Scraping Table across Multipe WebPages Using BeautifulSoup - pandas

Link to table: https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=all&page=0
This table goes from page 0 to page 27.
I have successfully scraped the table into a pandas df for page 0:
url = 'https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=all&page=0'
page = requests.get(url)
soup = BeautifulSoup(page.text, 'lxml')
#getting the table
table = soup.find('table', {'class':'views-table views-view-table cols-20'})
headers = []
for i in table.find_all('th'):
title = i.text.strip()
headers.append(title)
df = pd.DataFrame(columns = headers)
for row in table.find_all('tr')[1:]:
data = row.find_all('td')
row_data = [td.text.strip() for td in data]
length = len(df)
df.loc[length] = row_data
Now I need to do the same for all the pages and store it into a single a df.

You can use pandas.read_html to parse tables to dataframes and then concat them:
import pandas as pd
url = "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve&field_tdr_date_value=all&page={}"
all_df = []
for page in range(0, 10): # <-- increase number of pages here
print("Getting page", page)
all_df.append(pd.read_html(url.format(page))[0])
final_df = pd.concat(all_df).reset_index(drop=True)
print(final_df.tail(10).to_markdown(index=False))
Date
20 YR
30 YR
Extrapolation Factor
8 WEEKS BANK DISCOUNT
COUPON EQUIVALENT
52 WEEKS BANK DISCOUNT
COUPON EQUIVALENT.1
1 Mo
2 Mo
3 Mo
6 Mo
1 Yr
2 Yr
3 Yr
5 Yr
7 Yr
10 Yr
20 Yr
30 Yr
12/13/2001
nan
nan
nan
nan
nan
nan
nan
1.69
nan
1.69
1.78
2.2
3.09
3.62
4.4
4.9
5.13
5.81
5.53
12/14/2001
nan
nan
nan
nan
nan
nan
nan
1.7
nan
1.73
1.81
2.22
3.2
3.73
4.52
5.01
5.24
5.89
5.59
12/17/2001
nan
nan
nan
nan
nan
nan
nan
1.72
nan
1.74
1.84
2.24
3.21
3.74
4.54
5.03
5.26
5.91
5.61
12/18/2001
nan
nan
nan
nan
nan
nan
nan
1.72
nan
1.71
1.81
2.24
3.13
3.66
4.46
4.93
5.16
5.81
5.52
12/19/2001
nan
nan
nan
nan
nan
nan
nan
1.69
nan
1.69
1.8
2.23
3.11
3.63
4.38
4.84
5.08
5.73
5.45
12/20/2001
nan
nan
nan
nan
nan
nan
nan
1.67
nan
1.69
1.79
2.22
3.15
3.67
4.42
4.86
5.08
5.73
5.43
12/21/2001
nan
nan
nan
nan
nan
nan
nan
1.67
nan
1.71
1.81
2.23
3.17
3.69
4.45
4.89
5.12
5.76
5.45
12/24/2001
nan
nan
nan
nan
nan
nan
nan
1.66
nan
1.72
1.83
2.24
3.22
3.74
4.49
4.95
5.18
5.81
5.49
12/26/2001
nan
nan
nan
nan
nan
nan
nan
1.77
nan
1.75
1.87
2.34
3.26
3.8
4.55
5
5.22
5.84
5.52
12/27/2001
nan
nan
nan
nan
nan
nan
nan
1.75
nan
1.74
1.84
2.27
3.19
3.71
4.46
4.9
5.13
5.78
5.49

Related

Is it possible to turn quartely data to monthly?

I'm struggling with this problem and I'm not sure if I'm approaching it correctly.
I have this dataset:
ticker date filing_date_x currency_symbol_x researchdevelopment effectofaccountingcharges incomebeforetax minorityinterest netincome sellinggeneraladministrative grossprofit ebit nonoperatingincomenetother operatingincome otheroperatingexpenses interestexpense taxprovision interestincome netinterestincome extraordinaryitems nonrecurring otheritems incometaxexpense totalrevenue totaloperatingexpenses costofrevenue totalotherincomeexpensenet discontinuedoperations netincomefromcontinuingops netincomeapplicabletocommonshares preferredstockandotheradjustments filing_date_y currency_symbol_y totalassets intangibleassets earningassets othercurrentassets totalliab totalstockholderequity deferredlongtermliab ... totalcurrentliabilities shorttermdebt shortlongtermdebt shortlongtermdebttotal otherstockholderequity propertyplantequipment totalcurrentassets longterminvestments nettangibleassets shortterminvestments netreceivables longtermdebt inventory accountspayable totalpermanentequity noncontrollinginterestinconsolidatedentity temporaryequityredeemablenoncontrollinginterests accumulatedothercomprehensiveincome additionalpaidincapital commonstocktotalequity preferredstocktotalequity retainedearningstotalequity treasurystock accumulatedamortization noncurrrentassetsother deferredlongtermassetcharges noncurrentassetstotal capitalleaseobligations longtermdebttotal noncurrentliabilitiesother noncurrentliabilitiestotal negativegoodwill warrants preferredstockredeemable capitalsurpluse liabilitiesandstockholdersequity cashandshortterminvestments propertyplantandequipmentgross accumulateddepreciation commonstocksharesoutstanding
116638 JNJ.US 2019-12-31 2020-02-18 USD 3.232000e+09 NaN 4.218000e+09 NaN 4.010000e+09 6.039000e+09 1.363200e+10 6.119000e+09 6.500000e+07 4.238000e+09 NaN 85000000.0 208000000.0 81000000.0 -4000000.0 NaN 104000000.0 NaN 208000000.0 2.074700e+10 9.414000e+09 7.115000e+09 -1.200000e+08 NaN 4.010000e+09 4.010000e+09 NaN 2020-02-18 USD 1.577280e+11 4.764300e+10 NaN 2.486000e+09 9.825700e+10 5.947100e+10 5.958000e+09 ... 3.596400e+10 1.202000e+09 1.202000e+09 NaN -1.589100e+10 1.765800e+10 4.527400e+10 1.149000e+09 -2.181100e+10 1.982000e+09 1.448100e+10 2.649400e+10 9.020000e+09 3.476200e+10 NaN NaN NaN NaN NaN 3.120000e+09 NaN 1.106590e+11 -3.841700e+10 NaN 5.695000e+09 7.819000e+09 1.124540e+11 NaN 2.649400e+10 2.984100e+10 6.229300e+10 NaN NaN NaN NaN 1.577280e+11 1.928700e+10 NaN NaN 2.632507e+09
116569 JNJ.US 2020-03-31 2020-04-29 USD 2.580000e+09 NaN 6.509000e+09 NaN 5.796000e+09 5.203000e+09 1.364400e+10 8.581000e+09 7.460000e+08 5.788000e+09 NaN 25000000.0 713000000.0 67000000.0 42000000.0 300000000.0 58000000.0 NaN 713000000.0 2.069100e+10 7.135000e+09 7.047000e+09 6.210000e+08 NaN 5.796000e+09 5.796000e+09 NaN 2020-04-29 USD 1.550170e+11 4.733800e+10 NaN 2.460000e+09 9.372300e+10 6.129400e+10 5.766000e+09 ... 3.368900e+10 2.190000e+09 2.190000e+09 NaN -1.624300e+10 1.740100e+10 4.422600e+10 NaN -1.951500e+10 2.494000e+09 1.487400e+10 2.539300e+10 8.868000e+09 3.149900e+10 NaN NaN NaN NaN NaN 3.120000e+09 NaN 1.129010e+11 -3.848400e+10 NaN 5.042000e+09 NaN 7.539000e+09 NaN 2.539300e+10 2.887500e+10 6.003400e+10 NaN NaN NaN NaN 1.550170e+11 1.802400e+10 4.324700e+10 -2.584600e+10 2.632392e+09
116420 JNJ.US 2020-06-30 2020-07-24 USD 2.707000e+09 NaN 3.940000e+09 NaN 3.626000e+09 4.993000e+09 1.177900e+10 5.711000e+09 -5.000000e+06 3.990000e+09 NaN 45000000.0 314000000.0 19000000.0 -26000000.0 NaN 67000000.0 NaN 314000000.0 1.833600e+10 7.839000e+09 6.557000e+09 -8.500000e+07 NaN 3.626000e+09 3.626000e+09 NaN 2020-07-24 USD 1.583800e+11 4.741300e+10 NaN 2.688000e+09 9.540200e+10 6.297800e+10 5.532000e+09 ... 3.677200e+10 5.332000e+09 5.332000e+09 NaN -1.553300e+10 1.759800e+10 4.589200e+10 NaN -1.832500e+10 7.961000e+09 1.464500e+10 2.506200e+10 9.424000e+09 3.144000e+10 NaN NaN NaN NaN NaN 3.120000e+09 NaN 1.138980e+11 -3.850700e+10 NaN 5.782000e+09 NaN 7.805000e+09 NaN 2.506200e+10 2.803600e+10 5.863000e+10 NaN NaN NaN NaN 1.583800e+11 1.913500e+10 4.405600e+10 -2.645800e+10 2.632377e+09
116235 JNJ.US 2020-09-30 2020-10-23 USD 2.840000e+09 NaN 4.401000e+09 NaN 3.554000e+09 5.431000e+09 1.411000e+10 4.445000e+09 -1.188000e+09 5.633000e+09 NaN 44000000.0 847000000.0 12000000.0 -32000000.0 NaN 206000000.0 NaN 847000000.0 2.108200e+10 8.477000e+09 6.972000e+09 -1.268000e+09 NaN 3.554000e+09 3.554000e+09 NaN 2020-10-23 USD 1.706930e+11 4.700600e+10 NaN 2.619000e+09 1.062200e+11 6.447300e+10 5.615000e+09 ... 3.884700e+10 5.078000e+09 5.078000e+09 NaN -1.493800e+10 1.785500e+10 5.757800e+10 NaN -1.684000e+10 1.181600e+10 1.457900e+10 3.268000e+10 9.599000e+09 3.376900e+10 NaN NaN NaN NaN NaN 3.120000e+09 NaN 1.148310e+11 -3.854000e+10 NaN 6.131000e+09 NaN 7.816000e+09 NaN 3.268000e+10 2.907800e+10 6.737300e+10 NaN NaN NaN NaN 1.706930e+11 3.078100e+10 4.516200e+10 -2.730700e+10 2.632167e+09
116135 JNJ.US 2020-12-31 2021-02-22 USD 4.032000e+09 NaN 1.647000e+09 NaN 1.738000e+09 6.457000e+09 1.466100e+10 1.734000e+09 -2.341000e+09 4.075000e+09 NaN 87000000.0 -91000000.0 13000000.0 -74000000.0 NaN 97000000.0 NaN -91000000.0 2.247500e+10 1.058600e+10 7.814000e+09 -2.414000e+09 NaN 1.738000e+09 1.738000e+09 NaN 2021-02-22 USD 1.748940e+11 5.340200e+10 NaN 3.132000e+09 1.116160e+11 6.327800e+10 7.214000e+09 ... 4.249300e+10 2.631000e+09 2.631000e+09 NaN -1.524200e+10 1.876600e+10 5.123700e+10 NaN -2.651700e+10 1.120000e+10 1.357600e+10 3.263500e+10 9.344000e+09 3.986200e+10 NaN NaN NaN NaN NaN 3.120000e+09 NaN 1.138900e+11 -3.849000e+10 NaN 6.562000e+09 NaN 8.534000e+09 NaN 3.263500e+10 2.927400e+10 6.912300e+10 NaN NaN NaN NaN 1.748940e+11 2.518500e+10 NaN NaN 2.632512e+09
then I have this dataframe(daily) prices:
ticker date open high low close adjusted_close volume
0 JNJ.US 2021-08-02 172.470 172.840 171.300 172.270 172.2700 3620659
1 JNJ.US 2021-07-30 172.540 172.980 171.840 172.200 172.2000 5346400
2 JNJ.US 2021-07-29 172.740 173.340 171.090 172.180 172.1800 4214100
3 JNJ.US 2021-07-28 172.730 173.380 172.080 172.180 172.1800 5750700
4 JNJ.US 2021-07-27 171.800 172.720 170.670 172.660 172.6600 7089300
I have daily data in the price data but I have quarterly data in the first data frame. I want to merge the dataframe in a way that all the prices between Jan-01-2020 and Mar-01-2020 are being merged with the correct row.
I'm not sure exactly how to do this. I thought of extracting the date to month-year but I still don't know how to merge based on the range of values?
Any suggestions would be welcomed, if I'm not clear please let me know and I can clarify.
If I understand correctly you could create common year and quarter columns for each DataFrame and do a merge on those columns. I did a left merge if you only want to match columns in the left dataset (daily data).
If this is not what you are looking for, could you please clarify with a sample input/output?
# importing pandas as pd
import pandas as pd
# Creating dummy data of daily values
dt = pd.Series(['2020-08-02', '2020-07-30', '2020-07-29',
'2020-07-28', '2020-07-27'])
# Convert the underlying data to datetime
dt = pd.to_datetime(dt)
dt_df = pd.DataFrame(dt, columns=['date'])
dt_df['quarter_1'] = dt_df['date'].dt.quarter
dt_df['year_1'] = dt_df['date'].dt.year
print(dt_df)
date quarter_1 year_1
0 2020-08-02 3 2020
1 2020-07-30 3 2020
2 2020-07-29 3 2020
3 2020-07-28 3 2020
4 2020-07-27 3 2020
# Creating dummy data of quarterly values
dt2 = pd.Series(['2019-12-31', '2020-03-31', '2020-06-30',
'2020-09-30', '2020-12-31'])
# Convert the underlying data to datetime
dt2 = pd.to_datetime(dt2)
dt2_df = pd.DataFrame(sr2, columns=['date2'])
dt2_df['quarter_2'] = dt2_df['date2'].dt.quarter
dt2_df['year_2'] = dt2_df['date2'].dt.year
print(dt2_df)
date_quarter quarter_2 year_2
0 2019-12-31 4 2019
1 2020-03-31 1 2020
2 2020-06-30 2 2020
3 2020-09-30 3 2020
4 2020-12-31 4 2020
Then you can just merge on how ever you want.
dt_df.merge(dt2_df, how='left', left_on=['quarter_1', 'year_1'], right_on=['quarter_2', 'year_2'] , validate="many_to_many")
OUTPUT:
date quarter_1 year_1 date_quarter quarter_2 year_2
0 2020-08-02 3 2020 2020-09-30 3 2020
1 2020-07-30 3 2020 2020-09-30 3 2020
2 2020-07-29 3 2020 2020-09-30 3 2020
3 2020-07-28 3 2020 2020-09-30 3 2020
4 2020-07-27 3 2020 2020-09-30 3 2020

Converting Annual and Monthly data to weekly in Python

My current data has variables recorded at different time interval and I want to have all variables cleaned and nicely aligned in a weekly format by either redistribution (weekly = monthly/4) or fill in the monthly value for each week (weekly = monthly).
df=pd.DataFrame({
'Date':['2020-06-03','2020-06-08','2020-06-15','2020-06-22','2020-06-29','2020-07-15','2020-08-15','2020-09-15','2020-10-14','2020-11-15','2020-12-15','2020-12-31','2021-01-15'],
'Date_Type':['Week_start_Mon','Week_start_Mon','Week_start_Mon','Week_start_Mon','Week_start_Mon','Monthly','Monthly','Monthly','Monthly','Monthly','Annual','Annual','Annual'],
'Var_Name':['A','A','A','A','B','C','C','C','E','F','G','G','H'],
'Var_Value':
[150,50,0,200,800,5000,2000,6000.15000,2300,3300,650000,980000,1240000]})
Date Date_Type Var_Name Var_Value
0 2020-06-03 Week_start_Mon A 150.0
1 2020-06-08 Week_start_Mon A 50.0
2 2020-06-15 Week_start_Mon A 0.0
3 2020-06-22 Week_start_Mon A 200.0
4 2020-06-29 Week_start_Mon B 800.0
5 2020-07-15 Monthly C 5000.0
6 2020-08-15 Monthly C 2000.0
7 2020-09-15 Monthly C 6000.15
8 2020-10-14 Monthly E 2300.0
9 2020-11-15 Monthly F 3300.0
10 2020-12-15 Annual G 650000.0
11 2020-12-31 Annual G 980000.0
12 2021-01-15 Annual H 1240000.0
An ideal output will look like this:
For variable C, the date range will be the start to the end dates of master df. All dates are aligned and set to start on Mondays of that week. The monthly variable value is evenly distributed to 4 weeks, and there would 0 for each week in June.
Similarly annual variables will be distributed to 52 weeks.
Date Date_Type Var_Name Var_Value
0 2020-06-01 Monthly C 0
1 2020-06-08 Monthly C 0
2 2020-06-15 Monthly C 0
3 2020-06-22 Monthly C 0
4 2020-06-29 Monthly C 0
5 2020-07-06 Monthly C 1250
6 2020-07-13 Monthly C 1250
7 2020-07-20 Monthly C 1250
8 2020-07-27 Monthly C 1250
9 2020-08-03 Monthly C 400
10 2020-08-10 Monthly C 400
11 2020-08-17 Monthly C 400
12 2020-08-24 Monthly C 400
13 2020-08-31 Monthly C 400
.
.
.
to the end date
For variable E, a percentage value that need to be filled for every week where it applies, the output would look like this:
Date Date_Type Var_Name Var_Value
0 2020-06-01 Monthly E 0
1 2020-06-08 Monthly E 0
2 2020-06-15 Monthly E 0
3 2020-06-22 Monthly E 0
.
.
.
5 2020-09-28 Monthly E 0
6 2020-10-05 Monthly E 0.35
7 2020-10-12 Monthly E 0.35
8 2020-10-19 Monthly E 0.35
9 2020-10-26 Monthly E 0.35
10 2020-11-02 Monthly E 0
11 2020-11-09 Monthly E 0
12 2020-11-16 Monthly E 0
Ultimately my goal is to create a loop for treating this kind of data
if weekly
xxxxx
if monthly
xxxxx
if annual
xxxxx
Please help!
This is a partial answer, I need some explanation.
Set Date as index and realign all dates to Monday (I assume Date is already a datetime64 dtype)
df = df.set_index("Date")
df.index = df.index.map(lambda d: d - pd.tseries.offsets.Day(d.weekday()))
>>> df
Date_Type Var_Name Var_Value
Date
2020-06-01 Weekly A 150.00
2020-06-08 Weekly A 50.00
2020-06-15 Weekly A 0.00
2020-06-22 Weekly A 200.00
2020-06-29 Weekly B 800.00
2020-07-13 Monthly C 5000.00
2020-08-10 Monthly C 2000.00
2020-09-14 Monthly C 6000.15
2020-10-12 Monthly E 2300.00
2020-11-09 Monthly F 3300.00
2020-12-14 Annual G 650000.00
2020-12-28 Annual G 980000.00
2021-01-11 Annual H 1240000.00
Create the index for each variable from 2020-06-01 to 2021-01-11 with a frequency of 7 days:
dti = pd.date_range(df.index.min(), df.index.max(), freq="7D", name="Date")
>>> dti
DatetimeIndex(['2020-06-01', '2020-06-08', '2020-06-15', '2020-06-22',
'2020-06-29', '2020-07-06', '2020-07-13', '2020-07-20',
'2020-07-27', '2020-08-03', '2020-08-10', '2020-08-17',
'2020-08-24', '2020-08-31', '2020-09-07', '2020-09-14',
'2020-09-21', '2020-09-28', '2020-10-05', '2020-10-12',
'2020-10-19', '2020-10-26', '2020-11-02', '2020-11-09',
'2020-11-16', '2020-11-23', '2020-11-30', '2020-12-07',
'2020-12-14', '2020-12-21', '2020-12-28', '2021-01-04',
'2021-01-11'],
dtype='datetime64[ns]', name='Date', freq='7D')
Reindex your dataframe with the new index (pivot for a better display):
df = df.pivot(columns=["Date_Type", "Var_Name"], values="Var_Value").reindex(dti)
>>> df
Date_Type Weekly Monthly Annual
Var_Name A B C E F G H
Date
2020-06-01 150.0 NaN NaN NaN NaN NaN NaN
2020-06-08 50.0 NaN NaN NaN NaN NaN NaN
2020-06-15 0.0 NaN NaN NaN NaN NaN NaN
2020-06-22 200.0 NaN NaN NaN NaN NaN NaN
2020-06-29 NaN 800.0 NaN NaN NaN NaN NaN
2020-07-06 NaN NaN NaN NaN NaN NaN NaN
2020-07-13 NaN NaN 5000.00 NaN NaN NaN NaN
2020-07-20 NaN NaN NaN NaN NaN NaN NaN
2020-07-27 NaN NaN NaN NaN NaN NaN NaN
2020-08-03 NaN NaN NaN NaN NaN NaN NaN
2020-08-10 NaN NaN 2000.00 NaN NaN NaN NaN
2020-08-17 NaN NaN NaN NaN NaN NaN NaN
2020-08-24 NaN NaN NaN NaN NaN NaN NaN
2020-08-31 NaN NaN NaN NaN NaN NaN NaN
2020-09-07 NaN NaN NaN NaN NaN NaN NaN
2020-09-14 NaN NaN 6000.15 NaN NaN NaN NaN
2020-09-21 NaN NaN NaN NaN NaN NaN NaN
2020-09-28 NaN NaN NaN NaN NaN NaN NaN
2020-10-05 NaN NaN NaN NaN NaN NaN NaN
2020-10-12 NaN NaN NaN 2300.0 NaN NaN NaN
2020-10-19 NaN NaN NaN NaN NaN NaN NaN
2020-10-26 NaN NaN NaN NaN NaN NaN NaN
2020-11-02 NaN NaN NaN NaN NaN NaN NaN
2020-11-09 NaN NaN NaN NaN 3300.0 NaN NaN
2020-11-16 NaN NaN NaN NaN NaN NaN NaN
2020-11-23 NaN NaN NaN NaN NaN NaN NaN
2020-11-30 NaN NaN NaN NaN NaN NaN NaN
2020-12-07 NaN NaN NaN NaN NaN NaN NaN
2020-12-14 NaN NaN NaN NaN NaN 650000.0 NaN
2020-12-21 NaN NaN NaN NaN NaN NaN NaN
2020-12-28 NaN NaN NaN NaN NaN 980000.0 NaN
2021-01-04 NaN NaN NaN NaN NaN NaN NaN
2021-01-11 NaN NaN NaN NaN NaN NaN 1240000.0
It only remains to fill in the missing values. It can be easy if I know how to deal with:
if weekly
xxxxx
if monthly
xxxxx
if annual
xxxxx

How to remove periods of time in a dataframe?

I have this df:
CODE YEAR MONTH DAY TMAX TMIN PP BAD PERIOD 1 BAD PERIOD 2
9984 000130 1991 1 1 32.6 23.4 0.0 1991 1998
9985 000130 1991 1 2 31.2 22.4 0.0 NaN NaN
9986 000130 1991 1 3 32.0 NaN 0.0 NaN NaN
9987 000130 1991 1 4 32.2 23.0 0.0 NaN NaN
9988 000130 1991 1 5 30.5 22.0 0.0 NaN NaN
... ... ... ... ... ... ...
20118 000130 2018 9 30 31.8 21.2 NaN NaN NaN
30028 000132 1991 1 1 35.2 NaN 0.0 2005 2010
30029 000132 1991 1 2 34.6 NaN 0.0 NaN NaN
30030 000132 1991 1 3 35.8 NaN 0.0 NaN NaN
30031 000132 1991 1 4 34.8 NaN 0.0 NaN NaN
... ... ... ... ... ... ...
50027 000132 2019 10 5 36.5 NaN 13.1 NaN NaN
50028 000133 1991 1 1 36.2 NaN 0.0 1991 2010
50029 000133 1991 1 2 36.6 NaN 0.0 NaN NaN
50030 000133 1991 1 3 36.8 NaN 5.0 NaN NaN
50031 000133 1991 1 4 36.8 NaN 0.0 NaN NaN
... ... ... ... ... ... ...
54456 000133 2019 10 5 36.5 NaN 12.1 NaN NaN
I want to change the values ​​of the columns TMAX TMIN and PP to NaN, only of the periods specified in Bad Period 1 and Bad period 2 AND ONLY IN THEIR RESPECTIVE CODE. For example if I have Bad Period 1 equal to 1991 and Bad period 2 equal to 1998 I want all the values of TMAX, TMIN and PP that have code 000130 have NaN values since 1991 (bad period 1) to 1998 (bad period 2). I have 371 unique CODES in CODE column so i might use df.groupby("CODE").
Expected result after the change:
CODE YEAR MONTH DAY TMAX TMIN PP BAD PERIOD 1 BAD PERIOD 2
9984 000130 1991 1 1 NaN NaN NaN 1991 1998
9985 000130 1991 1 2 NaN NaN NaN NaN NaN
9986 000130 1991 1 3 NaN NaN NaN NaN NaN
9987 000130 1991 1 4 NaN NaN NaN NaN NaN
9988 000130 1991 1 5 NaN NaN NaN NaN NaN
... ... ... ... ... ... ...
20118 000130 2018 9 30 31.8 21.2 NaN NaN NaN
30028 000132 1991 1 1 35.2 NaN 0.0 2005 2010
30029 000132 1991 1 2 34.6 NaN 0.0 NaN NaN
30030 000132 1991 1 3 35.8 NaN 0.0 NaN NaN
30031 000132 1991 1 4 34.8 NaN 0.0 NaN NaN
... ... ... ... ... ... ...
50027 000132 2019 10 5 36.5 NaN 13.1 NaN NaN
50028 000133 1991 1 1 NaN NaN NaN 1991 2010
50029 000133 1991 1 2 NaN NaN NaN NaN NaN
50030 000133 1991 1 3 NaN NaN NaN NaN NaN
50031 000133 1991 1 4 NaN NaN NaN NaN NaN
... ... ... ... ... ... ...
54456 000133 2019 10 5 36.5 NaN 12.1 NaN NaN
you can propagate the values in your bad columns with ffill, if the non nan values are always at the first row per group of CODE and your data is ordered per CODE. If not, with groupby.transform and first. Then use mask to replace by nan where the YEAR is between your two bad columns once filled with the wanted value.
df_ = df[['BAD_1', 'BAD_2']].ffill()
#or more flexible df_ = df.groupby("CODE")[['BAD_1', 'BAD_2']].transform('first')
cols = ['TMAX', 'TMIN', 'PP']
df[cols] = df[cols].mask(df['YEAR'].ge(df_['BAD_1'])
& df['YEAR'].le(df_['BAD_2']))
print(df)
CODE YEAR MONTH DAY TMAX TMIN PP BAD_1 BAD_2
9984 130 1991 1 1 NaN NaN NaN 1991.0 1998.0
9985 130 1991 1 2 NaN NaN NaN NaN NaN
9986 130 1991 1 3 NaN NaN NaN NaN NaN
9987 130 1991 1 4 NaN NaN NaN NaN NaN
9988 130 1991 1 5 NaN NaN NaN NaN NaN
20118 130 2018 9 30 31.8 21.2 NaN NaN NaN
30028 132 1991 1 1 35.2 NaN 0.0 2005.0 2010.0
30029 132 1991 1 2 34.6 NaN 0.0 NaN NaN
30030 132 1991 1 3 35.8 NaN 0.0 NaN NaN
30031 132 1991 1 4 34.8 NaN 0.0 NaN NaN
50027 132 2019 10 5 36.5 NaN 13.1 NaN NaN
50028 133 1991 1 1 NaN NaN NaN 1991.0 2010.0
50029 133 1991 1 2 NaN NaN NaN NaN NaN
50030 133 1991 1 3 NaN NaN NaN NaN NaN
50031 133 1991 1 4 NaN NaN NaN NaN NaN
54456 133 2019 10 5 36.5 NaN 12.1 NaN NaN

Column names appearing against the whole dataframe

I am trying to add column names to a dataframe which has no header.
Dataframe
1.52101,13.64,4.49,1.10,71.78,0.06,8.75,0.00
2,1.51761,13.89,3.60,1.36,72.73,0.48,7.83,0.00
3,1.51618,13.53,3.55,1.54,72.99,0.39,7.78,0.00
Trying to add colum names:
col_names=['Id','RI','Na','Mg','Al','Si','K','Ca','Ba','Fe','Glass Type']
uci=pd.read_csv('UCI.csv', delimiter=',',header=None, names=col_names)
but first column name is appearing against the whole dataframe, rest of the column names have NaN
O/P:
Id RI Na Mg Al Si K Ca Ba Fe Glass Type
0 1,1.52101,13.64,4.49,1.10,71.78,0.06,8.75,0.00... NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
1 2,1.51761,13.89,3.60,1.36,72.73,0.48,7.83,0.00... NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
I get NaNs only for last columns, because more values in name list:
import pandas as pd
temp=u"""1.52101,13.64,4.49,1.10,71.78,0.06,8.75,0.00
2,1.51761,13.89,3.60,1.36,72.73,0.48,7.83,0.00
3,1.51618,13.53,3.55,1.54,72.99,0.39,7.78,0.00"""
#after testing replace 'pd.compat.StringIO(temp)' to 'filename.csv'
col_names=['Id','RI','Na','Mg','Al','Si','K','Ca','Ba','Fe','Glass Type']
df = pd.read_csv(pd.compat.StringIO(temp), names=col_names)
print (df)
Id RI Na Mg Al Si K Ca Ba Fe \
0 1.52101 13.64000 4.49 1.10 71.78 0.06 8.75 0.00 NaN NaN
1 2.00000 1.51761 13.89 3.60 1.36 72.73 0.48 7.83 0.0 NaN
2 3.00000 1.51618 13.53 3.55 1.54 72.99 0.39 7.78 0.0 NaN
Glass Type
0 NaN
1 NaN
2 NaN
But it seems your data are different, there are trailing ", so is necessary add parameter quoting:
temp=u'''"1,1.52101,13.64,4.49,1.10,71.78,0.06,8.75,0.00"
"2,1.51761,13.89,3.60,1.36,72.73,0.48,7.83,0.00"
"3,1.51618,13.53,3.55,1.54,72.99,0.39,7.78,0.00"'''
#after testing replace 'pd.compat.StringIO(temp)' to 'filename.csv'
col_names=['Id','RI','Na','Mg','Al','Si','K','Ca','Ba','Fe','Glass Type']
df = pd.read_csv(pd.compat.StringIO(temp), names=col_names, quoting=3)
print (df)
Id RI Na Mg Al Si K Ca Ba Fe Glass Type
0 "1 1.52101 13.64 4.49 1.10 71.78 0.06 8.75 0.00" NaN NaN
1 "2 1.51761 13.89 3.60 1.36 72.73 0.48 7.83 0.00" NaN NaN
2 "3 1.51618 13.53 3.55 1.54 72.99 0.39 7.78 0.00" NaN NaN
#last manually remove traling "
df['Id'] = df['Id'].str.strip('"')
df['Ba'] = df['Ba'].str.strip('"').astype(float)
print (df)
Id RI Na Mg Al Si K Ca Ba Fe Glass Type
0 1 1.52101 13.64 4.49 1.10 71.78 0.06 8.75 0.00 NaN NaN
1 2 1.51761 13.89 3.60 1.36 72.73 0.48 7.83 0.00 NaN NaN
2 3 1.51618 13.53 3.55 1.54 72.99 0.39 7.78 0.00 NaN NaN
Verify problem:
col_names=['Id','RI','Na','Mg','Al','Si','K','Ca','Ba','Fe','Glass Type']
print (pd.read_csv(pd.compat.StringIO(temp), names=col_names))
Id RI Na Mg Al Si K Ca \
0 1,1.52101,13.64,4.49,1.10,71.78,0.06,8.75,0.00 NaN NaN NaN NaN NaN NaN NaN
1 2,1.51761,13.89,3.60,1.36,72.73,0.48,7.83,0.00 NaN NaN NaN NaN NaN NaN NaN
2 3,1.51618,13.53,3.55,1.54,72.99,0.39,7.78,0.00 NaN NaN NaN NaN NaN NaN NaN
Ba Fe Glass Type
0 NaN NaN NaN
1 NaN NaN NaN
2 NaN NaN NaN

Resample time series excluding nan data

I have a daily data time series in which there are many NaN values. I want to resample to monthly data taking account only months with less than 10 day NaN values.
I've tried using the resample function, by this way:
df =
Date Sr_1 Sr_2 Sr_3
01/12/1978 32.2 20.8 NaN
02/12/1978 32.2 20.6 NaN
03/12/1978 31.6 22 NaN
04/12/1978 28.2 19.4 NaN
05/12/1978 29.8 22.8 24.6
06/12/1978 32 22.2 25.8
07/12/1978 32.8 23.2 NaN
08/12/1978 29.8 NaN 26.8
09/12/1978 31.4 21.4 25.4
10/12/1978 28.8 24 NaN
11/12/1978 30.8 20 NaN
12/12/1978 32 24 25.6
13/12/1978 33 23.2 25.8
14/12/1978 32.4 22.4 24.6
15/12/1978 30 20.6 NaN
16/12/1978 32.6 21.2 NaN
17/12/1978 33 23.4 NaN
18/12/1978 30.4 20.4 26.4
19/12/1978 32 22.2 NaN
20/12/1978 32.2 NaN NaN
21/12/1978 32.8 22.8 NaN
22/12/1978 32 22.2 NaN
23/12/1978 32.2 NaN NaN
24/12/1978 31.4 NaN NaN
25/12/1978 33 NaN 25.6
26/12/1978 33.4 20.6 NaN
27/12/1978 33.6 22.2 NaN
28/12/1978 33.6 23.4 NaN
29/12/1978 33.8 23.4 NaN
30/12/1978 33.2 NaN 25.2
31/12/1978 33.6 23.4 25.2
df.resample('1MS', how='mean')
The result is:
01/12/1978 31.9 22.1 25.5
But Sr_3 have more than 10 NaN values, so the result must be NaN.
Thanks
Here's a hackyish way. First count the number of NaNs then use where to NaN those out.
In [11]: g = df1.groupby(pd.TimeGrouper('1MS'))
Note: count by using isnull and sum.
In [12]: g.apply(lambda x: pd.isnull(x).sum()).unstack(1) # Note: columns match res
Out[12]:
Sr_1 Sr_2 Sr_3
Date
1978-01-01 0 0 1
1978-02-01 0 0 1
1978-03-01 0 0 1
1978-04-01 0 0 1
1978-05-01 0 0 0
1978-06-01 0 0 0
1978-07-01 0 0 1
1978-08-01 0 1 0
1978-09-01 0 0 0
1978-10-01 0 0 1
1978-11-01 0 0 1
1978-12-01 0 5 13
In [13]: under_ten_nan = g.apply(lambda x: pd.isnull(x).sum()).unstack(1) <= 10
use where to NaN those entries over 10:
In [14]: res.where(under_ten_nan)
Out[14]:
Sr_1 Sr_2 Sr_3
Date
1978-01-01 32.20 20.80 NaN
1978-02-01 32.20 20.60 NaN
1978-03-01 31.60 22.00 NaN
1978-04-01 28.20 19.40 NaN
1978-05-01 29.80 22.80 24.6
1978-06-01 32.00 22.20 25.8
1978-07-01 32.80 23.20 NaN
1978-08-01 29.80 NaN 26.8
1978-09-01 31.40 21.40 25.4
1978-10-01 28.80 24.00 NaN
1978-11-01 30.80 20.00 NaN
1978-12-01 32.51 22.36 NaN
You can pre-filter the groups (using a similar algo as #Andy Hayden). Not sure if this is any less hacky!
This is new in 0.14.0 (you can you pd.TimeGrouper('1MS') in prior versions
In [20]: g = pd.Grouper(freq='1MS')
Filter and only keep groups where the column satisfy the criteria of having < 10 nans
Then do the resample (this is what groupby(g).mean() does)
In [28]: pd.concat([
df.groupby(g)[c].filter(lambda x: x.isnull().sum()<10).groupby(g).mean()
for c in df.columns ],axis=1)
Out[28]:
Sr_1 Sr_2 Sr_3
Date
1978-01-01 32.20 20.80 NaN
1978-02-01 32.20 20.60 NaN
1978-03-01 31.60 22.00 NaN
1978-04-01 28.20 19.40 NaN
1978-05-01 29.80 22.80 24.6
1978-06-01 32.00 22.20 25.8
1978-07-01 32.80 23.20 NaN
1978-08-01 29.80 NaN 26.8
1978-09-01 31.40 21.40 25.4
1978-10-01 28.80 24.00 NaN
1978-11-01 30.80 20.00 NaN
1978-12-01 32.51 22.36 NaN
This has to be done columm by column and then concatted because filter works on the entire group.