pandas Dataframe 创建新列

Question

I have this snippet of the code working with pandas dataframe, i am trying to use the apply function to create a new column called STDEV_TV but i keep running into this error all the columns i am working with are type float

TypeError: ("'float' object is not iterable", 'occurred at index 0')

Can someone help me understand why i keep getting this error

def sigma(df):
    val = df.volume2Sum / df.volumeSum - df.vwap * df.vwap
    return math.sqrt(max(val))


df['STDEV_TV'] = df.apply(sigma, axis=1)

Answer 1

Try:

import pandas as pd
import numpy as np
import math

df = pd.DataFrame(np.random.randint(1, 10, (5, 3)),
                  columns=['volume2Sum', 'volumeSum', 'vwap'])

def sigma(df):
    val = df.volume2Sum / df.volumeSum - df.vwap * df.vwap
    return math.sqrt(val) if val >= 0 else val

df['STDEV_TV'] = df.apply(sigma, axis=1)

Output:

>>> df
   volume2Sum  volumeSum  vwap   STDEV_TV
0           4          5     8 -63.200000
1           2          8     4 -15.750000
2           3          3     3  -8.000000
3           8          3     4 -13.333333
4           4          2     3  -7.000000

Answer 2

Change

return math.sqrt(max(val)) 

to

return math.sqrt(val)

max() iterates over an iterable and find the maximum value. The problem here is since you're applying sigma to every row, local variable val is a float, not a list, so what you have similar to max(1.3) .

Answer 3

You need to apply sigma to each set of values not the whole DataFrame. I would use a lambda function, eg:

def sigma(volume2Sum, volumeSum, vwap):
    val = volume2Sum / volumeSum - vwap * vwap
    return math.sqrt(val)


df['STDEV_TV'] = df.apply(lambda x: sigma(x.volume2Sum, x.volumeSum, x.vwap), axis=1)

That should put val into the STDEV_TV column and you can find the max value separately. Take care you not to take the squareroot of a negative number.

Answer 4

You function sigma gives you one number as a result. Because, the first step you find the maximum:

max(val)

and it's only the one number... After that you try uses you function for data series. You should use in your code this last string:

df['STDEV_TV'] = sigma(df)

It will be working