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根據其他列中的值創建新列

[英]Create new column based on values in other column

這是我的 DataFrame 中的一列:

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

我想創建新列。
如果當前方向值和 5 個先前的方向值 == UP,則單元格變為“STRONG_UP”
如果當前方向值和 5 個先前的方向值 == DOWN,則單元格變為“STRONG_DOWN”
否則值為“無”
怎么做?

不幸的是, rolling只能處理數字,因此使用map進行解碼和編碼,但如果大型 DataFrame 會很慢:

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

用另一種思路的進步numpy.select如果性能是非常重要的:

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

性能:forstmethof被省略了,因為太慢了。

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)')

G

一個帶有 numpy 且沒有應用函數的想法

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']])

輸出

    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

微基准測試

出於好奇,我在筆記本電腦(i5-7200u,8GB 內存,在 Jupyter Notebook 中)上運行了一些基准測試

  • 熊貓滾動和應用(RA)
  • Pandas GroupBy & Numpy Where (GW)
  • Numpy 步幅 (NP)

數據是這樣生成的

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

結果

          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

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