[英]Pandas lookup from same dataframe for criteria then add to right as new column
[英]pandas: add new column based on datetime index lookup of same dataframe
我有以下數據,我想在其中添加一個新列,即當前的月度百分比變化。 日期是我的 dataframe 中的索引
date close
1/26/1990 421.2999878
1/29/1990 418.1000061
1/30/1990 410.7000122
1/31/1990 415.7999878
2/23/1990 419.5
2/26/1990 421
2/27/1990 422.6000061
2/28/1990 425.7999878
3/26/1990 438.7999878
3/27/1990 439.5
3/28/1990 436.7000122
3/29/1990 435.3999939
3/30/1990 435.5
我能想到的最簡單的方法是添加一個包含上個月結束日期的列,並且為了方便起見,上一個月末“關閉”值 - 從中我可以計算當前月份改變。 所以最后,我會有一個看起來像這樣的表:
我能夠很好地添加上個月末,但我現在在嘗試根據上個月結束日期查找上一個月末收盤時遇到問題。 在下面的代碼中,第一行可以很好地將上個月的結束日期添加為新列。 但第二個沒有 - 想法是使用 prev_month_end 日期查找月末收盤值並將其添加為列。
df['prev_month_end'] = df.index + pd.offsets.BMonthEnd(-1)
df['prev_month_close'] = df[df.index == df['prev_month_end']]
任何有關如何實現此目的的幫助或建議將不勝感激。
你可以有prev_month_close
如下:
df.reset_index(inplace=True)
df = df[['date', 'close', 'prev_month_end']].merge(df[['date', 'close']].rename(columns={'close': 'prev_month_close',
'date': 'prev_month_end'}),
how='left', on='prev_month_end')
OUTPUT
date close prev_month_end prev_month_close
0 1990-01-26 421.299988 1989-12-29 NaN
1 1990-01-29 418.100006 1989-12-29 NaN
2 1990-01-30 410.700012 1989-12-29 NaN
3 1990-01-31 415.799988 1989-12-29 NaN
4 1990-02-23 419.500000 1990-01-31 415.799988
5 1990-02-26 421.000000 1990-01-31 415.799988
6 1990-02-27 422.600006 1990-01-31 415.799988
7 1990-02-28 425.799988 1990-01-31 415.799988
8 1990-03-26 438.799988 1990-02-28 425.799988
9 1990-03-27 439.500000 1990-02-28 425.799988
10 1990-03-28 436.700012 1990-02-28 425.799988
11 1990-03-29 435.399994 1990-02-28 425.799988
12 1990-03-30 435.500000 1990-02-28 425.799988
或不使用reset_index
df = df[['close', 'prev_month_end']].merge(df[['close']].rename(columns={'close': 'prev_month_close'}),
how='left', left_on='prev_month_end', right_index=True)
OUTPUT
close prev_month_end prev_month_close
date
1990-01-26 421.299988 1989-12-29 NaN
1990-01-29 418.100006 1989-12-29 NaN
1990-01-30 410.700012 1989-12-29 NaN
1990-01-31 415.799988 1989-12-29 NaN
1990-02-23 419.500000 1990-01-31 415.799988
1990-02-26 421.000000 1990-01-31 415.799988
1990-02-27 422.600006 1990-01-31 415.799988
1990-02-28 425.799988 1990-01-31 415.799988
1990-03-26 438.799988 1990-02-28 425.799988
1990-03-27 439.500000 1990-02-28 425.799988
1990-03-28 436.700012 1990-02-28 425.799988
1990-03-29 435.399994 1990-02-28 425.799988
1990-03-30 435.500000 1990-02-28 425.799988
我們可以將索引轉換為period index
,然后將 dataframe 按期間group
並使用last
聚合close
,然后將期間索引shift
回一個月,並將map
與收盤值一起計算,最后計算百分比變化
i = pd.to_datetime(df.index).to_period('M')
s = i.shift(-1).map(df.groupby(i)['close'].last())
df['mom_pct_change'] = df['close'].sub(s).div(s).mul(100)
close mom_pct_change
date
1/26/1990 421.299988 NaN
1/29/1990 418.100006 NaN
1/30/1990 410.700012 NaN
1/31/1990 415.799988 NaN
2/23/1990 419.500000 0.889854
2/26/1990 421.000000 1.250604
2/27/1990 422.600006 1.635406
2/28/1990 425.799988 2.405002
3/26/1990 438.799988 3.053077
3/27/1990 439.500000 3.217476
3/28/1990 436.700012 2.559893
3/29/1990 435.399994 2.254581
3/30/1990 435.500000 2.278068
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