根据其他列中的值创建新列

Question

This is a column from my DataFrame:

Index    Direction Output
10886    DOWN      None
10887      UP      None
10888      UP      None
10889      UP      None
10890      UP      None
10891      UP      STRONG_UP
10892      UP      STRONG_UP
10893      UP      STRONG_UP
10894      UP      STRONG_UP
10895      UP      STRONG_UP
10896      UP      STRONG_UP
10897      UP      STRONG_UP
10898      UP      STRONG_UP
10899      UP      STRONG_UP
10900    DOWN      None 
10901    DOWN      None
10902      UP      None
10903      UP      None
10904    DOWN      None
10905    DOWN      None
10906    DOWN      None

I want to create new column.
If current Direction value and 5 previous Direction values == UP, cell becomes 'STRONG_UP'
If current Direction value and 5 previous Direction values == DOWN, cell becomes 'STRONG_DOWN'
Otherwise value is 'None'
How to do it?

Answer 1

Unfortunately rolling working only with numbers, so is used decode and encode by map , but is is slow if large DataFrame:

def f(x):
    if np.all(x == 1):
        return 2
    elif np.all(x == 0):
        return 3
    else:
        return np.nan
        

df['Output'] = df['Direction'].map({'UP':1,'DOWN':0})
                              .rolling(6)
                              .apply(f)
                              .map({2:'STRONG_UP',3:'STRONG_DOWN'})

---

print (df)
    Index Direction     Output
0   10887        UP        NaN
1   10888        UP        NaN
2   10889        UP        NaN
3   10890        UP        NaN
4   10891        UP        NaN
5   10892        UP  STRONG_UP
6   10893        UP  STRONG_UP
7   10894        UP  STRONG_UP
8   10895        UP  STRONG_UP
9   10896        UP  STRONG_UP
10  10897        UP  STRONG_UP
11  10898        UP  STRONG_UP
12  10899        UP  STRONG_UP
13  10900      DOWN        NaN
14  10901      DOWN        NaN
15  10902        UP        NaN
16  10903        UP        NaN
17  10904      DOWN        NaN
18  10905      DOWN        NaN
19  10906      DOWN        NaN

Another idea with strides and numpy.select if performance is important:

def rolling_window(a, window):
    shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
    strides = a.strides + (a.strides[-1],)
    return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)

n = 6
x = np.concatenate([[None] * (n-1), df['Direction'].to_numpy()])

a = rolling_window(x, n)

---

print (a)
[[None None None None None 'UP']
 [None None None None 'UP' 'UP']
 [None None None 'UP' 'UP' 'UP']
 [None None 'UP' 'UP' 'UP' 'UP']
 [None 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'UP']
 ['UP' 'UP' 'UP' 'UP' 'UP' 'DOWN']
 ['UP' 'UP' 'UP' 'UP' 'DOWN' 'DOWN']
 ['UP' 'UP' 'UP' 'DOWN' 'DOWN' 'DOWN']
 ['UP' 'UP' 'DOWN' 'DOWN' 'DOWN' 'UP']
 ['UP' 'DOWN' 'DOWN' 'DOWN' 'UP' 'UP']
 ['DOWN' 'DOWN' 'DOWN' 'UP' 'UP' 'DOWN']
 ['DOWN' 'DOWN' 'UP' 'UP' 'DOWN' 'DOWN']]

m1 = np.all(a == 'UP', axis=1)
m2 = np.all(a == 'DOWN', axis=1)

df['Output'] = np.select([m1, m2], ['STRONG_UP','STRONG_DOWN'], None)

---

print (df)
    Index Direction     Output
0   10887        UP       None
1   10888        UP       None
2   10889        UP       None
3   10890        UP       None
4   10891        UP       None
5   10892        UP  STRONG_UP
6   10893        UP  STRONG_UP
7   10894        UP  STRONG_UP
8   10895        UP  STRONG_UP
9   10896        UP  STRONG_UP
10  10897        UP  STRONG_UP
11  10898        UP  STRONG_UP
12  10899        UP  STRONG_UP
13  10900      DOWN       None
14  10901      DOWN       None
15  10902      DOWN       None
16  10903        UP       None
17  10904        UP       None
18  10905      DOWN       None
19  10906      DOWN       None

Performance : Forst methof was omitted, because too slow.

print (pd.show_versions())


INSTALLED VERSIONS
------------------
commit           : f2ca0a2665b2d169c97de87b8e778dbed86aea07
python           : 3.8.5.final.0
python-bits      : 64
OS               : Windows
OS-release       : 7
Version          : 6.1.7601
machine          : AMD64
processor        : Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : en
LOCALE           : Slovak_Slovakia.1250

pandas           : 1.1.1
numpy            : 1.19.1

---

import perfplot

np.random.seed(123)


def GW(df):
    df['group'] = np.r_[True, df.Direction.values[1:] != df.Direction.values[:-1]].cumsum()
    df['count'] = df.groupby('group').cumcount()+1
    df['result'] = np.where(df['count'] >= 6, 'STRONG_'+df.Direction, np.nan) 
    df = (df[['Index','Direction','result']])
    return df

def ST(df):
    
    def rolling_window(a, window):
        shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
        strides = a.strides + (a.strides[-1],)
        return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)

    n = 6
    x = np.concatenate([[None] * (n-1), df['Direction'].to_numpy()])
    a = rolling_window(x, n)
    m1 = np.all(a == 'UP', axis=1)
    m2 = np.all(a == 'DOWN', axis=1)
    df['Output2'] = np.select([m1, m2], ['STRONG_UP','STRONG_DOWN'], None)
    return df

---

def make_df(n):
    direction = np.random.choice(['UP','DOWN'], n)
    df = pd.DataFrame({
        'Index': np.arange(len(direction)),
        'Direction': direction
    })
    return df

perfplot.show(
    setup=make_df,
    kernels=[GW, ST],
    n_range=[2**k for k in range(5, 25)],
    logx=True,
    logy=True,
    equality_check=False,
    xlabel='len(df)')

Answer 2

An Idea with numpy and no applied function

import numpy as np
df['group'] = np.r_[True, df.Direction.values[1:] != df.Direction.values[:-1]].cumsum()
df['count'] = df.groupby('group').cumcount()+1
df['result'] = np.where(df['count'] >= 6, 'STRONG_'+df.Direction, np.nan) 
print(df[['Index','Direction','result']])

Output

    Index Direction     result
0   10887        UP        NaN
1   10888        UP        NaN
2   10889        UP        NaN
3   10890        UP        NaN
4   10891        UP        NaN
5   10892        UP  STRONG_UP
6   10893        UP  STRONG_UP
7   10894        UP  STRONG_UP
8   10895        UP  STRONG_UP
9   10896        UP  STRONG_UP
10  10897        UP  STRONG_UP
11  10898        UP  STRONG_UP
12  10899        UP  STRONG_UP
13  10900      DOWN        NaN
14  10901      DOWN        NaN
15  10902        UP        NaN
16  10903        UP        NaN
17  10904      DOWN        NaN
18  10905      DOWN        NaN
19  10906      DOWN        NaN

---

Micro-Benchmarking

Out of curiuosity I run a little benchmark on my laptop (i5-7200u, 8GB Ram, in Jupyter Notebook)

• Pandas Rolling & Apply (RA)
• Pandas GroupBy & Numpy Where (GW)
• Numpy Stride (NP)

Data was generated like

direction = np.random.choice(['UP','DOWN'], 100000)
df = pd.DataFrame({
    'Index': np.arange(len(direction)),
    'Direction': direction
})

Results

          N=1000       |      N=10000      |     N=100000
RA   32.7 ms ± 3.05 ms |  271 ms ± 22.9 ms | 2.35 s ± 60.1 ms
GW   6.33 ms ± 230 µs  | 10.2 ms ± 51.4 µs | 63.8 ms ± 1.31 ms
NP   1.33 ms ± 32.5 µs | 8.21 ms ± 555 µs  | 74.4 ms ± 2.73 ms