Capturing Pandas aggregation in to Lists - pandas

I have a column of data which has datetime and another column which has a numeric field (Length) and I am able to aggregate as below, where I am grouping by datetime and getting min/mean/max of all Lengths.
Code:
df.groupby(['DateTime']).agg({'Length': ['min', 'mean', 'max']})
Output:
Length
min mean max
DateTime
2020-11-24 14:30:00 118 1172.712000 1505
2020-11-24 14:30:01 118 1246.719495 1508
2020-11-24 14:30:02 115 1062.351156 1508
I need a simple way to capture this output in a set of lists, something like this:
outputdatelist=[2020-11-24 14:30:00, 2020-11-24 14:30:01,...]
outputlen_min=[118, 118, 115]
Similarly for mean, max.
Is there a way to do it?

Lets say the input df is like below,
DateTime Length
0 2018-01-01 100
1 2018-02-01 100
2 2018-03-01 100
3 2018-04-01 100
4 2018-05-01 100
Try the code:
df1 = df.groupby(['DateTime']).agg({'Length': ['min', 'mean', 'max']}).reset_index()
outputdatelist = df1['DateTime'].tolist()
outputlen_min = df1['Length']['min'].tolist()
Prints:
print(outputdatelist)
['2018-01-01', '2018-02-01', '2018-03-01', '2018-04-01', '2018-05-01']
print(outputlen_min)
[100, 100, 100, 100, 100]
similarly for mean and max columns.

Related

Write text in a column based on ascending dates. Pandas Python

There are three dates in a df Date column sorted in ascending order. How to write text 'Short' for nearest date, 'Mid' for next date, 'Long' for the farthest date in a new column adjacent to the Date column ? i.e. 2021-04-23 = Short, 2021-05-11 = Mid and 2021-10-08 = Long.
data = {"product_name":["Keyboard","Mouse", "Monitor", "CPU","CPU", "Speakers"],
"Unit_Price":[500,200, 5000.235, 10000.550, 10000.550, 250.50],
"No_Of_Units":[5,5, 10, 20, 20, 8],
"Available_Quantity":[5,6,10,1,3,2],
"Date":['11-05-2021', '23-04-2021', '08-10-2021','23-04-2021', '08-10-2021','11-05-2021']
}
df = pd.DataFrame(data)
df['Date'] = pd.to_datetime(df['Date'], format = '%d-%m-%Y')
df = df.sort_values(by='Date')
Convert to_datetime and rank the dates, then map your values in the desired order:
df['New'] = (pd.to_datetime(df['Date']).rank(method='dense')
.map(dict(enumerate(['Short', 'Mid', 'Long'], start=1)))
)
Output:
product_name Unit_Price No_Of_Units Available_Quantity Date New
1 Mouse 200.000 5 6 2021-04-23 Short
3 CPU 10000.550 20 1 2021-04-23 Short
0 Keyboard 500.000 5 5 2021-05-11 Mid
5 Speakers 250.500 8 2 2021-05-11 Mid
2 Monitor 5000.235 10 10 2021-10-08 Long
4 CPU 10000.550 20 3 2021-10-08 Long

Pandas equivalent of partition by [duplicate]

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

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

How to sum up a selected range of rows via a condition?

I hope with these additional information someone could find time to help me with this new issue.
sample date here --> file
'Date as index' (datetime.date)
As I said I'm trying to select a range in a dataframe every time x is in interval [-20 -190] and create a new dataframe with a new column which is the sum of the selected rows and keep the last "encountered" date as index
EDIT : The "loop" start at the first date/beginning of the df and when a value which is less than 0 or -190 is found, then sum it up and continue to find and sum it up and so on
BUT I still got values which are still in the intervall (-190, 0)
example and code below.
Thks
import pandas as pd
df = pd.read_csv('http://www.sharecsv.com/s/0525f76a07fca54717f7962d58cac692/sample_file.csv', sep = ';')
df['Date'] = df['Date'].where(df['x'].between(-190, 0)).bfill()
df3 = df.groupby('Date', as_index=False)['x'].sum()
df3
##### output #####
Date sum
0 2019-01-01 13:48:00 -131395.21
1 2019-01-02 11:23:00 -250830.08
2 2019-01-02 11:28:00 -154.35
3 2019-01-02 12:08:00 -4706.87
4 2019-01-03 12:03:00 -260158.22
... ... ...
831 2019-09-29 09:18:00 -245939.92
832 2019-09-29 16:58:00 -0.38
833 2019-09-30 17:08:00 -129365.71
834 2019-09-30 17:13:00 -157.05
835 2019-10-01 08:58:00 -111911.98
########## expected output #############
Date sum
0 2019-01-01 13:48:00 -131395.21
1 2019-01-02 11:23:00 -250830.08
2 2019-01-02 12:08:00 -4706.87
3 2019-01-03 12:03:00 -260158.22
... ... ...
831 2019-09-29 09:18:00 -245939.92
832 2019-09-30 17:08:00 -129365.71
833 2019-10-01 08:58:00 -111911.98
...
...
Use Series.where with Series.between for replace values to NaNs of Date column with back filling missing values and then aggregate sum, next step is filter out rows with match range by boolean indexing and last use DataFrame.resample with cast Series to one column DataFrame by Series.to_frame:
#range -190, 0
df['Date'] = df['Date'].where(df['x'].between(-190, 0)).bfill()
df3 = df.groupby('Date', as_index=False)['x'].sum()
df3 = df3[~df3['x'].between(-190, 0)]
df3 = df3.resample('D', on='Date')['x'].sum().to_frame()

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