I have a dataframe like this.
Date Ticker Price
2019-03-21 AAPL 100
2019-03-21 GOOG 101
2019-03-21 IBM 102
2019-03-25 AAPL 90
2019-03-25 GOOG 91
2019-03-25 IBM 92
2019-03-27 AAPL 110
2019-03-27 GOOG 111
2019-03-27 IBM 112
I am trying to add a column called 'LastPrice' which finds the Ticker's last date price. Dates are not consecutive. Thanks.
Date Ticker Price LastPrice
2019-03-21 AAPL 100
2019-03-21 GOOG 101
2019-03-21 IBM 102
2019-03-25 AAPL 90 100
2019-03-25 GOOG 91 101
2019-03-25 IBM 92 102
2019-03-27 AAPL 110 90
2019-03-27 GOOG 111 91
2019-03-27 IBM 112 92
Suppose your data is ordered by date, you can use groupby and shift.
df['LastPrice'] = (
df.groupby('Ticker')
.apply(lambda x: x.Price.shift())
.reset_index(0, drop=True)
)
Date Ticker Price LastPrice
0 2019-03-21 AAPL 100 NaN
1 2019-03-21 GOOG 101 NaN
2 2019-03-21 IBM 102 NaN
3 2019-03-25 AAPL 90 100.0
4 2019-03-25 GOOG 91 101.0
5 2019-03-25 IBM 92 102.0
6 2019-03-27 AAPL 110 90.0
7 2019-03-27 GOOG 111 91.0
8 2019-03-27 IBM 112 92.0
You can lookup values using many methods, here is one of the easier ways.
df["Ticker"]=="AAPL"
will return an array of True/False values. True when df["Ticker"]
contains "AAPL"
. df.loc
will locate in the dataframe, where the True value in the df["Ticker"]=="AAPL"
array corresponds with the row in the dataframe. Thats why you only see rows where df["Ticker"]=="AAPL"
.df # your df
df_AAPL = df.loc[df["Ticker"]=="AAPL"]
df.loc
to locate the price column.df_AAPL_price = df_AAPL.loc[:,"Price"]
lambda
function and apply it across the columns in the dataframe, hence axis = 1
. This function takes in values in the rows and returns True
if row["Date"] == "2019-03-27" and row["Ticker"] == "AAPL"
else False
. Same concept as in point 1, df.loc
is used to locate where in the dataframe that True
occurs in the array. You can think of it as dataframe = [1,2,3], array = [True, False, True], and match them up, then only take the value if it is True in the array. So, in this case it would be only "1" and "3".df_new = df.loc[df.apply(lambda row:True if row["Date"] == "2019-03-27" and row["Ticker"] == "AAPL" else False ,axis=1)]
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