[英]Pandas Merge (pd.merge) How to set the index and join
I have two pandas dataframes: dfLeft and dfRight with the date as the index. 我有两个pandas数据帧:dfLeft和dfRight,日期为索引。
dfLeft: dfLeft:
cusip factorL
date
2012-01-03 XXXX 4.5
2012-01-03 YYYY 6.2
....
2012-01-04 XXXX 4.7
2012-01-04 YYYY 6.1
....
dfRight: dfRight:
idc__id factorR
date
2012-01-03 XXXX 5.0
2012-01-03 YYYY 6.0
....
2012-01-04 XXXX 5.1
2012-01-04 YYYY 6.2
Both have a shape close to (121900,3)
两者的形状接近
(121900,3)
I tried the following merge: 我尝试了以下合并:
test = pd.merge(dfLeft, dfRight, left_index=True, right_index=True, left_on='cusip', right_on='idc__id', how = 'inner')
This gave test a shape of (60643500, 6)
. 这给出了测试形状
(60643500, 6)
。
Any recommendations on what is going wrong here? 关于这里出了什么问题的任何建议? I want it to merge based on both date and cusip/idc_id.
我希望它基于date和cusip / idc_id进行合并。 Note: for this example the cusips are lined up, but in reality that may not be so.
注意:对于这个例子,cusips排成一行,但实际上可能不是这样。
Thanks. 谢谢。
Expected Output test: 预期产出测试:
cusip factorL factorR
date
2012-01-03 XXXX 4.5 5.0
2012-01-03 YYYY 6.2 6.0
....
2012-01-04 XXXX 4.7 5.1
2012-01-04 YYYY 6.1 6.2
Reset the indices and then merge on multiple (column-)keys: 重置索引,然后合并多个(列)键:
dfLeft.reset_index(inplace=True)
dfRight.reset_index(inplace=True)
dfMerged = pd.merge(dfLeft, dfRight,
left_on=['date', 'cusip'],
right_on=['date', 'idc__id'],
how='inner')
You can then reset 'date' as an index: 然后,您可以将'date'重置为索引:
dfMerged.set_index('date', inplace=True)
Here's an example: 这是一个例子:
raw1 = '''
2012-01-03 XXXX 4.5
2012-01-03 YYYY 6.2
2012-01-04 XXXX 4.7
2012-01-04 YYYY 6.1
'''
raw2 = '''
2012-01-03 XYXX 45.
2012-01-03 YYYY 62.
2012-01-04 XXXX -47.
2012-01-05 YYYY 61.
'''
import pandas as pd
from StringIO import StringIO
df1 = pd.read_table(StringIO(raw1), header=None,
delim_whitespace=True, parse_dates=[0], skiprows=1)
df2 = pd.read_table(StringIO(raw2), header=None,
delim_whitespace=True, parse_dates=[0], skiprows=1)
df1.columns = ['date', 'cusip', 'factorL']
df2.columns = ['date', 'idc__id', 'factorL']
print pd.merge(df1, df2,
left_on=['date', 'cusip'],
right_on=['date', 'idc__id'],
how='inner')
which gives 这使
date cusip factorL_x idc__id factorL_y
0 2012-01-03 00:00:00 YYYY 6.2 YYYY 62
1 2012-01-04 00:00:00 XXXX 4.7 XXXX -47
You could append 'cuspin'
and 'idc_id'
as a indices to your DataFrames before you join
(here's how it would work on the first couple of rows): 您可以在
join
之前将'cuspin'
和'idc_id'
作为索引添加到您的DataFrame中(以下是它在前几行中的工作方式):
In [10]: dfL
Out[10]:
cuspin factorL
date
2012-01-03 XXXX 4.5
2012-01-03 YYYY 6.2
In [11]: dfL1 = dfLeft.set_index('cuspin', append=True)
In [12]: dfR1 = dfRight.set_index('idc_id', append=True)
In [13]: dfL1
Out[13]:
factorL
date cuspin
2012-01-03 XXXX 4.5
YYYY 6.2
In [14]: dfL1.join(dfR1)
Out[14]:
factorL factorR
date cuspin
2012-01-03 XXXX 4.5 5
YYYY 6.2 6
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