Here is my pandas dataframe:
df = pd.DataFrame({'Date': {0: '2016-10-11', 1: '2016-10-11', 2: '2016-10-11', 3: '2016-10-11', 4: '2016-10-11',5: '2016-10-12',6: '2016-10-12',7: '2016-10-12',8: '2016-10-12',9: '2016-10-12'}, 'Stock': {0: 'A', 1: 'B', 2: 'C', 3: 'D', 4: 'E', 5: 'F', 6: 'G', 7: 'H',8: 'I', 9:'J'}, 'Sector': {0: 0,1: 0, 2: 1, 3: 1, 4: 1, 5: 0, 6:0, 7:0, 8:1, 9:1}, 'Segment': {0: 0, 1: 1, 2: 1, 3: 1, 4: 1, 5: 1, 6:2,7:2,8:3,9:3}, 'Range': {0: 5, 1: 0, 2: 1, 3: 0, 4: 2, 5: 6, 6:0, 7:23, 8:5, 9:5}})
Here is how it looks:
I want to add the following columns:
'Date_Range_Avg': average of 'Range' grouped by Date
'Date_Sector_Range_Avg': average of 'Range' grouped by Date and Sector
'Date_Segment_Range_Avg': average of 'Range' grouped by Date and Segment
This would be the output:
res = pd.DataFrame({'Date': {0: '2016-10-11', 1: '2016-10-11', 2: '2016-10-11', 3: '2016-10-11', 4: '2016-10-11',5: '2016-10-12',6: '2016-10-12',7: '2016-10-12',8: '2016-10-12',9: '2016-10-12'}, 'Stock': {0: 'A', 1: 'B', 2: 'C', 3: 'D', 4: 'E', 5: 'F', 6: 'G', 7: 'H',8: 'I', 9:'J'}, 'Sector': {0: 0,1: 0, 2: 1, 3: 1, 4: 1, 5: 0, 6:0, 7:0, 8:1, 9:1}, 'Segment': {0: 0, 1: 1, 2: 1, 3: 1, 4: 1, 5: 1, 6:2,7:2,8:3,9:3}, 'Range': {0: 5, 1: 0, 2: 1, 3: 0, 4: 2, 5: 6, 6:0, 7:23, 8:5, 9:5}, 'Date_Range_Avg':{0: 1.6, 1: 1.6, 2: 1.6, 3: 1.6, 4: 1.6, 5: 7.8, 6: 7.8, 7: 7.8, 8:7.8, 9: 7.8}, 'Date_Sector_Range_Avg':{0: 2.5, 1: 2.5, 2: 1, 3: 1, 4: 1, 5: 9.67, 6: 9.67, 7: 9.67, 8: 9.67, 9: 9.67}, 'Date_Segment_Range_Avg':{0: 5, 1: 0.75, 2: 0.75, 3: 0.75, 4: 0.75, 5: 6, 6: 11.5, 7: 11.5, 8: 5, 9: 5}})
This is how it looks:
Note I have rounded some of the values - but this rounding is not essential for the question I have (please feel free to not round)
I'm aware that I can do each of these groupings separately but it strikes me as inefficient (my dataset contains millions of rows)
Essentially, I would like to first do a grouping by Date and then re-use it to do the two more fine-grained groupings by Date and Segment and by Date and Sector.
How to do this?
My initial hunch is to go like this:
day_groups = df.groupby("Date")
df['Date_Range_Avg'] = day_groups['Range'].transform('mean')
and then to re-use day_groups to do the 2 more fine-grained groupbys like this:
df['Date_Sector_Range_Avg'] = day_groups.groupby('Segment')[Range].transform('mean')
Which doesn't work as you get:
'AttributeError: 'DataFrameGroupBy' object has no attribute 'groupby''
groupby runs really fast when the aggregate function is vectorized. If you are worried about performance, try it out first to see if it's the real bottleneck in your program.
You can create temporary data frames holding the result of each groupby, then successively merge them with df:
group_bys = {
"Date_Range_Avg": ["Date"],
"Date_Sector_Range_Avg": ["Date", "Sector"],
"Date_Segment_Range_Avg": ["Date", "Segment"]
}
tmp = [
df.groupby(columns)["Range"].mean().to_frame(key)
for key, columns in group_bys.items()
]
result = df
for t in tmp:
result = result.merge(t, left_on=t.index.names, right_index=True)
Result:
Date Stock Sector Segment Range Date_Range_Avg Date_Sector_Range_Avg Date_Segment_Range_Avg
0 2016-10-11 A 0 0 5 1.6 2.500000 5.00
1 2016-10-11 B 0 1 0 1.6 2.500000 0.75
2 2016-10-11 C 1 1 1 1.6 1.000000 0.75
3 2016-10-11 D 1 1 0 1.6 1.000000 0.75
4 2016-10-11 E 1 1 2 1.6 1.000000 0.75
5 2016-10-12 F 0 1 6 7.8 9.666667 6.00
6 2016-10-12 G 0 2 0 7.8 9.666667 11.50
7 2016-10-12 H 0 2 23 7.8 9.666667 11.50
8 2016-10-12 I 1 3 5 7.8 5.000000 5.00
9 2016-10-12 J 1 3 5 7.8 5.000000 5.00
Another option is to use transform, and avoid the multiple merges:
# reusing your code
group_bys = {
"Date_Range_Avg": ["Date"],
"Date_Sector_Range_Avg": ["Date", "Sector"],
"Date_Segment_Range_Avg": ["Date", "Segment"]
}
tmp = {key : df.groupby(columns)["Range"].transform('mean')
for key, columns in group_bys.items()
}
df.assign(**tmp)
I have this dataframe:
df = pd.DataFrame({'Segment': {0: 'A', 1: 'B', 2: 'C', 3: 'D', 4: 'A', 5: 'B', 6: 'C', 7: 'D'},
'Average': {0: 55341, 1: 55159, 2: 55394, 3: 56960, 4: 55341, 5: 55159, 6: 55394, 7: 56960},
'Order': {0: 0, 1: 1, 2: 2, 3: 3, 4: 0, 5: 1, 6: 2, 7: 3},
'Variable': {0: 'None', 1: 'None', 2: 'None', 3: 'None', 4: 'One', 5: 'One', 6: 'One', 7: 'One'},
'$': {0: 40.6, 1: 18.2, 2: 78.5, 3: 123.3, 4: 42.4, 5: 24.2, 6: 89.7, 7: 144.1},
'ypos': {0: 96.0, 1: 55.4, 2: 181.2, 3: 280.4, 4: 96.0, 5: 55.4, 6: 181.2, 7: 280.4},
'yticks': {0: 20.3,1: 9.1,2: 39.25,3: 61.65,4: 21.2,5: 12.1,6: 44.85,7: 72.05}})
With I plot this:
(ggplot(df, aes(x="Segment", y="$", ymin=0, ymax=300, fill="Variable"))
+ geom_col(position = position_stack(reverse = True), alpha=0.7)
+ geom_text(aes(x = "Segment", y = "ypos", label = "Average"), size=8, format_string="Average: \n ${:,.0f} CLP")
+ geom_text(aes(label = "$"), show_legend=True, position=position_stack(vjust = 0.5), size=8, format_string="%s"%(u"\N{dollar sign}{:,.0f} MM"))
)
I have been looking for a way to add the legend of Average and (then) I will delete the 'Average' words on the bars and leaving just the number. However, for this to be understandable, the additional legend should be the same color as the Average number values (could be yellow, orange, or any other, but no red or sky blue as those colors are already being used)
You can just add color as a variable to geom_text :
import plotnine
from plotnine import ggplot, geom_col, aes, position_stack, geom_text, scale_color_brewer, guides, guide_legend
(ggplot(df, aes(x="Segment", y="$", ymin=0, ymax=300, fill="Variable"))
+ geom_col(position = position_stack(reverse = True), alpha=0.7)
+ geom_text(aes(y = "ypos",color="Segment",label = "Average"), size=8,
show_legend=True,format_string="${:,.0f} CLP")
+ geom_text(aes(label = "$"), show_legend=True, position=position_stack(vjust = 0.5),
size=8, format_string="%s"%(u"\N{dollar sign}{:,.0f} MM"))
+ scale_color_brewer(type='qual', palette=2)
+ guides(color=guide_legend(title="Averages"))
)
I've got a three pd.DataFrames:
df1 = pd.DataFrame({'var1': {0: 2210, 1: 2210, 2: 2210, 3: 2210, 4: 2210, 5: 2210, 6: 2210, 7: 2210, 8: 2210, 9: 2210, 10: 2210, 11: 2210, 12: 2210, 13: 2210, 14: 2210, 15: 2210, 16: 2210, 17: 2210, 18: 2210, 19: 2210, 20: 2210, 21: 2210}, 'var2': {0: 1, 1: 2, 2: 1, 3: 2, 4: 1, 5: 2, 6: 1, 7: 2, 8: 1, 9: 2, 10: 1, 11: 2, 12: 1, 13: 2, 14: 1, 15: 2, 16: 1, 17: 2, 18: 1, 19: 2, 20: 1, 21: 2}, 'var3': {0: 0, 1: 0, 2: 0, 3: 0, 4: 0, 5: 0, 6: 0, 7: 0, 8: 0, 9: 0, 10: 0, 11: 0, 12: 0, 13: 0, 14: 0, 15: 0, 16: 0, 17: 0, 18: 0, 19: 0, 20: 0, 21: 0}, 'var4': {0: 0, 1: 0, 2: 0, 3: 0, 4: 0, 5: 0, 6: 0, 7: 0, 8: 0, 9: 0, 10: 0, 11: 0, 12: 0, 13: 0, 14: 0, 15: 0, 16: 0, 17: 0, 18: 0, 19: 0, 20: 0, 21: 0}, 'var5': {0: '121160', 1: '20066', 2: ' 58621', 3: ' 201084', 4: ' 100180', 5: ' 74230', 6: ' 27789', 7: ' 66975', 8: ' 57410', 9: ' 49413', 10: ' 57112', 11: ' 19188', 12: ' 61366', 13: ' 27341', 14: ' 59859', 15: ' 173954', 16: ' 205651', 17: ' 54861', 18: ' 165809', 19: ' 60252', 20: ' 182156', 21: ' 82403'}})
df2 = pd.DataFrame({'var1': {349176: 2210, 349225: 2210, 349913: 2210, 350247: 2210, 350342: 2210, 350518: 2210}, 'var2': {349176: 2, 349225: 1, 349913: 1, 350247: 2, 350342: 1, 350518: 2}, 'var5': {349176: 58786.0, 349225: 37572.0, 349913: 103955.0, 350247: 19197.0, 350342: 14664.0, 350518: 75773.0}, 'var3': {349176: 19, 349225: 22, 349913: 56, 350247: 75, 350342: 80, 350518: 95}, 'var4': {349176: 8, 349225: 52, 349913: 42, 350247: 0, 350342: 50, 350518: 17}})
df3 = pd.DataFrame({'var1': {349175: 2210, 349224: 2210, 349912: 2210, 350246: 2210, 350341: 2210, 350517: 2210, 350521: 2210}, 'var2': {349175: 2, 349224: 1, 349912: 1, 350246: 2, 350341: 1, 350517: 2, 350521: 1}, 'var5': {349175: 19188.0, 349224: 205651.0, 349912: 59859.0, 350246: 27341.0, 350341: 165809.0, 350517: 19197.0, 350521: 61366.0}, 'var6': {349175: 19, 349224: 22, 349912: 56, 350246: 75, 350341: 80, 350517: 95, 350521: 95}, 'var7': {349175: 8, 349224: 52, 349912: 42, 350246: 0, 350341: 50, 350517: 17, 350521: 40}})
I need to stack df1 and df2 together, then join them by left join with df3 based on multiple variables: var1, var2, var5.
So I wrote:
pd.concat([df1, df2], axis = 0, sort = False).merge(df3, how = 'left', on = ['var1', 'var2', 'var5'])
but it doesn't find all the matching rows. Changing the type to outer join we can observe there's is for example two rows with the same values of var1, var2 and var3 - rows 11th and 28th, but they haven't been joined:
pd.concat([df1, df2], axis = 0, sort = False).merge(df3, how = 'outer', on = ['var1', 'var2', 'var5'])
I'm struggling to find a reason for that behaviour. I thought maybe data types are different within joining columns, but no - they are the same. I'm relatively new to Pandas, so maybe I'm missing something obvious here? What is the reason for that (unexpected) behaviour?
df1 = pd.DataFrame({'var1': {0: 2210, 1: 2210, 2: 2210, 3: 2210, 4: 2210, 5: 2210, 6: 2210, 7: 2210, 8: 2210, 9: 2210, 10: 2210, 11: 2210, 12: 2210, 13: 2210, 14: 2210, 15: 2210, 16: 2210, 17: 2210, 18: 2210, 19: 2210, 20: 2210, 21: 2210}, 'var2': {0: 1, 1: 2, 2: 1, 3: 2, 4: 1, 5: 2, 6: 1, 7: 2, 8: 1, 9: 2, 10: 1, 11: 2, 12: 1, 13: 2, 14: 1, 15: 2, 16: 1, 17: 2, 18: 1, 19: 2, 20: 1, 21: 2}, 'var3': {0: 0, 1: 0, 2: 0, 3: 0, 4: 0, 5: 0, 6: 0, 7: 0, 8: 0, 9: 0, 10: 0, 11: 0, 12: 0, 13: 0, 14: 0, 15: 0, 16: 0, 17: 0, 18: 0, 19: 0, 20: 0, 21: 0}, 'var4': {0: 0, 1: 0, 2: 0, 3: 0, 4: 0, 5: 0, 6: 0, 7: 0, 8: 0, 9: 0, 10: 0, 11: 0, 12: 0, 13: 0, 14: 0, 15: 0, 16: 0, 17: 0, 18: 0, 19: 0, 20: 0, 21: 0}, 'var5': {0: '121160', 1: '20066', 2: ' 58621', 3: ' 201084', 4: ' 100180', 5: ' 74230', 6: ' 27789', 7: ' 66975', 8: ' 57410', 9: ' 49413', 10: ' 57112', 11: ' 19188', 12: ' 61366', 13: ' 27341', 14: ' 59859', 15: ' 173954', 16: ' 205651', 17: ' 54861', 18: ' 165809', 19: ' 60252', 20: ' 182156', 21: ' 82403'}})
df2 = pd.DataFrame({'var1': {349176: 2210, 349225: 2210, 349913: 2210, 350247: 2210, 350342: 2210, 350518: 2210}, 'var2': {349176: 2, 349225: 1, 349913: 1, 350247: 2, 350342: 1, 350518: 2}, 'var5': {349176: 58786.0, 349225: 37572.0, 349913: 103955.0, 350247: 19197.0, 350342: 14664.0, 350518: 75773.0}, 'var3': {349176: 19, 349225: 22, 349913: 56, 350247: 75, 350342: 80, 350518: 95}, 'var4': {349176: 8, 349225: 52, 349913: 42, 350247: 0, 350342: 50, 350518: 17}})
df3 = pd.DataFrame({'var1': {349175: 2210, 349224: 2210, 349912: 2210, 350246: 2210, 350341: 2210, 350517: 2210, 350521: 2210}, 'var2': {349175: 2, 349224: 1, 349912: 1, 350246: 2, 350341: 1, 350517: 2, 350521: 1}, 'var5': {349175: 19188.0, 349224: 205651.0, 349912: 59859.0, 350246: 27341.0, 350341: 165809.0, 350517: 19197.0, 350521: 61366.0}, 'var6': {349175: 19, 349224: 22, 349912: 56, 350246: 75, 350341: 80, 350517: 95, 350521: 95}, 'var7': {349175: 8, 349224: 52, 349912: 42, 350246: 0, 350341: 50, 350517: 17, 350521: 40}})
pd.concat([df1, df2], axis = 0).dtypes
results in
var1 int64
var2 int64
var3 int64
var4 int64
var5 object
dtype: object
As you can see after the concat the var5 is an object. If you merge at this point you will get no results as var5 in df3 is a float.
Here is what I would recommend:
df1['var5'] = df1['var5'].astype(float)
df2['var5'] = df2['var5'].astype(float)
df3['var5'] = df3['var5'].astype(float)
pd.concat([df1, df2], axis = 0).merge(df3, how = 'left', on = ['var1', 'var2', 'var5'])
This will produce the following DataFrame:
var1 var2 var3 var4 var5 var6 var7
0 2210 1 0 0 121160.0 NaN NaN
1 2210 2 0 0 20066.0 NaN NaN
2 2210 1 0 0 58621.0 NaN NaN
3 2210 2 0 0 201084.0 NaN NaN
4 2210 1 0 0 100180.0 NaN NaN
5 2210 2 0 0 74230.0 NaN NaN
6 2210 1 0 0 27789.0 NaN NaN
7 2210 2 0 0 66975.0 NaN NaN
8 2210 1 0 0 57410.0 NaN NaN
9 2210 2 0 0 49413.0 NaN NaN
10 2210 1 0 0 57112.0 NaN NaN
11 2210 2 0 0 19188.0 19.0 8.0
12 2210 1 0 0 61366.0 95.0 40.0
13 2210 2 0 0 27341.0 75.0 0.0
14 2210 1 0 0 59859.0 56.0 42.0
15 2210 2 0 0 173954.0 NaN NaN
16 2210 1 0 0 205651.0 22.0 52.0
17 2210 2 0 0 54861.0 NaN NaN
18 2210 1 0 0 165809.0 80.0 50.0
19 2210 2 0 0 60252.0 NaN NaN
20 2210 1 0 0 182156.0 NaN NaN
21 2210 2 0 0 82403.0 NaN NaN
22 2210 2 19 8 58786.0 NaN NaN
23 2210 1 22 52 37572.0 NaN NaN
24 2210 1 56 42 103955.0 NaN NaN
25 2210 2 75 0 19197.0 95.0 17.0
26 2210 1 80 50 14664.0 NaN NaN
27 2210 2 95 17 75773.0 NaN NaN
When I ran your code on my computer, then used df#.dtypes to get the types, the dtype of the var5 column in df1 is object, whereas in df2 and df3 it's float64. The concat runs fine with this (and after the concat, the dtype is object), but when I tried to run the merge (outer or left), I got a ValueError:
ValueError: You are trying to merge on object and float64 columns. If you wish to proceed you should use pd.concat
I'd suggest double checking the types again (I know you already checked that). If they really are the same on your computer, I'm not sure what's going on.
I am trying to calculate weighted average prices using pandas pivot table.
I have tried passing in a dictionary using aggfunc.
This does not work when passed into aggfunc, although it should calculate the correct weighted average.
'Price': lambda x: np.average(x, weights=df['Balance'])
I have also tried using a manual groupby:
df.groupby('Product').agg({
'Balance': sum,
'Price': lambda x : np.average(x, weights='Balance'),
'Value': sum
})
This also yields the error:
TypeError: Axis must be specified when shapes of a and weights differ.
Here is sample data
import pandas as pd
import numpy as np
price_dict = {'Product': {0: 'A',
1: 'A',
2: 'A',
3: 'A',
4: 'A',
5: 'B',
6: 'B',
7: 'B',
8: 'B',
9: 'B',
10: 'C',
11: 'C',
12: 'C',
13: 'C',
14: 'C'},
'Balance': {0: 10,
1: 20,
2: 30,
3: 40,
4: 50,
5: 60,
6: 70,
7: 80,
8: 90,
9: 100,
10: 110,
11: 120,
12: 130,
13: 140,
14: 150},
'Price': {0: 1,
1: 2,
2: 3,
3: 4,
4: 5,
5: 6,
6: 7,
7: 8,
8: 9,
9: 10,
10: 11,
11: 12,
12: 13,
13: 14,
14: 15},
'Value': {0: 10,
1: 40,
2: 90,
3: 160,
4: 250,
5: 360,
6: 490,
7: 640,
8: 810,
9: 1000,
10: 1210,
11: 1440,
12: 1690,
13: 1960,
14: 2250}}
Try to calculate weighted average by passing dict into aggfunc:
df = pd.DataFrame(price_dict)
df.pivot_table(
index='Product',
aggfunc = {
'Balance': sum,
'Price': np.mean,
'Value': sum
}
)
Output:
Balance Price Value
Product
A 150 3 550
B 400 8 3300
C 650 13 8550
The expected outcome should be :
Balance Price Value
Product
A 150 3.66 550
B 400 8.25 3300
C 650 13.15 8550
Here is one way using apply
df.groupby('Product').apply(lambda x : pd.Series(
{'Balance': x['Balance'].sum(),
'Price': np.average(x['Price'], weights=x['Balance']),
'Value': x['Value'].sum()}))
Out[57]:
Balance Price Value
Product
A 150.0 3.666667 550.0
B 400.0 8.250000 3300.0
C 650.0 13.153846 8550.0