Python Dataframe perfom algebric operation between different columns - python

I have a data frame of three columns. I want to check them if they follow a logical sequence.
code:
df = pd.DataFrame({'low':[10,15,np.nan]','medium:[12,18,29],'high':[16,19,np.nan]})
df =
low medium high
0 10.0 12 16.0
1 15.0 18 19.0
2 NaN 29 NaN
# check if low<medium<high
df['check'] = (df['low']<df['medium'])&(df['medium']<df['high'])
print("Condition failed: %s"%(df['check'].all()))
Present output:
df['check']=
True #correct
True # correct
False # wrong output here, it should not consider this
Basically I want to avoid comparison with the NaN values and producing false output. I want to avoid them. How can I do it?

You can mask it. Also, instead of chained condition, you can use between:
df['check'] = df['medium'].between(df['low'], df['high'], inclusive='neither').mask(df[['low','high']].isna().any(axis=1))
Output:
low medium high check
0 10.0 12 16.0 True
1 15.0 18 19.0 True
2 NaN 29 NaN NaN

Related

Remove group of empty or nan in pandas groupby

In a dataframe, with some empty(NaN) values in some rows - Example below
s = pd.DataFrame([[39877380,158232151,20], [39877380,332086469,], [39877380,39877381,14], [39877380,39877383,8], [73516838,6439138,1], [73516838,6500551,], [735571896,203559638,], [735571896,282186552,], [736453090,6126187,], [673117474,12196071,], [673117474,12209800,], [673117474,618058747,6]], columns=['start','end','total'])
When I groupby start and end columns
s.groupby(['start', 'end']).total.sum()
the output I get is
start end
39877380 39877381 14.00
39877383 8.00
158232151 20.00
332086469 nan
73516838 6439138 1.00
6500551 nan
673117474 12196071 nan
12209800 nan
618058747 6.00
735571896 203559638 nan
282186552 nan
736453090 6126187 nan
I want to exclude all the groups of start where all values with end is 'nan' - Expected output -
start end
39877380 39877381 14.00
39877383 8.00
158232151 20.00
332086469 nan
73516838 6439138 1.00
6500551 nan
673117474 12196071 nan
12209800 nan
618058747 6.00
I tried with dropna(), but it is removing all the nan values and not nan groups.
I am newbie in python and pandas. Can someone help me in this? thank you
In newer pandas versions is necessary use min_count=1 for missing values if use sum:
s1 = s.groupby(['start', 'end']).total.sum(min_count=1)
#oldier pandas version solution
#s1 = s.groupby(['start', 'end']).total.sum()
Then is possible filter if at least one non missing value per first level by Series.notna with GroupBy.transform and GroupBy.any, filtering is by boolean indexing:
s2 = s1[s1.notna().groupby(level=0).transform('any')]
#oldier pandas version solution
#s2 = s1[s1.notnull().groupby(level=0).transform('any')]
print (s2)
start end
39877380 39877381 14.0
39877383 8.0
158232151 20.0
332086469 NaN
73516838 6439138 1.0
6500551 NaN
673117474 12196071 NaN
12209800 NaN
618058747 6.0
Name: total, dtype: float64
Or is possible get unique values of first level index values by MultiIndex.get_level_values and filtering by DataFrame.loc:
idx = s1.index.get_level_values(0)
s2 = s1.loc[idx[s1.notna()].unique()]
#oldier pandas version solution
#s2 = s1.loc[idx[s1.notnull()].unique()]
print (s2)
start end
39877380 39877381 14.0
39877383 8.0
158232151 20.0
332086469 NaN
73516838 6439138 1.0
6500551 NaN
673117474 12196071 NaN
12209800 NaN
618058747 6.0
Name: total, dtype: float64

Python pandas show repeated values

I'm trying to get data from txt file with pandas.read_csv but it doesn't show the repeated(same) values in the file such as I have 2043 in the row but It shows it once not in every row.
My file sample
Result set
All the circles I've drawn should be 2043 also but they are empty.
My code is :
import pandas as pd
df= pd.read_csv('samplefile.txt', sep='\t', header=None,
names = ["234", "235", "236"]
You get MultiIndex, so first level value are not shown only.
You can convert MultiIndex to columns by reset_index:
df = df.reset_index()
Or specify each column in parameter names for avoid MultiIndex:
df = pd.read_csv('samplefile.txt', sep='\t', names = ["one","two","next", "234", "235", "236"]
A word of warning with MultiIndex as I was bitten by this yesterday and wasted time trying to trouble shoot a non-existant problem.
If one of your index levels is of type float64 then you may find that the indexes are not shown in full. I had a dataframe I was df.groupby().describe() and the variable I was performing the groupby() on was originally a long int, at some point it was converted to a float and when printing out this index was rounded. There were a number of values very close to each other and so it appeared on printing that the groupby() had found multiple levels of the second index.
Thats not very clear so here is an illustrative example...
import numpy as np
import pandas as pd
index = np.random.uniform(low=89908893132829,
high=89908893132929,
size=(50,))
df = pd.DataFrame({'obs': np.arange(100)},
index=np.append(index, index)).sort_index()
df.index.name = 'index1'
df['index2'] = [1, 2] * 50
df.reset_index(inplace=True)
df.set_index(['index1', 'index2'], inplace=True)
Look at the dataframe and it appears that there is only one level of index1...
df.head(10)
obs
index1 index2
8.990889e+13 1 4
2 54
1 61
2 11
1 89
2 39
1 65
2 15
1 60
2 10
groupby(['index1', 'index2']).describe() and it looks like there is only one level of index1...
summary = df.groupby(['index1', 'index2']).describe()
summary.head()
obs
count mean std min 25% 50% 75% max
index1 index2
8.990889e+13 1 1.0 4.0 NaN 4.0 4.0 4.0 4.0 4.0
2 1.0 54.0 NaN 54.0 54.0 54.0 54.0 54.0
1 1.0 61.0 NaN 61.0 61.0 61.0 61.0 61.0
2 1.0 11.0 NaN 11.0 11.0 11.0 11.0 11.0
1 1.0 89.0 NaN 89.0 89.0 89.0 89.0 89.0
But if you look at the actual values of index1 in either you see that there are multiple unique values. In the original dataframe...
df.index.get_level_values('index1')
Float64Index([89908893132833.12, 89908893132833.12, 89908893132834.08,
89908893132834.08, 89908893132835.05, 89908893132835.05,
89908893132836.3, 89908893132836.3, 89908893132837.95,
89908893132837.95, 89908893132838.1, 89908893132838.1,
89908893132838.6, 89908893132838.6, 89908893132841.89,
89908893132841.89, 89908893132841.95, 89908893132841.95,
89908893132845.81, 89908893132845.81, 89908893132845.83,
89908893132845.83, 89908893132845.88, 89908893132845.88,
89908893132846.02, 89908893132846.02, 89908893132847.2,
89908893132847.2, 89908893132847.67, 89908893132847.67,
89908893132848.5, 89908893132848.5, 89908893132848.5,
89908893132848.5, 89908893132855.17, 89908893132855.17,
89908893132855.45, 89908893132855.45, 89908893132864.62,
89908893132864.62, 89908893132868.61, 89908893132868.61,
89908893132873.16, 89908893132873.16, 89908893132875.6,
89908893132875.6, 89908893132875.83, 89908893132875.83,
89908893132878.73, 89908893132878.73, 89908893132879.9,
89908893132879.9, 89908893132880.67, 89908893132880.67,
89908893132880.69, 89908893132880.69, 89908893132881.31,
89908893132881.31, 89908893132881.69, 89908893132881.69,
89908893132884.45, 89908893132884.45, 89908893132887.27,
89908893132887.27, 89908893132887.83, 89908893132887.83,
89908893132892.8, 89908893132892.8, 89908893132894.34,
89908893132894.34, 89908893132894.5, 89908893132894.5,
89908893132901.88, 89908893132901.88, 89908893132903.27,
89908893132903.27, 89908893132904.53, 89908893132904.53,
89908893132909.27, 89908893132909.27, 89908893132910.38,
89908893132910.38, 89908893132911.86, 89908893132911.86,
89908893132913.4, 89908893132913.4, 89908893132915.73,
89908893132915.73, 89908893132916.06, 89908893132916.06,
89908893132922.48, 89908893132922.48, 89908893132923.44,
89908893132923.44, 89908893132924.66, 89908893132924.66,
89908893132925.14, 89908893132925.14, 89908893132928.28,
89908893132928.28],
dtype='float64', name='index1')
...and in the summarised dataframe...
summary.index.get_level_values('index1')
Float64Index([89908893132833.12, 89908893132833.12, 89908893132834.08,
89908893132834.08, 89908893132835.05, 89908893132835.05,
89908893132836.3, 89908893132836.3, 89908893132837.95,
89908893132837.95, 89908893132838.1, 89908893132838.1,
89908893132838.6, 89908893132838.6, 89908893132841.89,
89908893132841.89, 89908893132841.95, 89908893132841.95,
89908893132845.81, 89908893132845.81, 89908893132845.83,
89908893132845.83, 89908893132845.88, 89908893132845.88,
89908893132846.02, 89908893132846.02, 89908893132847.2,
89908893132847.2, 89908893132847.67, 89908893132847.67,
89908893132848.5, 89908893132848.5, 89908893132855.17,
89908893132855.17, 89908893132855.45, 89908893132855.45,
89908893132864.62, 89908893132864.62, 89908893132868.61,
89908893132868.61, 89908893132873.16, 89908893132873.16,
89908893132875.6, 89908893132875.6, 89908893132875.83,
89908893132875.83, 89908893132878.73, 89908893132878.73,
89908893132879.9, 89908893132879.9, 89908893132880.67,
89908893132880.67, 89908893132880.69, 89908893132880.69,
89908893132881.31, 89908893132881.31, 89908893132881.69,
89908893132881.69, 89908893132884.45, 89908893132884.45,
89908893132887.27, 89908893132887.27, 89908893132887.83,
89908893132887.83, 89908893132892.8, 89908893132892.8,
89908893132894.34, 89908893132894.34, 89908893132894.5,
89908893132894.5, 89908893132901.88, 89908893132901.88,
89908893132903.27, 89908893132903.27, 89908893132904.53,
89908893132904.53, 89908893132909.27, 89908893132909.27,
89908893132910.38, 89908893132910.38, 89908893132911.86,
89908893132911.86, 89908893132913.4, 89908893132913.4,
89908893132915.73, 89908893132915.73, 89908893132916.06,
89908893132916.06, 89908893132922.48, 89908893132922.48,
89908893132923.44, 89908893132923.44, 89908893132924.66,
89908893132924.66, 89908893132925.14, 89908893132925.14,
89908893132928.28, 89908893132928.28],
dtype='float64', name='index1')
I wasted time scratching my head wondering why my groupby([index1,index2) had produced only one level of index1!

Select rows containing a NaN following a specific value in Pandas

I am trying to create a new DataFrame consisting of the rows corresponding to the value 1.0 or NaN in the last column, whereby I only take the Nans under a 1.0 (that is, I'm interested in everything until a 0.0 appears).
Timestamp Value Mode
00-00-10 34567 1.0
00-00-20 45425
00-00-30 46773 0.0
00-00.40 64567
00-00-50 25665 1.0
00-00-60 25678
My attempt is:
for row in data.itertuples():
while data[data.Mode != 0.0]:
df2 = df2.append(row)
else:
#How do I differentiate between a NaN under a 1.0 and a NaN under a 0.0?
print (df2)
The idea is to save every row until a 0.0 appears, and afterwards ignore every row until a 1.0 appears again.
You can use .ffill to figure out if it's a NaN below a 1 or a 0.
Here are the NaN values below a 1
df[(df['Mode'].isnull()) & df['Mode'].ffill() == 1]
# Timestamp Value Mode
#1 00-00-20 45425 NaN
#5 00-00-60 25678 NaN
To get all of the 1s and NaN below:
df[((df['Mode'].isnull()) & df['Mode'].ffill() == 1) | df.Mode == 1]
# Timestamp Value Mode
#0 00-00-10 34567 1.0
#1 00-00-20 45425 NaN
#4 00-00-50 25665 1.0
#5 00-00-60 25678 NaN
You can get away with slightly nicer logic, since you have only 1 and 0, though this might not always work due to the NaN in 'Mode' (It seems to work for the above bit)
df[((df['Mode'].isnull()) & df['Mode'].ffill()) | df.Mode]

Python Pandas Dataframe: length of index does not match - df['column'] = ndarray

I have a pandas Dataframe containing EOD financial data (OHLC) for analysis.
I'm using https://github.com/cirla/tulipy library to generate technical indicator values, that have a certain timeperiod as option. For Example. ADX with timeperiod=5 shows ADX for last 5 days.
Because of this timeperiod, the generated array with indicator values is always shorter in length than the Dataframe. Because the prices of first 5 days are used to generate ADX for day 6..
pdi14, mdi14 = ti.di(
high=highData, low=lowData, close=closeData, period=14)
df['mdi_14'] = mdi14
df['pdi_14'] = pdi14
>> ValueError: Length of values does not match length of index
Unfortunately, unlike TA-LIB for example, this tulip library does not provide NaN-values for these first couple of empty days...
Is there an easy way to prepend these NaN to the ndarray?
Or insert into df at a certain index & have it create NaN for the rows before it automatically?
Thanks in advance, I've been researching for days!
Maybe make the shift yourself in the code ?
period = 14
pdi14, mdi14 = ti.di(
high=highData, low=lowData, close=closeData, period=period
)
df['mdi_14'] = np.NAN
df['mdi_14'][period - 1:] = mdi14
I hope they will fill the first values with NAN in the lib in the future. It's dangerous to leave time series data like this without any label.
Full MCVE
df = pd.DataFrame(1, range(10), list('ABC'))
a = np.full((len(df) - 6, df.shape[1]), 2)
b = np.full((6, df.shape[1]), np.nan)
c = np.row_stack([b, a])
d = pd.DataFrame(c, df.index, df.columns)
d
A B C
0 NaN NaN NaN
1 NaN NaN NaN
2 NaN NaN NaN
3 NaN NaN NaN
4 NaN NaN NaN
5 NaN NaN NaN
6 2.0 2.0 2.0
7 2.0 2.0 2.0
8 2.0 2.0 2.0
9 2.0 2.0 2.0
The C version of the tulip library includes a start function for each indicator (reference: https://tulipindicators.org/usage) that can be used to determine the output length of an indicator given a set of input options. Unfortunately, it does not appear that the python bindings library, tulipy, includes this functionality. Instead you have to resort to dynamically reassigning your index values to align the output with the original DataFrame.
Here is an example that uses the price series from the tulipy docs:
#Create the dataframe with close prices
prices = pd.DataFrame(data={81.59, 81.06, 82.87, 83, 83.61, 83.15, 82.84, 83.99, 84.55,
84.36, 85.53, 86.54, 86.89, 87.77, 87.29}, columns=['close'])
#Compute the technical indicator using tulipy and save the result in a DataFrame
bbands = pd.DataFrame(data=np.transpose(ti.bbands(real = prices['close'].to_numpy(), period = 5, stddev = 2)))
#Dynamically realign the index; note from the tulip library documentation that the price/volume data is expected be ordered "oldest to newest (index 0 is oldest)"
bbands.index += prices.index.max() - bbands.index.max()
#Put the indicator values with the original DataFrame
prices[['BBANDS_5_2_low', 'BBANDS_5_2_mid', 'BBANDS_5_2_up']] = bbands
prices.head(15)
close BBANDS_5_2_low BBANDS_5_2_mid BBANDS_5_2_up
0 81.06 NaN NaN NaN
1 81.59 NaN NaN NaN
2 82.87 NaN NaN NaN
3 83.00 NaN NaN NaN
4 83.61 80.530042 82.426 84.321958
5 83.15 81.494061 82.844 84.193939
6 82.84 82.533343 83.094 83.654657
7 83.99 82.471983 83.318 84.164017
8 84.55 82.417750 83.628 84.838250
9 84.36 82.435203 83.778 85.120797
10 85.53 82.511331 84.254 85.996669
11 86.54 83.142618 84.994 86.845382
12 86.89 83.536488 85.574 87.611512
13 87.77 83.870324 86.218 88.565676
14 87.29 85.288871 86.804 88.319129

Change value if consecutive number of certain condition is achieved in Pandas

I would to change the value of certain DataFrame values only if a certain condition is met an n number of consecutive times.
Example:
df = pd.DataFrame(np.random.randn(15, 3))
df.iloc[4:8,0]=40
df.iloc[12,0]=-40
df.iloc[10:12,1]=-40
Which gives me this DF:
0 1 2
0 1.238892 0.802318 -0.013856
1 -1.136326 -0.527263 -0.260975
2 1.118771 0.031517 0.527350
3 1.629482 -0.158941 -1.045209
4 40.000000 0.598657 -1.268399
5 40.000000 0.442297 -0.016363
6 40.000000 -0.316817 1.744822
7 40.000000 0.193083 0.914172
8 0.322756 -0.680682 0.888702
9 -1.204531 -0.240042 1.416020
10 -1.337494 -40.000000 -1.195780
11 -0.703669 -40.000000 0.657519
12 -40.000000 -0.288235 -0.840145
13 -1.084869 -0.298030 -1.592004
14 -0.617568 -1.046210 -0.531523
Now, if I do
a=df.copy()
a[ abs(a) > abs(a.std()) ] = float('nan')
I get
0 1 2
0 1.238892 0.802318 -0.013856
1 -1.136326 -0.527263 -0.260975
2 1.118771 0.031517 0.527350
3 1.629482 -0.158941 NaN
4 NaN 0.598657 NaN
5 NaN 0.442297 -0.016363
6 NaN -0.316817 NaN
7 NaN 0.193083 0.914172
8 0.322756 -0.680682 0.888702
9 -1.204531 -0.240042 NaN
10 -1.337494 NaN NaN
11 -0.703669 NaN 0.657519
12 NaN -0.288235 -0.840145
13 -1.084869 -0.298030 NaN
14 -0.617568 -1.046210 -0.531523
which is fair. However, I would like only to replace the values with NaN if these conditions were met by a maximum of 2 consecutive entries (so I can interpolate later). For example, I wanted the result to be
0 1 2
0 1.238892 0.802318 -0.013856
1 -1.136326 -0.527263 -0.260975
2 1.118771 0.031517 0.527350
3 1.629482 -0.158941 NaN
4 40.000000 0.598657 NaN
5 40.000000 0.442297 -0.016363
6 40.000000 -0.316817 NaN
7 40.000000 0.193083 0.914172
8 0.322756 -0.680682 0.888702
9 -1.204531 -0.240042 NaN
10 -1.337494 NaN NaN
11 -0.703669 NaN 0.657519
12 NaN -0.288235 -0.840145
13 -1.084869 -0.298030 NaN
14 -0.617568 -1.046210 -0.531523
Apparently there's no ready-to-use method to do this. The solution I found that closest resembles my problem was this one, but I couldn't make it work for me.
Any ideas?
See below - the tricky part is (cond[c] != cond[c].shift(1)).cumsum() which breaks the data into contiguous runs of the same value.
In [23]: cond = abs(df) > abs(df.std())
In [24]: for c in df.columns:
...: grouper = (cond[c] != cond[c].shift(1)).cumsum() * cond[c]
...: fill = (df.groupby(grouper)[c].transform('size') <= 2)
...: df.loc[fill, c] = np.nan
In [25]: df
Out[25]:
0 1 2
0 1.238892 0.802318 -0.013856
1 -1.136326 -0.527263 -0.260975
2 1.118771 0.031517 0.527350
3 1.629482 -0.158941 NaN
4 40.000000 0.598657 NaN
5 40.000000 0.442297 -0.016363
6 40.000000 -0.316817 NaN
7 40.000000 0.193083 0.914172
8 0.322756 -0.680682 0.888702
9 -1.204531 -0.240042 NaN
10 -1.337494 NaN NaN
11 -0.703669 NaN 0.657519
12 NaN -0.288235 -0.840145
13 -1.084869 -0.298030 NaN
14 -0.617568 -1.046210 -0.531523
To explain a bit more, cond[c] is a boolean series indicating whether your condition is true or not.
The cond[c] != cond[c].shift(1) compares the current row's condition to the next row's. This has the effecting of 'marking' where a run of values begins with the value True.
The .cumsum() converts the bools to integers and takes the cumulative sum. It may not be immediately intuitive, but this 'numbers' the groups of contiguous values. Finally the * cond[c] reassigns all groups that didn't meet the criteria to 0 (using False == 0)
So now you have groups of contiguous numbers that meet your condition, the next step performs a groupby to count how many values are in each group (transform('size').
Finally a new bool condition is used to assign missing values to those groups with 2 or less values meeting the condition.

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