I'm trying to loop through a series of tickers cleaning the associated dataframes then combining the individual ticker dataframes into one large dataframe with columns named for each ticker. The following code enables me to loop through unique tickers and name the columns of each ticker's dataframe after the specific ticker:
import pandas as pd
def clean_func(tkr,f1):
f1['Date'] = pd.to_datetime(f1['Date'])
f1.index = f1['Date']
keep = ['Col1','Col2']
f2 = f1[keep]
f2.columns = [tkr+'Col1',tkr+'Col2']
return f2
tkrs = ['tkr1','tkr2','tkr3']
for tkr in tkrs:
df1 = pd.read_csv(f'C:\\path\\{tkr}.csv')
df2 = clean_func(tkr,df1)
However, I don't know how to create a master dataframe where I add each new ticker to the master dataframe. With that in mind, I'd like to align each new ticker's data using the datetime index. So, if tkr1 has data for 6/25/22, 6/26/22, 6/27/22, and tkr2 has data for 6/26/22, and 6/27/22, the combined dataframe would show all three dates but would produce a NaN for ticker 2 on 6/25/22 since there is no data for that ticker on that date.
When not in a loop looking to append each successive ticker to a larger dataframe (as per above), the following code does what I'd like. But it doesn't work when looping and adding new ticker data for each successive loop (or I don't know how to make it work in the confines of a loop).
combined = pd.concat((df1, df2, df3,...,dfn), axis=1)
Many thanks in advance.
You should only create the master DataFrame after the loop. Appending to the master DataFrame in each iteration via pandas.concat is slow since you are creating a new DataFrame every time.
Instead, read each ticker DataFrame, clean it, and append it to a list which store every ticker DataFrames. After the loop create the master DataFrame with all the Dataframes using pandas.concat:
import pandas as pd
def clean_func(tkr,f1):
f1['Date'] = pd.to_datetime(f1['Date'])
f1.index = f1['Date']
keep = ['Col1','Col2']
f2 = f1[keep]
f2.columns = [tkr+'Col1',tkr+'Col2']
return f2
tkrs = ['tkr1','tkr2','tkr3']
dfs_list = []
for tkr in tkrs:
df1 = pd.read_csv(f'C:\\path\\{tkr}.csv')
df2 = clean_func(tkr,df1)
dfs_list.append(df2)
master_df = pd.concat(dfs_list, axis=1)
As a suggestion here is a cleaner way of defining your clean_func using DataFrame.set_index and DataFrame.add_prefix.
def clean_func(tkr, f1):
f1['Date'] = pd.to_datetime(f1['Date'])
f2 = f1.set_index('Date')[['Col1','Col2']].add_prefix(tkr)
return f2
Or if you want, you can parse the Date column as datetime and set it as index directly in the pd.read_csv call by specifying index_col and parse_dates parameters (honestly, I'm not sure if those two parameters will play well together, and I'm too lazy to test it, but you can try ;)).
import pandas as pd
def clean_func(tkr,f1):
f2 = f1[['Col1','Col2']].add_prefix(tkr)
return f2
tkrs = ['tkr1','tkr2','tkr3']
dfs_list = []
for tkr in tkrs:
df1 = pd.read_csv(f'C:\\path\\{tkr}.csv', index_col='Date', parse_dates=['Date'])
df2 = clean_func(tkr,df1)
dfs_list.append(df2)
master_df = pd.concat(dfs_list, axis=1)
Before the loop create an empty df with:
combined = pd.DataFrame()
Then within the loop (after loading df1 - see code above):
combined = pd.concat((combined, clean_func(tkr, df1)), axis=1)
If you get:
TypeError: concat() got multiple values for argument 'axis'
Make sure your parentheses are correct per above.
With the code above, you can skip the original step:
df2 = clean_func(tkr,df1)
Since it is embedded in the concat function. Alternatively, you could keep the df2 step and use:
combined = pd.concat((combined,df2), axis=1)
Just make sure the dataframes are encapsulated by parentheses within the concat function.
Same answer as GC123 but here is a full example which mimics reading from separate files and concatenating them
import pandas as pd
import io
fake_file_1 = io.StringIO("""
fruit,store,quantity,unit_price
apple,fancy-grocers,2,9.25
pear,fancy-grocers,3,100
banana,fancy-grocers,1,256
""")
fake_file_2 = io.StringIO("""
fruit,store,quantity,unit_price
banana,bargain-grocers,667,0.01
apple,bargain-grocers,170,0.15
pear,bargain-grocers,281,0.45
""")
fake_files = [fake_file_1,fake_file_2]
combined = pd.DataFrame()
for fake_file in fake_files:
df = pd.read_csv(fake_file)
df = df.set_index('fruit')
combined = pd.concat((combined, df), axis=1)
print(combined)
Output
This method is slightly more efficient:
combined = []
for fake_file in fake_files:
combined.append(pd.read_csv(fake_file).set_index('fruit'))
combined = pd.concat(combined, axis=1)
print(combined)
Output:
store quantity unit_price store quantity unit_price
fruit
apple fancy-grocers 2 9.25 bargain-grocers 170 0.15
pear fancy-grocers 3 100.00 bargain-grocers 281 0.45
banana fancy-grocers 1 256.00 bargain-grocers 667 0.01
Related
here is a pic of df1 = fatalities
So, in order to create a diagram that displays the years with the most injuries(i have an assignment about plane crash incidents in Greece from 2000-2020), i need to create a column out of the minor_injuries and serious_injuries ones.
So I had a first df with more data, but i tried to catch only the columnw that i needed, so we have the fatalities df1, which contains the years, the fatal_injuries, the minor_injuries, the serious_injuries and the total number of incident per year(all_incidents). What i wish to do, is merge the minor and serious injuries in a column named total_injuries or just injuries.
import pandas as pd
pd.set_option('display.max_rows', None)
df = pd.read_csv('all_incidents_cleaned.csv')
df.head()
df\['Year'\] = pd.to_datetime(df.incident_date).dt.year
fatalities = df.groupby('Year').fatalities.value_counts().unstack().reset_index()fatalities\
['all_incidents'\] = fatalities\[\['Θανάσιμος τραυματισμός',
'Μικρός τραυματισμός','Σοβαρός τραυματισμός', 'Χωρίς Τραυματισμό'\]\].sum(axis=1)
df\['percentage_deaths_to_all_incidents'\] = round((fatalities\['Θανάσιμος
τραυματισμός'\]/fatalities\['all_incidents'\])\*100,1)
df1 = fatalities
fatalities_pd = pd.DataFrame(fatalities)
df1
fatalities_pd.rename(columns = {'Θανάσιμος τραυματισμός':'fatal_injuries','Μικρός τραυματισμός':
'minor_injuries', 'Σοβαρός τραυματισμός' :'serious_injuries', 'Χωρίς Τραυματισμό' :
'no_injuries'}, inplace = True)
df1
For your current dataset two steps are needed.
First i would replace the "NaN" values with 0.
This could be done with:
df1.fillna(0)
Then you can create a new column "total_injuries" with the sum of minor and serious injuries:
df1["total_injuries"]=df1["minor_injuries"]+df1["serious_injuries"]
Its always nice when you first check your data for consistency before working on it. Helpful commands would look like:
data.shape
data.info()
data.isna().values.any()
data.duplicated().values.any()
duplicated_rows = data[data.duplicated()]
len(duplicated_rows)
data.describe()
Scenerio:
Parse the PDF Bank statement and transform into clean and formatted csv file.
What I've tried:
I manage to parse the pdf file(tabular format) using camelot library but failed to produce the desired result in sense of formatting.
Code:
import camelot
import pandas as pd
tables = camelot.read_pdf('test.pdf', pages = '3')
for i, table in enumerate(tables):
print(f'table_id:{i}')
print(f'page:{table.page}')
print(f'coordinates:{table._bbox}')
tables = camelot.read_pdf('test.pdf', flavor='stream', pages = '3')
columns = df.iloc[0]
df.columns = columns
df = df.drop(0)
df.head()
for c in df.select_dtypes('object').columns:
df[c] = df[c].str.replace('$', '')
df[c] = df[c].str.replace('-', '')
def convert_to_float(num):
try:
return float(num.replace(',',''))
except:
return 0
for col in ['Deposits', 'Withdrawals', 'Balance']:
df[col] = df[col].map(convert_to_float)
My_Result:
Desired_Output:
The logic I came up with is to move those rows up i guess n-1 if date column is NaN i don't know if this logic is right or not.Can anyone help me to sort out this properly?
I tried pandas groupby and aggregation functions but it only merging the whole data and removing NaN and duplicate dates which is not suitable because every entry is necessary.
Using Transform -
df.loc[~df.Date.isna(), 'group'] = 1
g = df.group.fillna(0).cumsum()
df['Description'] = df.groupby(g)['Description'].transform(' '.join)
new_df = df.loc[~df['Date'].isna()]
Im looking for a way of comparing partial numeric values between columns from different dataframes, this columns are filled with something like social security numbers (they can´t and won´t repeat), so something like a dynamic isin() with be ideal.
This are representations of very large dataframes that I import from csv files.
{import numpy as np
import pandas as pd
df1 = pd.DataFrame({"S_number": ["271600", "860078", "342964", "763261", "215446", "205303", "973637", "814452", "399304", "404205"]})
df2 = pd.DataFrame({"Id_number": ["14452", "9930", "1544", "5303", "973637", "4205", "0271600", "342964", "763", "60078"]})
print(df1)
print(df2)
df2['Id_number_length']= df2['Id_number'].str.len()
df2.groupby('Id_number_length').count()
count_list = df2.groupby('Id_number_length')[['Id_number_length']].count()
print('count_list:\n', count_list)
df1 ['S_number'] = pd.to_numeric(df1['S_number'], downcast = 'integer')
df2['Id_number'] = pd.to_numeric(df2['Id_number'], downcast = 'integer')
inner_join = pd.merge(df1, df2, left_on =['S_number'], right_on = ['Id_number'] , how ='inner')
print('MATCH!:\n', inner_join)
outer_join = pd.merge(df1, df2, left_on =['S_number'], right_on = ['Id_number'] , how ='outer', indicator = True)
anti_join = outer_join[~(outer_join._merge == 'both')].drop('_merge', axis = 1)
print('UNMATCHED:\n', anti_join)
}
What I need to get is something as the following as a result of the inner join or whatever method:
{
df3 = pd.DataFrame({"S_number": ["271600", "860078", "342964", "763261", "215446", "205303", "973637", "814452", "399304", "404205"],
"Id_number": [ "027160", "60078","342964","763", "1544", "5303", "973637", "14452", "9930", "4205",]})
print('MATCH!:\n', df3)
}
I thought that something like this (very crude) pseudocode would work. Using count_list to strip parts of the numbers of df1 to fully match df2 instead of partially matching (notice that in df2 the missing or added numbers are always at the begining or the end)
{
for i in count_list:
if i ==6:
try inner join
except empty output
elif i ==5:
try
df1.loc[:,'S_number'] = df_ib_c.loc[:,'S_number'].str[1:]
inner join with df2
except empty output
try
df1.loc[:,'S_number'] = df_ib_c.loc[:,'S_number'].str[:-1]
inner join with df2
elif i == 4:
same as above...
}
But the lengths in count_list are variable so this for is an inefficient way.
Any help with this will be very appreciated, I´ve been stuck with this for days. Thanks in advance.
You can 'explode' each line of df1 into up to 45 lines. For example, SSN 123456789 can be map to [1,2,3...9,12,23,34,45..89,...12345678,23456789,123456789]. While this look bad, from algorithm standpoint it is O(1) for each row and therefore O(N) in total.
Using this new column as key, a simple 'merge on' can combine the 2 DFs easily - which is usually O(NlogN).
Here is an example of what I should do. I hope I've understood. Feel free to ask if it's not clear.
import pandas as pd
import joblib
from joblib import Parallel,delayed
# Building the base
df1 = pd.DataFrame({"S_number": ["271600", "860078", "342964", "763261", "215446", "205303", "973637", "814452", "399304", "404205"]})
df2 = pd.DataFrame({"Id_number": ["14452", "9930", "1544", "5303", "973637", "4205", "0271600", "342964", "763", "60078"]})
# Initiate empty list for indexes
IDX = []
# Using un function to paralleliza it if database is big
def func(x,y):
if all(c in df2.Id_number[y] for c in df1.S_number[x]):
return(x,y)
# using the max of processors
number_of_cpu = joblib.cpu_count()
# Prpeparing a delayed function to be parallelized
delayed_funcs = (delayed(func)(x,y) for x in range(len(df1)) for y in range(len(df2)))
# fiting it with processes and not threads
parallel_pool = Parallel(n_jobs=number_of_cpu,prefer="processes")
# Fillig the IDX List
IDX.append(parallel_pool(delayed_funcs))
# Droping the None
IDX = list(filter(None, IDX[0]))
# Making df3 with the tuples of indexes
df3 = pd.DataFrame(IDX)
# Making it readable
df3['df1'] = df1.S_number[df3[0]].to_list()
df3['df2'] = df2.Id_number[df3[1]].to_list()
df3
OUTPUT :
I am trying to manipulate the csv-file from https://www.kaggle.com/raymondsunartio/6000-nasdaq-stocks-historical-daily-prices using dask.dataframe. The original dataframe has columns 'date', 'ticker', 'open', 'close', etc...
My goal is to create a new data frame with index 'date' and columns as the closing price of each unique ticker.
The following code does the trick, but is quite slow, using almost a minute for N = 6. I suspect that dask tries to read the CSV-file multiple times in the for-loop, but I don't know how I would go about making this faster. My initial guess is that using df.groupby('ticker') somewhere would help, but I am not familiar enough with pandas.
import dask.dataframe as dd
from functools import reduce
def load_and_fix_csv(path: str, N: int, tickers: list = None) -> dd.DataFrame:
raw = dd.read_csv(path, parse_dates=["date"])
if tickers is None:
tickers = raw.ticker.unique().compute()[:N] # Get unique tickers
dfs = []
for tick in tickers:
tmp = raw[raw.ticker == tick][["date", "close"]] # Temporary dataframe from specific ticker with columns date, close
dfs.append(tmp)
df = reduce(lambda x, y: dd.merge(x, y, how="outer", on="date"), dfs) # Merge all dataframes on date
df = df.set_index("date").compute()
return df
Every kind of help is appreciated!
Thank you.
I'm pretty sure you're right that Dask is likely going "back to the well" for each loop; this is because Dask builds a graph of operations and attempts to defer computation until forced or necessary. One thing I like to do is to cut the reading operations of the graph with Client.persist:
from distributed import Client
client = Client()
def persist_load_and_fix_csv(path: str, N: int, tickers: list = None) -> dd.DataFrame:
raw = dd.read_csv(path, parse_dates=["date"])
# This "cuts the graph" prior operations (just the `read_csv` here)
raw = client.persist(raw)
if tickers is None:
tickers = raw.ticker.unique().compute()[:N] # Get unique tickers
dfs = []
for tick in tickers:
tmp = raw[raw.ticker == tick][["date", "close"]] # Temporary dataframe from specific ticker with columns date, close
dfs.append(tmp)
df = reduce(lambda x, y: dd.merge(x, y, how="outer", on="date"), dfs) # Merge all dataframes on date
df = df.set_index("date").compute()
return df
In a Kaggle session I tested both functions with persist_load_and_fix_csv(csv_path, N=3) and managed to cut the time in half. You'll also get better performance by only keeping the columns you end up using.
(Note: I've found that, at least for me and my code, if I start seeing .compute() crop up in functions that I should step back and reevaluate the code paths; I view it as a code smell)
I am working with stock data and I want to make my data sets have equal length of data when performing certain types of analysis.
Problem
If I a load data for Apple I will get daily data since 1985 but if load data for a Natural Gas ETF it might only go as far back as 2012. I now want to filter Apple to only show history going back to 2012. Also, the end date, for example some of my dataset may not be up to date as Apple data is ranging from 1985 to 1-20-17 and the Natural Gas ETF data has a range of 2012 to 12-23-16. I also want another filter that sets the max date. So now my apple data set is filtered for dates ranging between 2012 to 12-23-16. Now my datasets are equal.
Approach
I have a dictionary called Stocks which stores all of my dateframes. All the dataframes have a column named D which is the Date column.
I wrote a function that populates a dictionary with the dataframes and also takes the min and max dates for each df. I store all those min max dates in two other dictionaries DatesMax and DateMin and then take the min and the max of those two dictionaries to get the max and the min dates that will be used for the filter value on all the dataframes.
The function below works, it gets the min and max dates of multiple dataframes and returns them in a dictionary named DatesMinMax.
def MinMaxDates (FileName):
DatesMax = {}; DatesMin = {}
DatesMinMax = {}; stocks = {}
with open (FileName) as file_object:
Current_indicators = file_object.read()
tickers = Current_indicators.split('\n')
for i in tickers:
a = '/' in i
if a == True:
x = i.find("/")+1
df = pd.read_csv(str( i[x:]) + '_data.csv')
stocks[i] = df
maxDate = max(df.D)
minDate = min(df.D)
DatesMax[i] = maxDate
DatesMin[i] = minDate
else:
df = pd.read_csv(i + '_data.csv')
stocks[i] = df
maxDate = max(df.D)
minDate = min(df.D)
DatesMax[i] = maxDate
DatesMin[i] = minDate
x = min(DatesMax.values())
y = max(DatesMin.values())
DatesMinMax = {'MaxDate' : x, 'MinDate' : y}
return DatesMinMax
print DatesMinMax
# {'MinDate': '2012-02-08', 'MaxDate': '2017-01-20'}
Question
Now, I will have to run my loop on all the dataframes in the dict name Stocks to filter there date columns. It seems inefficient to re-loop something again, but I can't think of any other other way to apply the filter.
Actually, you may not need to capture min and max (since 2016-12-30 < 2017-01-20) for later filtering, but simply run a full inner join merge across all dataframes on 'D' (Date) column.
Consider doing so with a chain merge which ensures equal lengths across all dataframe, and then slice this outputted master dataframe by ticker columns to build the Stocks dictionary. Of course, you can use the wide master dataframe for analysis:
with open (FileName) as file_object:
Current_indicators = file_object.read()
tickers = Current_indicators.split('\n')
# DATA FRAME LIST BUILD
dfs = []
for i in tickers:
if '/' in i:
x = i.find("/")+1
df = pd.read_csv(str( i[x:]) + '_data.csv')
# PREFIX ALL NON-DATE COLS WITH TICKER PREFIX
df.columns = [i+'_'+str(col) for col in df.columns if col!='D']
dfs.append(df)
else:
df = pd.read_csv(i + '_data.csv')
# PREFIX ALL NON-DATE COLS WITH TICKER PREFIX
df.columns = [i+'_'+str(col) for col in df.columns if col!='D']
dfs.append(df)
# CHAIN MERGE (INNER JOIN) ACROSS ALL DFS
masterdf = reduce(lambda left,right: pd.merge(left, right, on=['D']), dfs)
# DATA FRAME DICT BUILD
stocks = {}
for i in tickers:
# SLICE CURRENT TICKER COLUMNS
df = masterdf[['D']+[col for col in df.columns if i in col]]
# REMOVE TICKER PREFIXES
df.columns = [col.replace(i+'_', '') for col in df.columns]
stocks[i] = df