参照先前的组依次遍历DataFrame日期组

问题描述

我有一个MultiIndex(Name，Date)DataFrame df，我需要按Date进行迭代处理，以便分配基于当前日期和上一个Date的组的值.

I have a MultiIndex (Name, Date) DataFrame df that I need to process iteratively by Date in order to assign a value that is based on both the current and previous Date's Group.

AFAIK处理DataFrame组的最佳方法是通过.apply –例如df.groupby('Date').apply(ifunc).

AFAIK the best way to process DataFrame Groups is by .apply – e.g., df.groupby('Date').apply(ifunc).

但是当ifunc需要在ifunc 处理完先前的日期组之后引用前一个日期组中的值时，如何做呢?

But how can I best do this when ifunc needs to reference the values from the previous Date Group after that previous Group has been processed by ifunc?

以下是这样的ifunc的示例，该ifunc可以在具有列['Dollars', 'Weight', 'Return', 'HaveMax']的df上进行操作:

Here is an example of such an ifunc to operate on df with columns ['Dollars', 'Weight', 'Return', 'HaveMax']:

# (This might not be great python; coding improvements welcome!)
# Lambda to add "AddDollars" to Names that don't already "HaveMax" "MaxDollars"
def ifunc(group, previous):  # Arguments are df groups by Date
    group['HaveMax'] = previous['HaveMax']
    # Each Name's Dollars changed from the previous Date
    avgWeights = group['Weight'].mean()
    group['Dollars'] = group['Weight'] * previous['Dollars'] * group['Return'] / avgWeights
    # Now add "AddDollars" to Names that were under
    group.loc[group['HaveMax'] == False, 'Dollars'] = group[group['HaveMax'] == False]['Dollars'] + AddDollars
    # Update HaveMax for any Names that reached MaxDollars on this Date
    group.loc[group['HaveMax'] == False, 'HaveMax'] = group[group['HaveMax'] == False]['Dollars'] >= MaxDollars
    return group

---

样本数据:

---

Sample data:

AddDollars = 1.0
MaxDollars = 10.0
df = pd.DataFrame(data=[('A', '20210101', 9.0, 1.0, 0, False),
                        ('B', '20210101', 5.0, 1.0, 0, False),
                        ('C', '20210101', 5.0, 1.0, 0, True),
                        ('A', '20210102', 0.0, 1.0, 1.0, False),
                        ('B', '20210102', 0.0, 1.0, 1.0, False),
                        ('C', '20210102', 0.0, 1.0, 1.0, False)],
                  columns=('Name', 'Date', 'Dollars', 'Weight', 'Return', 'HaveMax')).set_index(['Name', 'Date'])

所需的输出:

               Dollars  Weight  Return  HaveMax
Name Date                                      
A    20210101      9.0     1.0    0.0    False
B    20210101      5.0     1.0    0.0    False
C    20210101      5.0     1.0    0.0     True
A    20210102     10.0     1.0    1.0     True
B    20210102      6.0     1.0    1.0    False
C    20210102      5.0     1.0    1.0     True

推荐答案

使用groupby遍历组.

AddDollars = 1.0
MaxDollars = 10.0
df = pd.DataFrame(data=[('A', '20210101', 9.0, 1.0, 0, False),
                        ('B', '20210101', 5.0, 1.0, 0, False),
                        ('C', '20210101', 5.0, 1.0, 0, True),
                        ('A', '20210102', 0.0, 1.0, 1.0, False),
                        ('B', '20210102', 0.0, 1.0, 1.0, False),
                        ('C', '20210102', 0.0, 1.0, 1.0, False)],
                  columns=('Name', 'Date', 'Dollars', 'Weight', 'Return', 'HaveMax')).set_index(['Name', 'Date'])

dft = df.groupby(df.index.get_level_values('Date'))
groupings = list(dft.groups.keys())
previous = dft.get_group(groupings[0])
for i, gkey in enumerate(groupings[1:], 1):
    group = dft.get_group(gkey)
    group['HaveMax'] = previous['HaveMax'].values
    avgWeights = group['Weight'].mean()
    group['Dollars'] = group['Weight'].values * previous['Dollars'].values * group['Return'].values / avgWeights
    group.loc[group['HaveMax'] == False, 'Dollars'] = group[group['HaveMax'] == False]['Dollars'] + AddDollars
    group.loc[group['HaveMax'] == False, 'HaveMax'] = group[group['HaveMax'] == False]['Dollars'] >= MaxDollars
    # Assign the calculated values back to the DataFrame:
    df.loc[group.index] = group
    # Prepare for next iteration:
    previous = group

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