already has answers here:
How can I pivot a dataframe?
(5 answers)
Closed last year.
I have the follow dataframe:
acount document type sum_old sum_new
001 12345 C 10 20
001 12345 D 20 50
555 00770 C 31 44
And I would like this output:
acount document C_sum_old D_sum_old C_sum_new D_sum_new
001 12345 10 20 20 50
001 00770 31 44
I had tried transpose method but not work
What can I do?
You can do this by pivoting your data, and then massaging the column labels a little:
pivotted_df = df.pivot(["acount", "document"], "type")
pivotted_df.columns = pivotted_df.columns.swaplevel().map("_".join)
print(pivotted_df)
C_sum_old D_sum_old C_sum_new D_sum_new
acount document
1 12345 10.0 20.0 20.0 50.0
555 770 31.0 NaN 44.0 NaN
Or, for you method chaining addicts:
out = (
df.pivot(["acount", "document"], "type")
.pipe(lambda d:
d.set_axis(d.columns.swaplevel().map("_".join), axis=1)
)
)
print(out)
C_sum_old D_sum_old C_sum_new D_sum_new
acount document
1 12345 10.0 20.0 20.0 50.0
555 770 31.0 NaN 44.0 NaN
I have dataframe as follows:
2017 2018
A B C A B C
0 12 NaN NaN 98 NaN NaN
1 NaN 23 NaN NaN 65 NaN
2 NaN NaN 45 NaN NaN 43
I want to convert this data frame into:
2017 2018
A B C A B C
0 12 23 45 98 65 43
First back filling missing values and then select first row by double [] for one row DataFrame:
df = df.bfill().iloc[[0]]
#alternative
#df = df.ffill().iloc[-1]]
print (df)
2017 2018
A B C A B C
0 12.0 23.0 45.0 98.0 65.0 43.0
One could sum along the columns:
import pandas as pd
import numpy as np
# Create DataFrame:
tmp = np.hstack((np.diag([12., 23., 42.]), np.diag([98., 65., 43.])))
tmp[tmp == 0] = np.NaN
df = pd.DataFrame(tmp, )
# Sum:
df2 = pd.DataFrame(df.sum(axis=0)).T
Resulting in:
0 1 2 3 4 5
0 12.0 23.0 42.0 98.0 65.0 43.0
This is convenient because Dataframe.sum ignores NaN by default. Couple of notes:
One loses the column names in this approach.
All-NaN columns will return 0 in the result.
Executing the following merge
import pandas as pd
s = pd.Series(range(5, 10), index=range(10, 15), name='score')
df = pd.DataFrame({'id': (11, 13), 'value': ('a', 'b')})
pd.merge(s, df, 'left', left_index=True, right_on='id')
results in this data frame:
score id value
NaN 5 10 NaN
0.0 6 11 a
NaN 7 12 NaN
1.0 8 13 b
NaN 9 14 NaN
Why does Pandas take the index from the right data frame as the index for the result, instead of the index from the left series, even though I specified both a left merge and left_index=True? The documentation says
left: use only keys from left frame
which I interpreted differently from the result I am actually getting. What I expected was the following data frame.
score id value
10 5 10 NaN
11 6 11 a
12 7 12 NaN
13 8 13 b
14 9 14 NaN
I am using Python 3.7.5 with Pandas 0.25.3.
Here's what happens:
the output index is the intersection of the index/column merge keys [0, 1].
missing keys are replaced with NaN
NaNs result in the index type being upcasted to float
To set the index, just assign to it:
s2 = pd.merge(s, df, how='left', left_index=True, right_on='id')
s2.index = s.index
score id value
10 5 10 NaN
11 6 11 a
12 7 12 NaN
13 8 13 b
14 9 14 NaN
You can also merge on s (just because I dislike calling pd.merge directly):
(s.to_frame()
.merge(df, how='left', left_index=True, right_on='id')
.set_axis(s.index, axis=0, inplace=False))
score id value
10 5 10 NaN
11 6 11 a
12 7 12 NaN
13 8 13 b
14 9 14 NaN
You can do this with reset_index:
df = pd.merge(s,df, 'left', left_index=True, right_on='id').reset_index(drop=True).set_index('id').rename_axis(index=None)
df.insert(1, 'id', df.index)
score id value
10 5 10 NaN
11 6 11 a
12 7 12 NaN
13 8 13 b
14 9 14 NaN
Since I do not need the duplicated information in both the id column and the index, I went with a combination of the answers from cs95 and oppressionslayer, and did the following:
pd.merge(s, df, 'left', left_index=True, right_on='id').set_index('id')
Which results in this data frame:
score value
id
10 5 NaN
11 6 a
12 7 NaN
13 8 b
14 9 NaN
Since this is different from what I initially asked for, I am leaving the answer from cs95 as the accepted answer, but I think this use case needs to be documented as well.
I'm frequently using pandas for merge (join) by using a range condition.
For instance if there are 2 dataframes:
A (A_id, A_value)
B (B_id,B_low, B_high, B_name)
which are big and approximately of the same size (let's say 2M records each).
I would like to make an inner join between A and B, so A_value would be between B_low and B_high.
Using SQL syntax that would be:
SELECT *
FROM A,B
WHERE A_value between B_low and B_high
and that would be really easy, short and efficient.
Meanwhile in pandas the only way (that's not using loops that I found), is by creating a dummy column in both tables, join on it (equivalent to cross-join) and then filter out unneeded rows. That sounds heavy and complex:
A['dummy'] = 1
B['dummy'] = 1
Temp = pd.merge(A,B,on='dummy')
Result = Temp[Temp.A_value.between(Temp.B_low,Temp.B_high)]
Another solution that I had is by applying on each of A value a search function on B by usingB[(x>=B.B_low) & (x<=B.B_high)] mask, but it sounds inefficient as well and might require index optimization.
Is there a more elegant and/or efficient way to perform this action?
Setup
Consider the dataframes A and B
A = pd.DataFrame(dict(
A_id=range(10),
A_value=range(5, 105, 10)
))
B = pd.DataFrame(dict(
B_id=range(5),
B_low=[0, 30, 30, 46, 84],
B_high=[10, 40, 50, 54, 84]
))
A
A_id A_value
0 0 5
1 1 15
2 2 25
3 3 35
4 4 45
5 5 55
6 6 65
7 7 75
8 8 85
9 9 95
B
B_high B_id B_low
0 10 0 0
1 40 1 30
2 50 2 30
3 54 3 46
4 84 4 84
numpy
The ✌easiest✌ way is to use numpy broadcasting.
We look for every instance of A_value being greater than or equal to B_low while at the same time A_value is less than or equal to B_high.
a = A.A_value.values
bh = B.B_high.values
bl = B.B_low.values
i, j = np.where((a[:, None] >= bl) & (a[:, None] <= bh))
pd.concat([
A.loc[i, :].reset_index(drop=True),
B.loc[j, :].reset_index(drop=True)
], axis=1)
A_id A_value B_high B_id B_low
0 0 5 10 0 0
1 3 35 40 1 30
2 3 35 50 2 30
3 4 45 50 2 30
To address the comments and give something akin to a left join, I appended the part of A that doesn't match.
pd.concat([
A.loc[i, :].reset_index(drop=True),
B.loc[j, :].reset_index(drop=True)
], axis=1).append(
A[~np.in1d(np.arange(len(A)), np.unique(i))],
ignore_index=True, sort=False
)
A_id A_value B_id B_low B_high
0 0 5 0.0 0.0 10.0
1 3 35 1.0 30.0 40.0
2 3 35 2.0 30.0 50.0
3 4 45 2.0 30.0 50.0
4 1 15 NaN NaN NaN
5 2 25 NaN NaN NaN
6 5 55 NaN NaN NaN
7 6 65 NaN NaN NaN
8 7 75 NaN NaN NaN
9 8 85 NaN NaN NaN
10 9 95 NaN NaN NaN
Not sure that is more efficient, however you can use sql directly (from the module sqlite3 for instance) with pandas (inspired from this question) like:
conn = sqlite3.connect(":memory:")
df2 = pd.DataFrame(np.random.randn(10, 5), columns=["col1", "col2", "col3", "col4", "col5"])
df1 = pd.DataFrame(np.random.randn(10, 5), columns=["col1", "col2", "col3", "col4", "col5"])
df1.to_sql("df1", conn, index=False)
df2.to_sql("df2", conn, index=False)
qry = "SELECT * FROM df1, df2 WHERE df1.col1 > 0 and df1.col1<0.5"
tt = pd.read_sql_query(qry,conn)
You can adapt the query as needed in your application
I don't know how efficient it is, but someone wrote a wrapper that allows you to use SQL syntax with pandas objects. That's called pandasql. The documentation explicitly states that joins are supported. This might be at least easier to read since SQL syntax is very readable.
conditional_join from pyjanitor may be helpful in the abstraction/convenience;:
# pip install pyjanitor
import pandas as pd
import janitor
inner join
A.conditional_join(B,
('A_value', 'B_low', '>='),
('A_value', 'B_high', '<=')
)
A_id A_value B_id B_low B_high
0 0 5 0 0 10
1 3 35 1 30 40
2 3 35 2 30 50
3 4 45 2 30 50
left join
A.conditional_join(
B,
('A_value', 'B_low', '>='),
('A_value', 'B_high', '<='),
how = 'left'
)
A_id A_value B_id B_low B_high
0 0 5 0.0 0.0 10.0
1 1 15 NaN NaN NaN
2 2 25 NaN NaN NaN
3 3 35 1.0 30.0 40.0
4 3 35 2.0 30.0 50.0
5 4 45 2.0 30.0 50.0
6 5 55 NaN NaN NaN
7 6 65 NaN NaN NaN
8 7 75 NaN NaN NaN
9 8 85 NaN NaN NaN
10 9 95 NaN NaN NaN
lets take a simple example:
df=pd.DataFrame([2,3,4,5,6],columns=['A'])
returns
A
0 2
1 3
2 4
3 5
4 6
now lets define a second dataframe
df2=pd.DataFrame([1,6,2,3,5],columns=['B_low'])
df2['B_high']=[2,8,4,6,6]
results in
B_low B_high
0 1 2
1 6 8
2 2 4
3 3 6
4 5 6
here we go; and we want output to be index 3 and A value 5
df.where(df['A']>=df2['B_low']).where(df['A']<df2['B_high']).dropna()
results in
A
3 5.0
I know this is an old question but for newcomers there is now the pandas.merge_asof function that performs join based on closest match.
In case you want to do a merge so that a column of one DataFrame (df_right) is between 2 columns of another DataFrame (df_left) you can do the following:
df_left = pd.DataFrame({
"time_from": [1, 4, 10, 21],
"time_to": [3, 7, 15, 27]
})
df_right = pd.DataFrame({
"time": [2, 6, 16, 25]
})
df_left
time_from time_to
0 1 3
1 4 7
2 10 15
3 21 27
df_right
time
0 2
1 6
2 16
3 25
First, find matches of the right DataFrame that are closest but largest than the left boundary (time_from) of the left DataFrame:
merged = pd.merge_asof(
left=df_1,
right=df_2.rename(columns={"time": "candidate_match_1"}),
left_on="time_from",
right_on="candidate_match_1",
direction="forward"
)
merged
time_from time_to candidate_match_1
0 1 3 2
1 4 7 6
2 10 15 16
3 21 27 25
As you can see the candidate match in index 2 is wrongly matched, as 16 is not between 10 and 15.
Then, find matches of the right DataFrame that are closest but smaller than the right boundary (time_to) of the left DataFrame:
merged = pd.merge_asof(
left=merged,
right=df_2.rename(columns={"time": "candidate_match_2"}),
left_on="time_to",
right_on="candidate_match_2",
direction="backward"
)
merged
time_from time_to candidate_match_1 candidate_match_2
0 1 3 2 2
1 4 7 6 6
2 10 15 16 6
3 21 27 25 25
Finally, keep the matches where the candidate matches are the same, meaning that the value of the right DataFrame are between values of the 2 columns of the left DataFrame:
merged["match"] = None
merged.loc[merged["candidate_match_1"] == merged["candidate_match_2"], "match"] = \
merged.loc[merged["candidate_match_1"] == merged["candidate_match_2"], "candidate_match_1"]
merged
time_from time_to candidate_match_1 candidate_match_2 match
0 1 3 2 2 2
1 4 7 6 6 6
2 10 15 16 6 None
3 21 27 25 25 25