Pandas equivalent of partition by [duplicate] - pandas

Trying to create a new column from the groupby calculation. In the code below, I get the correct calculated values for each date (see group below) but when I try to create a new column (df['Data4']) with it I get NaN. So I am trying to create a new column in the dataframe with the sum of Data3 for the all dates and apply that to each date row. For example, 2015-05-08 is in 2 rows (total is 50+5 = 55) and in this new column I would like to have 55 in both of the rows.
import pandas as pd
import numpy as np
from pandas import DataFrame
df = pd.DataFrame({
'Date' : ['2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05', '2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05'],
'Sym' : ['aapl', 'aapl', 'aapl', 'aapl', 'aaww', 'aaww', 'aaww', 'aaww'],
'Data2': [11, 8, 10, 15, 110, 60, 100, 40],
'Data3': [5, 8, 6, 1, 50, 100, 60, 120]
})
group = df['Data3'].groupby(df['Date']).sum()
df['Data4'] = group

You want to use transform this will return a Series with the index aligned to the df so you can then add it as a new column:
In [74]:
df = pd.DataFrame({'Date': ['2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05', '2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05'], 'Sym': ['aapl', 'aapl', 'aapl', 'aapl', 'aaww', 'aaww', 'aaww', 'aaww'], 'Data2': [11, 8, 10, 15, 110, 60, 100, 40],'Data3': [5, 8, 6, 1, 50, 100, 60, 120]})
​
df['Data4'] = df['Data3'].groupby(df['Date']).transform('sum')
df
Out[74]:
Data2 Data3 Date Sym Data4
0 11 5 2015-05-08 aapl 55
1 8 8 2015-05-07 aapl 108
2 10 6 2015-05-06 aapl 66
3 15 1 2015-05-05 aapl 121
4 110 50 2015-05-08 aaww 55
5 60 100 2015-05-07 aaww 108
6 100 60 2015-05-06 aaww 66
7 40 120 2015-05-05 aaww 121

How do I create a new column with Groupby().Sum()?
There are two ways - one straightforward and the other slightly more interesting.
Everybody's Favorite: GroupBy.transform() with 'sum'
#Ed Chum's answer can be simplified, a bit. Call DataFrame.groupby rather than Series.groupby. This results in simpler syntax.
# The setup.
df[['Date', 'Data3']]
Date Data3
0 2015-05-08 5
1 2015-05-07 8
2 2015-05-06 6
3 2015-05-05 1
4 2015-05-08 50
5 2015-05-07 100
6 2015-05-06 60
7 2015-05-05 120
df.groupby('Date')['Data3'].transform('sum')
0 55
1 108
2 66
3 121
4 55
5 108
6 66
7 121
Name: Data3, dtype: int64
It's a tad faster,
df2 = pd.concat([df] * 12345)
%timeit df2['Data3'].groupby(df['Date']).transform('sum')
%timeit df2.groupby('Date')['Data3'].transform('sum')
10.4 ms ± 367 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
8.58 ms ± 559 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
Unconventional, but Worth your Consideration: GroupBy.sum() + Series.map()
I stumbled upon an interesting idiosyncrasy in the API. From what I tell, you can reproduce this on any major version over 0.20 (I tested this on 0.23 and 0.24). It seems like you consistently can shave off a few milliseconds of the time taken by transform if you instead use a direct function of GroupBy and broadcast it using map:
df.Date.map(df.groupby('Date')['Data3'].sum())
0 55
1 108
2 66
3 121
4 55
5 108
6 66
7 121
Name: Date, dtype: int64
Compare with
df.groupby('Date')['Data3'].transform('sum')
0 55
1 108
2 66
3 121
4 55
5 108
6 66
7 121
Name: Data3, dtype: int64
My tests show that map is a bit faster if you can afford to use the direct GroupBy function (such as mean, min, max, first, etc). It is more or less faster for most general situations upto around ~200 thousand records. After that, the performance really depends on the data.
(Left: v0.23, Right: v0.24)
Nice alternative to know, and better if you have smaller frames with smaller numbers of groups. . . but I would recommend transform as a first choice. Thought this was worth sharing anyway.
Benchmarking code, for reference:
import perfplot
perfplot.show(
setup=lambda n: pd.DataFrame({'A': np.random.choice(n//10, n), 'B': np.ones(n)}),
kernels=[
lambda df: df.groupby('A')['B'].transform('sum'),
lambda df: df.A.map(df.groupby('A')['B'].sum()),
],
labels=['GroupBy.transform', 'GroupBy.sum + map'],
n_range=[2**k for k in range(5, 20)],
xlabel='N',
logy=True,
logx=True
)

I suggest in general to use the more powerful apply, with which you can write your queries in single expressions even for more complicated uses, such as defining a new column whose values are defined are defined as operations on groups, and that can have also different values within the same group!
This is more general than the simple case of defining a column with the same value for every group (like sum in this question, which varies by group by is the same within the same group).
Simple case (new column with same value within a group, different across groups):
# I'm assuming the name of your dataframe is something long, like
# `my_data_frame`, to show the power of being able to write your
# data processing in a single expression without multiple statements and
# multiple references to your long name, which is the normal style
# that the pandas API naturally makes you adopt, but which make the
# code often verbose, sparse, and a pain to generalize or refactor
my_data_frame = pd.DataFrame({
'Date': ['2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05', '2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05'],
'Sym': ['aapl', 'aapl', 'aapl', 'aapl', 'aaww', 'aaww', 'aaww', 'aaww'],
'Data2': [11, 8, 10, 15, 110, 60, 100, 40],
'Data3': [5, 8, 6, 1, 50, 100, 60, 120]})
​
(my_data_frame
# create groups by 'Date'
.groupby(['Date'])
# for every small Group DataFrame `gdf` with the same 'Date', do:
# assign a new column 'Data4' to it, with the value being
# the sum of 'Data3' for the small dataframe `gdf`
.apply(lambda gdf: gdf.assign(Data4=lambda gdf: gdf['Data3'].sum()))
# after groupby operations, the variable(s) you grouped by on
# are set as indices. In this case, 'Date' was set as an additional
# level for the (multi)index. But it is still also present as a
# column. Thus, we drop it from the index:
.droplevel(0)
)
### OR
# We don't even need to define a variable for our dataframe.
# We can chain everything in one expression
(pd
.DataFrame({
'Date': ['2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05', '2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05'],
'Sym': ['aapl', 'aapl', 'aapl', 'aapl', 'aaww', 'aaww', 'aaww', 'aaww'],
'Data2': [11, 8, 10, 15, 110, 60, 100, 40],
'Data3': [5, 8, 6, 1, 50, 100, 60, 120]})
.groupby(['Date'])
.apply(lambda gdf: gdf.assign(Data4=lambda gdf: gdf['Data3'].sum()))
.droplevel(0)
)
Out:
Date
Sym
Data2
Data3
Data4
3
2015-05-05
aapl
15
1
121
7
2015-05-05
aaww
40
120
121
2
2015-05-06
aapl
10
6
66
6
2015-05-06
aaww
100
60
66
1
2015-05-07
aapl
8
8
108
5
2015-05-07
aaww
60
100
108
0
2015-05-08
aapl
11
5
55
4
2015-05-08
aaww
110
50
55
(Why are the python expression within parentheses? So that we don't need to sprinkle our code with backslashes all over the place, and we can put comments within our expression code to describe every step.)
What is powerful about this? It's that it is harnessing the full power of the "split-apply-combine paradigm". It is allowing you to think in terms of "splitting your dataframe into blocks" and "running arbitrary operations on those blocks" without reducing/aggregating, i.e., without reducing the number of rows. (And without writing explicit, verbose loops and resorting to expensive joins or concatenations to glue the results back.)
Let's consider a more complex example. One in which you have multiple time series of data in your dataframe. You have a column that represents a kind of product, a column that has timestamps, and a column that contains the number of items sold for that product at some time of the year. You would like to group by product and obtain a new column, that contains the cumulative total for the items that are sold for each category. We want a column that, within every "block" with the same product, is still a time series, and is monotonically increasing (only within a block).
How can we do this? With groupby + apply!
(pd
.DataFrame({
'Date': ['2021-03-11','2021-03-12','2021-03-13','2021-03-11','2021-03-12','2021-03-13'],
'Product': ['shirt','shirt','shirt','shoes','shoes','shoes'],
'ItemsSold': [300, 400, 234, 80, 10, 120],
})
.groupby(['Product'])
.apply(lambda gdf: (gdf
# sort by date within a group
.sort_values('Date')
# create new column
.assign(CumulativeItemsSold=lambda df: df['ItemsSold'].cumsum())))
.droplevel(0)
)
Out:
Date
Product
ItemsSold
CumulativeItemsSold
0
2021-03-11
shirt
300
300
1
2021-03-12
shirt
400
700
2
2021-03-13
shirt
234
934
3
2021-03-11
shoes
80
80
4
2021-03-12
shoes
10
90
5
2021-03-13
shoes
120
210
Another advantage of this method? It works even if we have to group by multiple fields! For example, if we had a 'Color' field for our products, and we wanted the cumulative series grouped by (Product, Color), we can:
(pd
.DataFrame({
'Date': ['2021-03-11','2021-03-12','2021-03-13','2021-03-11','2021-03-12','2021-03-13',
'2021-03-11','2021-03-12','2021-03-13','2021-03-11','2021-03-12','2021-03-13'],
'Product': ['shirt','shirt','shirt','shoes','shoes','shoes',
'shirt','shirt','shirt','shoes','shoes','shoes'],
'Color': ['yellow','yellow','yellow','yellow','yellow','yellow',
'blue','blue','blue','blue','blue','blue'], # new!
'ItemsSold': [300, 400, 234, 80, 10, 120,
123, 84, 923, 0, 220, 94],
})
.groupby(['Product', 'Color']) # We group by 2 fields now
.apply(lambda gdf: (gdf
.sort_values('Date')
.assign(CumulativeItemsSold=lambda df: df['ItemsSold'].cumsum())))
.droplevel([0,1]) # We drop 2 levels now
Out:
Date
Product
Color
ItemsSold
CumulativeItemsSold
6
2021-03-11
shirt
blue
123
123
7
2021-03-12
shirt
blue
84
207
8
2021-03-13
shirt
blue
923
1130
0
2021-03-11
shirt
yellow
300
300
1
2021-03-12
shirt
yellow
400
700
2
2021-03-13
shirt
yellow
234
934
9
2021-03-11
shoes
blue
0
0
10
2021-03-12
shoes
blue
220
220
11
2021-03-13
shoes
blue
94
314
3
2021-03-11
shoes
yellow
80
80
4
2021-03-12
shoes
yellow
10
90
5
2021-03-13
shoes
yellow
120
210
(This possibility of easily extending to grouping over multiple fields is the reason why I like to put the arguments of groupby always in a list, even if it's a single name, like 'Product' in the previous example.)
And you can do all of this synthetically in a single expression. (Sure, if python's lambdas were a bit nicer to look at, it would look even nicer.)
Why did I go over a general case? Because this is one of the first SO questions that pops up when googling for things like "pandas new column groupby".
Additional thoughts on the API for this kind of operation
Adding columns based on arbitrary computations made on groups is much like the nice idiom of defining new column using aggregations over Windows in SparkSQL.
For example, you can think of this (it's Scala code, but the equivalent in PySpark looks practically the same):
val byDepName = Window.partitionBy('depName)
empsalary.withColumn("avg", avg('salary) over byDepName)
as something like (using pandas in the way we have seen above):
empsalary = pd.DataFrame(...some dataframe...)
(empsalary
# our `Window.partitionBy('depName)`
.groupby(['depName'])
# our 'withColumn("avg", avg('salary) over byDepName)
.apply(lambda gdf: gdf.assign(avg=lambda df: df['salary'].mean()))
.droplevel(0)
)
(Notice how much synthetic and nicer the Spark example is. The pandas equivalent looks a bit clunky. The pandas API doesn't make writing these kinds of "fluent" operations easy).
This idiom in turns comes from SQL's Window Functions, which the PostgreSQL documentation gives a very nice definition of: (emphasis mine)
A window function performs a calculation across a set of table rows that are somehow related to the current row. This is comparable to the type of calculation that can be done with an aggregate function. But unlike regular aggregate functions, use of a window function does not cause rows to become grouped into a single output row — the rows retain their separate identities. Behind the scenes, the window function is able to access more than just the current row of the query result.
And gives a beautiful SQL one-liner example: (ranking within groups)
SELECT depname, empno, salary, rank() OVER (PARTITION BY depname ORDER BY salary DESC) FROM empsalary;
depname
empno
salary
rank
develop
8
6000
1
develop
10
5200
2
develop
11
5200
2
develop
9
4500
4
develop
7
4200
5
personnel
2
3900
1
personnel
5
3500
2
sales
1
5000
1
sales
4
4800
2
sales
3
4800
2
Last thing: you might also be interested in pandas' pipe, which is similar to apply but works a bit differently and gives the internal operations a bigger scope to work on. See here for more

df = pd.DataFrame({
'Date' : ['2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05', '2015-05-08', '2015-05-07', '2015-05-06', '2015-05-05'],
'Sym' : ['aapl', 'aapl', 'aapl', 'aapl', 'aaww', 'aaww', 'aaww', 'aaww'],
'Data2': [11, 8, 10, 15, 110, 60, 100, 40],
'Data3': [5, 8, 6, 1, 50, 100, 60, 120]
})
print(pd.pivot_table(data=df,index='Date',columns='Sym', aggfunc={'Data2':'sum','Data3':'sum'}))
output
Data2 Data3
Sym aapl aaww aapl aaww
Date
2015-05-05 15 40 1 120
2015-05-06 10 100 6 60
2015-05-07 8 60 8 100
2015-05-08 11 110 5 50

Related

How do I aggregate a pandas Dataframe while retaining all original data?

My goal is to aggregate a pandas DataFrame, grouping rows by an identity field. Notably, rather than just gathering summary statistics of the group, I want to retain all the information in the DataFrame in addition to summary statistics like mean, std, etc. I have performed this transformation via a lot of iteration, but I am looking for a cleaner/more pythonic approach. Notably, there may be more or less than 2 replicates per group, but all groups will always have the same number of replicates.
Example: I would llke to translate the below format
df = pd.DataFrame([
["group1", 4, 10],
["group1", 8, 20],
["group2", 6, 30],
["group2", 12, 40],
["group3", 1, 50],
["group3", 3, 60]],
columns=['group','timeA', 'timeB'])
print(df)
group timeA timeB
0 group1 4 10
1 group1 8 20
2 group2 6 30
3 group2 12 40
4 group3 1 50
5 group3 3 60
into a df of the following format:
target = pd.DataFrame([
["group1", 4, 8, 6, 10, 20, 15],
["group2", 6, 12, 9, 30, 45, 35],
["group3", 1, 3, 2, 50, 60, 55]
], columns = ["group", "timeA.1", "timeA.2", "timeA.mean", "timeB.1", "timeB.2", "timeB.mean"])
print(target)
group timeA.1 timeA.2 timeA.mean timeB.1 timeB.2 timeB.mean
0 group1 4 8 6 10 20 15
1 group2 6 12 9 30 45 35
2 group3 1 3 2 50 60 55
Finally, it doesn't really matter what the column names are, these ones are just to make the example more clear. Thanks!
EDIT: As suggested by a user in the comments, I tried the solution from the linked Q/A without success:
df.insert(0, 'count', df.groupby('group').cumcount())
df.pivot(*df)
TypeError: pivot() takes from 1 to 4 positional arguments but 5 were given
Try with pivot_table:
out = (df.assign(col=df.groupby('group').cumcount()+1)
.pivot_table(index='group', columns='col',
margins='mean', margins_name='mean')
.drop('mean')
)
out.columns = [f'{x}.{y}' for x,y in out.columns]
Output:
timeA.1 timeA.2 timeA.mean timeB.1 timeB.2 timeB.mean
group
group1 4.0 8.0 6.0 10 20 15
group2 6.0 12.0 9.0 30 40 35
group3 1.0 3.0 2.0 50 60 55

Calculate the variance for each element in the sample separately

I had DF with name of attraction, date and ride sum.
import pandas as pd
attr = pd.DataFrame(
{'rides':['circuit','circuit',
'roller coaster', 'roller coaster',
'car', 'car', 'car',
'train', 'train'],
'date':['2019-06-22', '2019-06-23',
'2019-06-29', '2019-07-06',
'2019-09-01', '2019-09-07', '2019-09-08',
'2019-09-14', '2019-09-15'],
'ride_sum':[663, 483,
858, 602,
326, 2, 86,
70, 134]})
rides date ride_sum
0 circuit 2019-06-22 663
1 circuit 2019-06-23 483
2 roller coaster 2019-06-29 858
3 roller coaster 2019-07-06 602
4 car 2019-09-01 326
5 car 2019-09-07 2
6 car 2019-09-08 86
7 train 2019-09-14 70
8 train 2019-09-15 134
I can calculate this manually, but my dataframe has more than 1000 lines and more than 30 different rides.
In the example, it looks like this
print(attr.loc[attr['rides'] == 'circuit']['ride_sum'].var(),
attr.loc[attr['rides'] == 'roller coaster']['ride_sum'].var(),
attr.loc[attr['rides'] == 'car']['ride_sum'].var(),
attr.loc[attr['rides'] == 'train']['ride_sum'].var())
16200.0 32768.0 28272.0 2048.0
I want to get a dataframe with a variance for each rides that looks like this
rides var
0 circuit 16200.0
1 roller coaster 32768.0
2 car 28272.0
3 train 2048.0
Try groupby together with var() like this:
attr.groupby("rides").var().reset_index()
rides ride_sum
0 car 28272
1 circuit 16200
2 roller coaster 32768
3 train 2048
(reset_index() is not necessarily required)
Do this:
attr.groupby(attr.rides).agg(["var"]).reset_index()
EDIT:
For kurtosis, there is no aggregate. You need to do this:
attr.groupby(attr.rides).apply(pd.DataFrame.kurt).reset_index()
With your example, there are fewer than three values per group, so it'll return NaN.
Use the function unique in pandas to take unique rides and apply a loop for to take var
Example:
unique_rides = unique(attr['rides'])
for ride in unque_rides:
print(attr.loc[attr['rides'] == ride]['ride_sum'].var())
Thank you

Panda: multiindex vs groupby [duplicate]

So I learned that I can use DataFrame.groupby without having a MultiIndex to do subsampling/cross-sections.
On the other hand, when I have a MultiIndex on a DataFrame, I still need to use DataFrame.groupby to do sub-sampling/cross-sections.
So what is a MultiIndex good for apart from the quite helpful and pretty display of the hierarchies when printing?
Hierarchical indexing (also referred to as “multi-level” indexing) was introduced in the pandas 0.4 release.
This opens the door to some quite sophisticated data analysis and manipulation, especially for working with higher dimensional data. In essence, it enables you to effectively store and manipulate arbitrarily high dimension data in a 2-dimensional tabular structure (DataFrame), for example.
Imagine constructing a dataframe using MultiIndex like this:-
import pandas as pd
import numpy as np
np.arrays = [['one','one','one','two','two','two'],[1,2,3,1,2,3]]
df = pd.DataFrame(np.random.randn(6,2),index=pd.MultiIndex.from_tuples(list(zip(*np.arrays))),columns=['A','B'])
df # This is the dataframe we have generated
A B
one 1 -0.732470 -0.313871
2 -0.031109 -2.068794
3 1.520652 0.471764
two 1 -0.101713 -1.204458
2 0.958008 -0.455419
3 -0.191702 -0.915983
This df is simply a data structure of two dimensions
df.ndim
2
But we can imagine it, looking at the output, as a 3 dimensional data structure.
one with 1 with data -0.732470 -0.313871.
one with 2 with data -0.031109 -2.068794.
one with 3 with data 1.520652 0.471764.
A.k.a.: "effectively store and manipulate arbitrarily high dimension data in a 2-dimensional tabular structure"
This is not just a "pretty display". It has the benefit of easy retrieval of data since we now have a hierarchal index.
For example.
In [44]: df.ix["one"]
Out[44]:
A B
1 -0.732470 -0.313871
2 -0.031109 -2.068794
3 1.520652 0.471764
will give us a new data frame only for the group of data belonging to "one".
And we can narrow down our data selection further by doing this:-
In [45]: df.ix["one"].ix[1]
Out[45]:
A -0.732470
B -0.313871
Name: 1
And of course, if we want a specific value, here's an example:-
In [46]: df.ix["one"].ix[1]["A"]
Out[46]: -0.73247029752040727
So if we have even more indexes (besides the 2 indexes shown in the example above), we can essentially drill down and select the data set we are really interested in without a need for groupby.
We can even grab a cross-section (either rows or columns) from our dataframe...
By rows:-
In [47]: df.xs('one')
Out[47]:
A B
1 -0.732470 -0.313871
2 -0.031109 -2.068794
3 1.520652 0.471764
By columns:-
In [48]: df.xs('B', axis=1)
Out[48]:
one 1 -0.313871
2 -2.068794
3 0.471764
two 1 -1.204458
2 -0.455419
3 -0.915983
Name: B
Great post by #Calvin Cheng, but thought I'd take a stab at this as well.
When to use a MultiIndex:
When a single column’s value isn’t enough to uniquely identify a row.
When data is logically hierarchical - meaning that it has multiple dimensions or “levels.”
Why (your core question) - at least these are the biggest benefits IMO:
Easy manipulation via stack() and unstack()
Easy math when there are multiple column levels
Syntactic sugar for slicing/filtering
Example:
Dollars Units
Date Store Category Subcategory UPC EAN
2018-07-10 Store 1 Alcohol Liqour 80480280024 154.77 7
Store 2 Alcohol Liqour 80480280024 82.08 4
Store 3 Alcohol Liqour 80480280024 259.38 9
Store 1 Alcohol Liquor 80432400630 477.68 14
674545000001 139.68 4
Store 2 Alcohol Liquor 80432400630 203.88 6
674545000001 377.13 13
Store 3 Alcohol Liquor 80432400630 239.19 7
674545000001 432.32 14
Store 1 Beer Ales 94922755711 65.17 7
702770082018 174.44 14
736920111112 50.70 5
Store 2 Beer Ales 94922755711 129.60 12
702770082018 107.40 10
736920111112 59.65 5
Store 3 Beer Ales 94922755711 154.00 14
702770082018 137.40 10
736920111112 107.88 12
Store 1 Beer Lagers 702770081011 156.24 12
Store 2 Beer Lagers 702770081011 137.06 11
Store 3 Beer Lagers 702770081011 119.52 8
1) If we want to easily compare sales across stores, we can use df.unstack('Store') to line everything up side-by-side:
Dollars Units
Store Store 1 Store 2 Store 3 Store 1 Store 2 Store 3
Date Category Subcategory UPC EAN
2018-07-10 Alcohol Liqour 80480280024 154.77 82.08 259.38 7 4 9
Liquor 80432400630 477.68 203.88 239.19 14 6 7
674545000001 139.68 377.13 432.32 4 13 14
Beer Ales 94922755711 65.17 129.60 154.00 7 12 14
702770082018 174.44 107.40 137.40 14 10 10
736920111112 50.70 59.65 107.88 5 5 12
Lagers 702770081011 156.24 137.06 119.52 12 11 8
2) We can also easily do math on multiple columns. For example, df['Dollars'] / df['Units'] will then divide each store's dollars by its units, for every store without multiple operations:
Store Store 1 Store 2 Store 3
Date Category Subcategory UPC EAN
2018-07-10 Alcohol Liqour 80480280024 22.11 20.52 28.82
Liquor 80432400630 34.12 33.98 34.17
674545000001 34.92 29.01 30.88
Beer Ales 94922755711 9.31 10.80 11.00
702770082018 12.46 10.74 13.74
736920111112 10.14 11.93 8.99
Lagers 702770081011 13.02 12.46 14.94
3) If we then want to filter to just specific rows, instead of using the
df[(df[col1] == val1) and (df[col2] == val2) and (df[col3] == val3)]
format, we can instead .xs or .query (yes these work for regular dfs, but it's not very useful). The syntax would instead be:
df.xs((val1, val2, val3), level=(col1, col2, col3))
More examples can be found in this tutorial notebook I put together.
The alternative to using a multiindex is to store your data using multiple columns of a dataframe. One would expect multiindex to provide a performance boost over naive column storage, but as of Pandas v 1.1.4, that appears not to be the case.
Timinigs
import numpy as np
import pandas as pd
np.random.seed(2020)
inv = pd.DataFrame({
'store_id': np.random.choice(10000, size=10**7),
'product_id': np.random.choice(1000, size=10**7),
'stock': np.random.choice(100, size=10**7),
})
# Create a DataFrame with a multiindex
inv_multi = inv.groupby(['store_id', 'product_id'])[['stock']].agg('sum')
print(inv_multi)
stock
store_id product_id
0 2 48
4 18
5 58
7 149
8 158
... ...
9999 992 132
995 121
996 105
998 99
999 16
[6321869 rows x 1 columns]
# Create a DataFrame without a multiindex
inv_cols = inv_multi.reset_index()
print(inv_cols)
store_id product_id stock
0 0 2 48
1 0 4 18
2 0 5 58
3 0 7 149
4 0 8 158
... ... ... ...
6321864 9999 992 132
6321865 9999 995 121
6321866 9999 996 105
6321867 9999 998 99
6321868 9999 999 16
[6321869 rows x 3 columns]
%%timeit
inv_multi.xs(key=100, level='store_id')
10 loops, best of 3: 20.2 ms per loop
%%timeit
inv_cols.loc[inv_cols.store_id == 100]
The slowest run took 8.79 times longer than the fastest. This could mean that an intermediate result is being cached.
100 loops, best of 3: 11.5 ms per loop
%%timeit
inv_multi.xs(key=100, level='product_id')
100 loops, best of 3: 9.08 ms per loop
%%timeit
inv_cols.loc[inv_cols.product_id == 100]
100 loops, best of 3: 12.2 ms per loop
%%timeit
inv_multi.xs(key=(100, 100), level=('store_id', 'product_id'))
10 loops, best of 3: 29.8 ms per loop
%%timeit
inv_cols.loc[(inv_cols.store_id == 100) & (inv_cols.product_id == 100)]
10 loops, best of 3: 28.8 ms per loop
Conclusion
The benefits from using a MultiIndex are about syntactic sugar, self-documenting data, and small conveniences from functions like unstack() as mentioned in #ZaxR's answer; Performance is not a benefit, which seems like a real missed opportunity.
Based on the comment on this
answer it seems the
experiment was flawed. Here is my attempt at a correct experiment.
Timings
import pandas as pd
import numpy as np
from timeit import timeit
random_data = np.random.randn(16, 4)
multiindex_lists = [["A", "B", "C", "D"], [1, 2, 3, 4]]
multiindex = pd.MultiIndex.from_product(multiindex_lists)
dfm = pd.DataFrame(random_data, multiindex)
df = dfm.reset_index()
print("dfm:\n", dfm, "\n")
print("df\n", df, "\n")
dfm_selection = dfm.loc[("B", 4), 3]
print("dfm_selection:", dfm_selection, type(dfm_selection))
df_selection = df[(df["level_0"] == "B") & (df["level_1"] == 4)][3].iat[0]
print("df_selection: ", df_selection, type(df_selection), "\n")
print("dfm_selection timeit:",
timeit(lambda: dfm.loc[("B", 4), 3], number=int(1e6)))
print("df_selection timeit: ",
timeit(
lambda: df[(df["level_0"] == "B") & (df["level_1"] == 4)][3].iat[0],
number=int(1e6)))
dfm:
0 1 2 3
A 1 -1.055128 -0.845019 -2.853027 0.521738
2 0.397804 0.385045 -0.121294 -0.696215
3 -0.551836 -0.666953 -0.956578 1.929732
4 -0.154780 1.778150 0.183104 -0.013989
B 1 -0.315476 0.564419 0.492496 -1.052432
2 -0.695300 0.085265 0.701724 -0.974168
3 -0.879915 -0.206499 1.597701 1.294885
4 0.653261 0.279641 -0.800613 1.050241
C 1 1.004199 -1.377520 -0.672913 1.491793
2 -0.453452 0.367264 -0.002362 0.411193
3 2.271958 0.240864 -0.923934 -0.572957
4 0.737893 -0.523488 0.485497 -2.371977
D 1 1.133661 -0.584973 -0.713320 -0.656315
2 -1.173231 -0.490667 0.634677 1.711015
3 -0.050371 -0.175644 0.124797 0.703672
4 1.349595 0.122202 -1.498178 0.013391
df
level_0 level_1 0 1 2 3
0 A 1 -1.055128 -0.845019 -2.853027 0.521738
1 A 2 0.397804 0.385045 -0.121294 -0.696215
2 A 3 -0.551836 -0.666953 -0.956578 1.929732
3 A 4 -0.154780 1.778150 0.183104 -0.013989
4 B 1 -0.315476 0.564419 0.492496 -1.052432
5 B 2 -0.695300 0.085265 0.701724 -0.974168
6 B 3 -0.879915 -0.206499 1.597701 1.294885
7 B 4 0.653261 0.279641 -0.800613 1.050241
8 C 1 1.004199 -1.377520 -0.672913 1.491793
9 C 2 -0.453452 0.367264 -0.002362 0.411193
10 C 3 2.271958 0.240864 -0.923934 -0.572957
11 C 4 0.737893 -0.523488 0.485497 -2.371977
12 D 1 1.133661 -0.584973 -0.713320 -0.656315
13 D 2 -1.173231 -0.490667 0.634677 1.711015
14 D 3 -0.050371 -0.175644 0.124797 0.703672
15 D 4 1.349595 0.122202 -1.498178 0.013391
dfm_selection: 1.0502406808918188 <class 'numpy.float64'>
df_selection: 1.0502406808918188 <class 'numpy.float64'>
dfm_selection timeit: 63.92458086000079
df_selection timeit: 450.4555013199997
Conclusion
MultiIndex single-value retrieval is over 7 times faster than conventional
dataframe single-value retrieval.
The syntax for MultiIndex retrieval is much cleaner.

Apply rolling function to groupby over several columns

I'd like to apply rolling functions to a dataframe grouped by two columns with repeated date entries. Specifically, with both "freq" and "window" as datetime values, not simply ints.
In principle, I'm try to combine the methods from How to apply rolling functions in a group by object in pandas and pandas rolling sum of last five minutes.
Input
Here is a sample of the data, with one id=33 although we expect several id's.
X = [{'date': '2017-02-05', 'id': 33, 'item': 'A', 'points': 20},
{'date': '2017-02-05', 'id': 33, 'item': 'B', 'points': 10},
{'date': '2017-02-06', 'id': 33, 'item': 'B', 'points': 10},
{'date': '2017-02-11', 'id': 33, 'item': 'A', 'points': 1},
{'date': '2017-02-11', 'id': 33, 'item': 'A', 'points': 1},
{'date': '2017-02-11', 'id': 33, 'item': 'A', 'points': 1},
{'date': '2017-02-13', 'id': 33, 'item': 'A', 'points': 4}]
# df = pd.DataFrame(X) and reindex df to pd.to_datetime(df['date'])
df
id item points
date
2017-02-05 33 A 20
2017-02-05 33 B 10
2017-02-06 33 B 10
2017-02-11 33 A 1
2017-02-11 33 A 1
2017-02-11 33 A 1
2017-02-13 33 A 4
Goal
Sample each 'id' every 2 days (freq='2d') and return the sum of total points for each item over the previous three days (window='3D'), end-date inclusive
Desired Output
id A B
date
2017-02-05 33 20 10
2017-02-07 33 20 30
2017-02-09 33 0 10
2017-02-11 33 3 0
2017-02-13 33 7 0
E.g. on the right-inclusive end-date 2017-02-13, we sample the 3-day period 2017-02-11 to 2017-02-13. In this period, id=33 had a sum of A points equal to 1+1+1+4 = 7
Attempts
An attempt of groupby with a pd.rolling_sum as follows didn't work, due to repeated dates
df.groupby(['id', 'item'])['points'].apply(pd.rolling_sum, freq='4D', window=3)
ValueError: cannot reindex from a duplicate axis
Also note that from the documentation http://pandas.pydata.org/pandas-docs/version/0.17.0/generated/pandas.rolling_apply.html 'window' is an int representing the size sample period, not the number of days to sample.
We can also try resampling and using last, however the desired look-back of 3 days doesn't seem to be used
df.groupby(['id', 'item'])['points'].resample('2D', label='right', closed='right').\
apply(lambda x: x.last('3D').sum())
id item date
33 A 2017-02-05 20
2017-02-07 0
2017-02-09 0
2017-02-11 3
2017-02-13 4
B 2017-02-05 10
2017-02-07 10
Of course,setting up a loop over unique id's ID, selecting df_id = df[df['id']==ID], and summing over the periods does work but is computationally-intensive and doesn't exploit groupby's nice vectorization.
Thanks to #jezrael for good suggestions so far
Notes
Pandas version = 0.20.1
I'm a little confused as to why the documentation on rolling() here:https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.rolling.html
suggests that the "window" parameter can be in an int or offset but on attempting df.rolling(window='3D',...) I getraise ValueError("window must be an integer")
It appears that the above documentation is not consistent with the latest code for rolling's window from ./core/window.py :
https://github.com/pandas-dev/pandas/blob/master/pandas/core/window.py
elif not is_integer(self.window):
raise ValueError("window must be an integer")
It's easiest to handle resample and rolling with date frequencies when we have a single level datetime index.
However, I can't pivot/unstack appropriately without dealing with duplicate A/Bs so I groupby and sum
I unstack one level date so I can fill_value=0. Currently, I can't fill_value=0 when I unstack more than one level at a time. I make up for it with a transpose T
Now that I've got a single level in the index, I reindex with a date range from the min to max values in the index
Finally, I do a rolling 3 day sum and resample that result every 2 days with resample
I clean this up with a bit of renaming indices and one more pivot.
s = df.set_index(['id', 'item'], append=True).points
s = s.groupby(level=['date', 'id', 'item']).sum()
d = s.unstack('date', fill_value=0).T
tidx = pd.date_range(d.index.min(), d.index.max())
d = d.reindex(tidx, fill_value=0)
d1 = d.rolling('3D').sum().resample('2D').first().astype(d.dtypes).stack(0)
d1 = d1.rename_axis(['date', 'id']).rename_axis(None, 1)
print(d1)
A B
date id
2017-02-05 33 20 10
2017-02-07 33 20 20
2017-02-09 33 0 0
2017-02-11 33 3 0
2017-02-13 33 7 0
df = pd.DataFrame(X)
# group sum by day
df = df.groupby(['date', 'id', 'item'])['points'].sum().reset_index().sort_values(['date', 'id', 'item'])
# convert index to datetime index
df = df.set_index('date')
df.index = DatetimeIndex(df.index)
# rolloing sum by 3D
df['pointsum'] = df.groupby(['id', 'item']).transform(lambda x: x.rolling(window='3D').sum())
# reshape dataframe
df = df.reset_index().set_index(['date', 'id', 'item'])['pointsum'].unstack().reset_index().set_index('date').fillna(0)
df

How to multiply iteratively down a column?

I am having a tough time with this one - not sure why...maybe it's the late hour.
I have a dataframe in pandas as follows:
1 10
2 11
3 20
4 5
5 10
I would like to calculate for each row the multiplicand for each row above it. For example, at row 3, I would like to calculate 10*11*20, or 2,200.
How do I do this?
Use cumprod.
Example:
df = pd.DataFrame({'A': [10, 11, 20, 5, 10]}, index=range(1, 6))
df['cprod'] = df['A'].cumprod()
Note, since your example is just a single column, a cumulative product can be done succinctly with a Series:
import pandas as pd
s = pd.Series([10, 11, 20, 5, 10])
s
# Output
0 10
1 11
2 20
3 5
4 10
dtype: int64
s.cumprod()
# Output
0 10
1 110
2 2200
3 11000
4 110000
dtype: int64
Kudos to #bananafish for locating the inherent cumprod method.