Convert strings with time suffixes to numbers in numpy - pandas

I have a numpy series with values like "1.0s", "100ms", etc. I can't plot this (with pandas, after putting the array into a series), because pandas doesn't recognize that these are numbers. How can I have numpy or pandas extrapolate these into numbers, while paying attention to the suffixes?

see question how do I get at the pandas.offsets object given an offset string
use pandas.tseries.frequencies.to_offset
convert to timedeltas
get total seconds
from pandas.tseries.frequencies import to_offset
s = pd.Series(['1.0s', '100ms', '10s', '0.5T'])
pd.to_timedelta(s.apply(to_offset)).dt.total_seconds()
0 0.0
1 0.1
2 10.0
3 300.0
dtype: float64

This code could solve your problem.
# Test data
se = Series(['10s', '100ms', '1.0s'])
# Pattern to match ms and as integer of float
pat = "([0-9]*\.?[0-9]+)(ms|s)"
# Extracting the data
df = se.str.extract(pat, flags=0, expand=True)
# Renaming columns
df.columns = ['value', 'unit']
# Converting to number
df['value'] = pd.to_numeric(df['value'])
# Converting to the same unit
df.loc[df['unit']=='s', ['value', 'unit']] = (df['value'] * 1000, 'ms')
# Now you are ready to plot !
print(df['value'])
# 0 10000.0
# 1 100.0
# 2 100000.0

Related

PANDAS grouby - I'm having an issue [duplicate]

I created a DataFrame from a list of lists:
table = [
['a', '1.2', '4.2' ],
['b', '70', '0.03'],
['x', '5', '0' ],
]
df = pd.DataFrame(table)
How do I convert the columns to specific types? In this case, I want to convert columns 2 and 3 into floats.
Is there a way to specify the types while converting the list to DataFrame? Or is it better to create the DataFrame first and then loop through the columns to change the dtype for each column? Ideally I would like to do this in a dynamic way because there can be hundreds of columns, and I don't want to specify exactly which columns are of which type. All I can guarantee is that each column contains values of the same type.
You have four main options for converting types in pandas:
to_numeric() - provides functionality to safely convert non-numeric types (e.g. strings) to a suitable numeric type. (See also to_datetime() and to_timedelta().)
astype() - convert (almost) any type to (almost) any other type (even if it's not necessarily sensible to do so). Also allows you to convert to categorial types (very useful).
infer_objects() - a utility method to convert object columns holding Python objects to a pandas type if possible.
convert_dtypes() - convert DataFrame columns to the "best possible" dtype that supports pd.NA (pandas' object to indicate a missing value).
Read on for more detailed explanations and usage of each of these methods.
1. to_numeric()
The best way to convert one or more columns of a DataFrame to numeric values is to use pandas.to_numeric().
This function will try to change non-numeric objects (such as strings) into integers or floating-point numbers as appropriate.
Basic usage
The input to to_numeric() is a Series or a single column of a DataFrame.
>>> s = pd.Series(["8", 6, "7.5", 3, "0.9"]) # mixed string and numeric values
>>> s
0 8
1 6
2 7.5
3 3
4 0.9
dtype: object
>>> pd.to_numeric(s) # convert everything to float values
0 8.0
1 6.0
2 7.5
3 3.0
4 0.9
dtype: float64
As you can see, a new Series is returned. Remember to assign this output to a variable or column name to continue using it:
# convert Series
my_series = pd.to_numeric(my_series)
# convert column "a" of a DataFrame
df["a"] = pd.to_numeric(df["a"])
You can also use it to convert multiple columns of a DataFrame via the apply() method:
# convert all columns of DataFrame
df = df.apply(pd.to_numeric) # convert all columns of DataFrame
# convert just columns "a" and "b"
df[["a", "b"]] = df[["a", "b"]].apply(pd.to_numeric)
As long as your values can all be converted, that's probably all you need.
Error handling
But what if some values can't be converted to a numeric type?
to_numeric() also takes an errors keyword argument that allows you to force non-numeric values to be NaN, or simply ignore columns containing these values.
Here's an example using a Series of strings s which has the object dtype:
>>> s = pd.Series(['1', '2', '4.7', 'pandas', '10'])
>>> s
0 1
1 2
2 4.7
3 pandas
4 10
dtype: object
The default behaviour is to raise if it can't convert a value. In this case, it can't cope with the string 'pandas':
>>> pd.to_numeric(s) # or pd.to_numeric(s, errors='raise')
ValueError: Unable to parse string
Rather than fail, we might want 'pandas' to be considered a missing/bad numeric value. We can coerce invalid values to NaN as follows using the errors keyword argument:
>>> pd.to_numeric(s, errors='coerce')
0 1.0
1 2.0
2 4.7
3 NaN
4 10.0
dtype: float64
The third option for errors is just to ignore the operation if an invalid value is encountered:
>>> pd.to_numeric(s, errors='ignore')
# the original Series is returned untouched
This last option is particularly useful for converting your entire DataFrame, but don't know which of our columns can be converted reliably to a numeric type. In that case, just write:
df.apply(pd.to_numeric, errors='ignore')
The function will be applied to each column of the DataFrame. Columns that can be converted to a numeric type will be converted, while columns that cannot (e.g. they contain non-digit strings or dates) will be left alone.
Downcasting
By default, conversion with to_numeric() will give you either an int64 or float64 dtype (or whatever integer width is native to your platform).
That's usually what you want, but what if you wanted to save some memory and use a more compact dtype, like float32, or int8?
to_numeric() gives you the option to downcast to either 'integer', 'signed', 'unsigned', 'float'. Here's an example for a simple series s of integer type:
>>> s = pd.Series([1, 2, -7])
>>> s
0 1
1 2
2 -7
dtype: int64
Downcasting to 'integer' uses the smallest possible integer that can hold the values:
>>> pd.to_numeric(s, downcast='integer')
0 1
1 2
2 -7
dtype: int8
Downcasting to 'float' similarly picks a smaller than normal floating type:
>>> pd.to_numeric(s, downcast='float')
0 1.0
1 2.0
2 -7.0
dtype: float32
2. astype()
The astype() method enables you to be explicit about the dtype you want your DataFrame or Series to have. It's very versatile in that you can try and go from one type to any other.
Basic usage
Just pick a type: you can use a NumPy dtype (e.g. np.int16), some Python types (e.g. bool), or pandas-specific types (like the categorical dtype).
Call the method on the object you want to convert and astype() will try and convert it for you:
# convert all DataFrame columns to the int64 dtype
df = df.astype(int)
# convert column "a" to int64 dtype and "b" to complex type
df = df.astype({"a": int, "b": complex})
# convert Series to float16 type
s = s.astype(np.float16)
# convert Series to Python strings
s = s.astype(str)
# convert Series to categorical type - see docs for more details
s = s.astype('category')
Notice I said "try" - if astype() does not know how to convert a value in the Series or DataFrame, it will raise an error. For example, if you have a NaN or inf value you'll get an error trying to convert it to an integer.
As of pandas 0.20.0, this error can be suppressed by passing errors='ignore'. Your original object will be returned untouched.
Be careful
astype() is powerful, but it will sometimes convert values "incorrectly". For example:
>>> s = pd.Series([1, 2, -7])
>>> s
0 1
1 2
2 -7
dtype: int64
These are small integers, so how about converting to an unsigned 8-bit type to save memory?
>>> s.astype(np.uint8)
0 1
1 2
2 249
dtype: uint8
The conversion worked, but the -7 was wrapped round to become 249 (i.e. 28 - 7)!
Trying to downcast using pd.to_numeric(s, downcast='unsigned') instead could help prevent this error.
3. infer_objects()
Version 0.21.0 of pandas introduced the method infer_objects() for converting columns of a DataFrame that have an object datatype to a more specific type (soft conversions).
For example, here's a DataFrame with two columns of object type. One holds actual integers and the other holds strings representing integers:
>>> df = pd.DataFrame({'a': [7, 1, 5], 'b': ['3','2','1']}, dtype='object')
>>> df.dtypes
a object
b object
dtype: object
Using infer_objects(), you can change the type of column 'a' to int64:
>>> df = df.infer_objects()
>>> df.dtypes
a int64
b object
dtype: object
Column 'b' has been left alone since its values were strings, not integers. If you wanted to force both columns to an integer type, you could use df.astype(int) instead.
4. convert_dtypes()
Version 1.0 and above includes a method convert_dtypes() to convert Series and DataFrame columns to the best possible dtype that supports the pd.NA missing value.
Here "best possible" means the type most suited to hold the values. For example, this a pandas integer type, if all of the values are integers (or missing values): an object column of Python integer objects are converted to Int64, a column of NumPy int32 values, will become the pandas dtype Int32.
With our object DataFrame df, we get the following result:
>>> df.convert_dtypes().dtypes
a Int64
b string
dtype: object
Since column 'a' held integer values, it was converted to the Int64 type (which is capable of holding missing values, unlike int64).
Column 'b' contained string objects, so was changed to pandas' string dtype.
By default, this method will infer the type from object values in each column. We can change this by passing infer_objects=False:
>>> df.convert_dtypes(infer_objects=False).dtypes
a object
b string
dtype: object
Now column 'a' remained an object column: pandas knows it can be described as an 'integer' column (internally it ran infer_dtype) but didn't infer exactly what dtype of integer it should have so did not convert it. Column 'b' was again converted to 'string' dtype as it was recognised as holding 'string' values.
Use this:
a = [['a', '1.2', '4.2'], ['b', '70', '0.03'], ['x', '5', '0']]
df = pd.DataFrame(a, columns=['one', 'two', 'three'])
df
Out[16]:
one two three
0 a 1.2 4.2
1 b 70 0.03
2 x 5 0
df.dtypes
Out[17]:
one object
two object
three object
df[['two', 'three']] = df[['two', 'three']].astype(float)
df.dtypes
Out[19]:
one object
two float64
three float64
This below code will change the datatype of a column.
df[['col.name1', 'col.name2'...]] = df[['col.name1', 'col.name2'..]].astype('data_type')
In place of the data type, you can give your datatype what you want, like, str, float, int, etc.
When I've only needed to specify specific columns, and I want to be explicit, I've used (per pandas.DataFrame.astype):
dataframe = dataframe.astype({'col_name_1':'int','col_name_2':'float64', etc. ...})
So, using the original question, but providing column names to it...
a = [['a', '1.2', '4.2'], ['b', '70', '0.03'], ['x', '5', '0']]
df = pd.DataFrame(a, columns=['col_name_1', 'col_name_2', 'col_name_3'])
df = df.astype({'col_name_2':'float64', 'col_name_3':'float64'})
pandas >= 1.0
Here's a chart that summarises some of the most important conversions in pandas.
Conversions to string are trivial .astype(str) and are not shown in the figure.
"Hard" versus "Soft" conversions
Note that "conversions" in this context could either refer to converting text data into their actual data type (hard conversion), or inferring more appropriate data types for data in object columns (soft conversion). To illustrate the difference, take a look at
df = pd.DataFrame({'a': ['1', '2', '3'], 'b': [4, 5, 6]}, dtype=object)
df.dtypes
a object
b object
dtype: object
# Actually converts string to numeric - hard conversion
df.apply(pd.to_numeric).dtypes
a int64
b int64
dtype: object
# Infers better data types for object data - soft conversion
df.infer_objects().dtypes
a object # no change
b int64
dtype: object
# Same as infer_objects, but converts to equivalent ExtensionType
df.convert_dtypes().dtypes
Here is a function that takes as its arguments a DataFrame and a list of columns and coerces all data in the columns to numbers.
# df is the DataFrame, and column_list is a list of columns as strings (e.g ["col1","col2","col3"])
# dependencies: pandas
def coerce_df_columns_to_numeric(df, column_list):
df[column_list] = df[column_list].apply(pd.to_numeric, errors='coerce')
So, for your example:
import pandas as pd
def coerce_df_columns_to_numeric(df, column_list):
df[column_list] = df[column_list].apply(pd.to_numeric, errors='coerce')
a = [['a', '1.2', '4.2'], ['b', '70', '0.03'], ['x', '5', '0']]
df = pd.DataFrame(a, columns=['col1','col2','col3'])
coerce_df_columns_to_numeric(df, ['col2','col3'])
df = df.astype({"columnname": str})
#e.g - for changing the column type to string
#df is your dataframe
Create two dataframes, each with different data types for their columns, and then appending them together:
d1 = pd.DataFrame(columns=[ 'float_column' ], dtype=float)
d1 = d1.append(pd.DataFrame(columns=[ 'string_column' ], dtype=str))
Results
In[8}: d1.dtypes
Out[8]:
float_column float64
string_column object
dtype: object
After the dataframe is created, you can populate it with floating point variables in the 1st column, and strings (or any data type you desire) in the 2nd column.
df.info() gives us initial datatype of temp which is float64
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 date 132 non-null object
1 temp 132 non-null float64
Now, use this code to change the datatype to int64:
df['temp'] = df['temp'].astype('int64')
if you do df.info() again, you will see:
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 date 132 non-null object
1 temp 132 non-null int64
This shows you have successfully changed the datatype of column temp. Happy coding!
Starting pandas 1.0.0, we have pandas.DataFrame.convert_dtypes. You can even control what types to convert!
In [40]: df = pd.DataFrame(
...: {
...: "a": pd.Series([1, 2, 3], dtype=np.dtype("int32")),
...: "b": pd.Series(["x", "y", "z"], dtype=np.dtype("O")),
...: "c": pd.Series([True, False, np.nan], dtype=np.dtype("O")),
...: "d": pd.Series(["h", "i", np.nan], dtype=np.dtype("O")),
...: "e": pd.Series([10, np.nan, 20], dtype=np.dtype("float")),
...: "f": pd.Series([np.nan, 100.5, 200], dtype=np.dtype("float")),
...: }
...: )
In [41]: dff = df.copy()
In [42]: df
Out[42]:
a b c d e f
0 1 x True h 10.0 NaN
1 2 y False i NaN 100.5
2 3 z NaN NaN 20.0 200.0
In [43]: df.dtypes
Out[43]:
a int32
b object
c object
d object
e float64
f float64
dtype: object
In [44]: df = df.convert_dtypes()
In [45]: df.dtypes
Out[45]:
a Int32
b string
c boolean
d string
e Int64
f float64
dtype: object
In [46]: dff = dff.convert_dtypes(convert_boolean = False)
In [47]: dff.dtypes
Out[47]:
a Int32
b string
c object
d string
e Int64
f float64
dtype: object
In case you have various objects columns like this Dataframe of 74 Objects columns and 2 Int columns where each value have letters representing units:
import pandas as pd
import numpy as np
dataurl = 'https://raw.githubusercontent.com/RubenGavidia/Pandas_Portfolio.py/main/Wes_Mckinney.py/nutrition.csv'
nutrition = pd.read_csv(dataurl,index_col=[0])
nutrition.head(3)
Output:
name serving_size calories total_fat saturated_fat cholesterol sodium choline folate folic_acid ... fat saturated_fatty_acids monounsaturated_fatty_acids polyunsaturated_fatty_acids fatty_acids_total_trans alcohol ash caffeine theobromine water
0 Cornstarch 100 g 381 0.1g NaN 0 9.00 mg 0.4 mg 0.00 mcg 0.00 mcg ... 0.05 g 0.009 g 0.016 g 0.025 g 0.00 mg 0.0 g 0.09 g 0.00 mg 0.00 mg 8.32 g
1 Nuts, pecans 100 g 691 72g 6.2g 0 0.00 mg 40.5 mg 22.00 mcg 0.00 mcg ... 71.97 g 6.180 g 40.801 g 21.614 g 0.00 mg 0.0 g 1.49 g 0.00 mg 0.00 mg 3.52 g
2 Eggplant, raw 100 g 25 0.2g NaN 0 2.00 mg 6.9 mg 22.00 mcg 0.00 mcg ... 0.18 g 0.034 g 0.016 g 0.076 g 0.00 mg 0.0 g 0.66 g 0.00 mg 0.00 mg 92.30 g
3 rows × 76 columns
nutrition.dtypes
name object
serving_size object
calories int64
total_fat object
saturated_fat object
...
alcohol object
ash object
caffeine object
theobromine object
water object
Length: 76, dtype: object
nutrition.dtypes.value_counts()
object 74
int64 2
dtype: int64
A good way to convert to numeric all columns is using regular expressions to replace the units for nothing and astype(float) for change the columns data type to float:
nutrition.index = pd.RangeIndex(start = 0, stop = 8789, step= 1)
nutrition.set_index('name',inplace = True)
nutrition.replace('[a-zA-Z]','', regex= True, inplace=True)
nutrition=nutrition.astype(float)
nutrition.head(3)
Output:
serving_size calories total_fat saturated_fat cholesterol sodium choline folate folic_acid niacin ... fat saturated_fatty_acids monounsaturated_fatty_acids polyunsaturated_fatty_acids fatty_acids_total_trans alcohol ash caffeine theobromine water
name
Cornstarch 100.0 381.0 0.1 NaN 0.0 9.0 0.4 0.0 0.0 0.000 ... 0.05 0.009 0.016 0.025 0.0 0.0 0.09 0.0 0.0 8.32
Nuts, pecans 100.0 691.0 72.0 6.2 0.0 0.0 40.5 22.0 0.0 1.167 ... 71.97 6.180 40.801 21.614 0.0 0.0 1.49 0.0 0.0 3.52
Eggplant, raw 100.0 25.0 0.2 NaN 0.0 2.0 6.9 22.0 0.0 0.649 ... 0.18 0.034 0.016 0.076 0.0 0.0 0.66 0.0 0.0 92.30
3 rows × 75 columns
nutrition.dtypes
serving_size float64
calories float64
total_fat float64
saturated_fat float64
cholesterol float64
...
alcohol float64
ash float64
caffeine float64
theobromine float64
water float64
Length: 75, dtype: object
nutrition.dtypes.value_counts()
float64 75
dtype: int64
Now the dataset is clean and you are able to do numeric operations with this Dataframe only with regex and astype().
If you want to collect the units and paste on the headers like cholesterol_mg you can use this code:
nutrition.index = pd.RangeIndex(start = 0, stop = 8789, step= 1)
nutrition.set_index('name',inplace = True)
nutrition.astype(str).replace('[^a-zA-Z]','', regex= True)
units = nutrition.astype(str).replace('[^a-zA-Z]','', regex= True)
units = units.mode()
units = units.replace('', np.nan).dropna(axis=1)
mapper = { k: k + "_" + units[k].at[0] for k in units}
nutrition.rename(columns=mapper, inplace=True)
nutrition.replace('[a-zA-Z]','', regex= True, inplace=True)
nutrition=nutrition.astype(float)
Is there a way to specify the types while converting to DataFrame?
Yes. The other answers convert the dtypes after creating the DataFrame, but we can specify the types at creation. Use either DataFrame.from_records or read_csv(dtype=...) depending on the input format.
The latter is sometimes necessary to avoid memory errors with big data.
1. DataFrame.from_records
Create the DataFrame from a structured array of the desired column types:
x = [['foo', '1.2', '70'], ['bar', '4.2', '5']]
df = pd.DataFrame.from_records(np.array(
[tuple(row) for row in x], # pass a list-of-tuples (x can be a list-of-lists or 2D array)
'object, float, int' # define the column types
))
Output:
>>> df.dtypes
# f0 object
# f1 float64
# f2 int64
# dtype: object
2. read_csv(dtype=...)
If you're reading the data from a file, use the dtype parameter of read_csv to set the column types at load time.
For example, here we read 30M rows with rating as 8-bit integers and genre as categorical:
lines = '''
foo,biography,5
bar,crime,4
baz,fantasy,3
qux,history,2
quux,horror,1
'''
columns = ['name', 'genre', 'rating']
csv = io.StringIO(lines * 6_000_000) # 30M lines
df = pd.read_csv(csv, names=columns, dtype={'rating': 'int8', 'genre': 'category'})
In this case, we halve the memory usage upon load:
>>> df.info(memory_usage='deep')
# memory usage: 1.8 GB
>>> pd.read_csv(io.StringIO(lines * 6_000_000)).info(memory_usage='deep')
# memory usage: 3.7 GB
This is one way to avoid memory errors with big data. It's not always possible to change the dtypes after loading since we might not have enough memory to load the default-typed data in the first place.
I thought I had the same problem, but actually I have a slight difference that makes the problem easier to solve. For others looking at this question, it's worth checking the format of your input list. In my case the numbers are initially floats, not strings as in the question:
a = [['a', 1.2, 4.2], ['b', 70, 0.03], ['x', 5, 0]]
But by processing the list too much before creating the dataframe, I lose the types and everything becomes a string.
Creating the data frame via a NumPy array:
df = pd.DataFrame(np.array(a))
df
Out[5]:
0 1 2
0 a 1.2 4.2
1 b 70 0.03
2 x 5 0
df[1].dtype
Out[7]: dtype('O')
gives the same data frame as in the question, where the entries in columns 1 and 2 are considered as strings. However doing
df = pd.DataFrame(a)
df
Out[10]:
0 1 2
0 a 1.2 4.20
1 b 70.0 0.03
2 x 5.0 0.00
df[1].dtype
Out[11]: dtype('float64')
does actually give a data frame with the columns in the correct format.
I had the same issue.
I could not find any solution that was satisfying. My solution was simply to convert those float into str and remove the '.0' this way.
In my case, I just apply it on the first column:
firstCol = list(df.columns)[0]
df[firstCol] = df[firstCol].fillna('').astype(str).apply(lambda x: x.replace('.0', ''))
If you want convert one column from string format I suggest use this code"
import pandas as pd
#My Test Data
data = {'Product': ['A','B', 'C','D'],
'Price': ['210','250', '320','280']}
data
#Create Data Frame from My data df = pd.DataFrame(data)
#Convert to number
df['Price'] = pd.to_numeric(df['Price'])
df
Total = sum(df['Price'])
Total
else if you going to convert a number of column values to number I suggest to you first filter your values and save in empty array and after that convert to number. I hope this code solve your problem.
Convert string representation of long numbers to integers
By default, astype(int) converts to int32, which wouldn't work (OverflowError) if a number is particularly long (such as phone number); try 'int64' (or even float) instead:
df['long_num'] = df['long_num'].astype('int64')
On a side note, if you get SettingWithCopyWarning, then make a copy of your frame and do whatever you were doing again. For example, if you were converting col1 and col2 to float dtype, then do:
df = df.copy()
df[['col1', 'col2']] = df[['col1', 'col2']].astype(float)
# or use assign
df = df.assign(**{k: df[k].astype(float) for k in ['col1', 'col2']})
Convert integers to timedelta
Also, the long string/integer maybe datetime or timedelta, in which case, use to_datetime or to_timedelta to convert to datetime/timedelta dtype:
df = pd.DataFrame({'long_int': ['1018880886000000000', '1590305014000000000', '1101470895000000000', '1586646272000000000', '1460958607000000000']})
df['datetime'] = pd.to_datetime(df['long_int'].astype('int64'))
# or
df['datetime'] = pd.to_datetime(df['long_int'].astype(float))
df['timedelta'] = pd.to_timedelta(df['long_int'].astype('int64'))
Convert timedelta to numbers
To perform the reverse operation (convert datetime/timedelta to numbers), view it as 'int64'. This could be useful if you were building a machine learning model that somehow needs to include time (or datetime) as a numeric value. Just make sure that if the original data are strings, then they must be converted to timedelta or datetime before any conversion to numbers.
df = pd.DataFrame({'Time diff': ['2 days 4:00:00', '3 days', '4 days', '5 days', '6 days']})
df['Time diff in nanoseconds'] = pd.to_timedelta(df['Time diff']).view('int64')
df['Time diff in seconds'] = pd.to_timedelta(df['Time diff']).view('int64') // 10**9
df['Time diff in hours'] = pd.to_timedelta(df['Time diff']).view('int64') // (3600*10**9)
Convert datetime to numbers
For datetime, the numeric view of a datetime is the time difference between that datetime and the UNIX epoch (1970-01-01).
df = pd.DataFrame({'Date': ['2002-04-15', '2020-05-24', '2004-11-26', '2020-04-11', '2016-04-18']})
df['Time_since_unix_epoch'] = pd.to_datetime(df['Date'], format='%Y-%m-%d').view('int64')
astype is faster than to_numeric
df = pd.DataFrame(np.random.default_rng().choice(1000, size=(10000, 50)).astype(str))
df = pd.concat([df, pd.DataFrame(np.random.rand(10000, 50).astype(str), columns=range(50, 100))], axis=1)
%timeit df.astype(dict.fromkeys(df.columns[:50], int) | dict.fromkeys(df.columns[50:], float))
# 488 ms ± 28 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
%timeit df.apply(pd.to_numeric)
# 686 ms ± 45.8 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)

Specific calculations for unique column values in DataFrame

I want to make a beta calculation in my dataframe, where beta = Σ(daily returns - mean daily return) * (daily market returns - mean market return) / Σ (daily market returns - mean market return)**2
But I want my beta calculation to apply to specific firms. In my dataframe, each firm as an ID code number (specified in column 1), and I want each ID code to be associated with its unique beta.
I tried groupby, loc and for loop, but it seems to always return an error since the beta calculation is quite long and requires many parenthesis when inserted.
Any idea how to solve this problem? Thank you!
Dataframe:
index ID price daily_return mean_daily_return_per_ID daily_market_return mean_daily_market_return date
0 1 27.50 0.008 0.0085 0.0023 0.03345 01-12-2012
1 2 33.75 0.0745 0.0745 0.00458 0.0895 06-12-2012
2 3 29,20 0.00006 0.00006 0.0582 0.0045 01-05-2013
3 4 20.54 0.00486 0.005125 0.0009 0.0006 27-11-2013
4 1 21.50 0.009 0.0085 0.0846 0.04345 04-05-2014
5 4 22.75 0.00539 0.005125 0.0003 0.0006
I assume the following form of your equation is what you intended.
Then the following should compute the beta value for each group
identified by ID.
Method 1: Creating our own function to output beta
import pandas as pd
import numpy as np
# beta_data.csv is a csv version of the sample data frame you
# provided.
df = pd.read_csv("./beta_data.csv")
def beta(daily_return, daily_market_return):
"""
Returns the beta calculation for two pandas columns of equal length.
Will return NaN for columns that have just one row each. Adjust
this function to account for groups that have only a single value.
"""
mean_daily_return = np.sum(daily_return) / len(daily_return)
mean_daily_market_return = np.sum(daily_market_return) / len(daily_market_return)
num = np.sum(
(daily_return - mean_daily_return)
* (daily_market_return - mean_daily_market_return)
)
denom = np.sum((daily_market_return - mean_daily_market_return) ** 2)
return num / denom
# groupby the column ID. Then 'apply' the function we created above
# columnwise to the two desired columns
betas = df.groupby("ID")["daily_return", "daily_market_return"].apply(
lambda x: beta(x["daily_return"], x["daily_market_return"])
)
print(f"betas: {betas}")
Method 2: Using pandas' builtin statistical functions
Notice that beta as stated above is just covarianceof DR and
DMR divided by variance of DMR. Therefore we can write the above
program much more concisely as follows.
import pandas as pd
import numpy as np
df = pd.read_csv("./beta_data.csv")
def beta(dr, dmr):
"""
dr: daily_return (pandas columns)
dmr: daily_market_return (pandas columns)
TODO: Fix the divided by zero erros etc.
"""
num = dr.cov(dmr)
denom = dmr.var()
return num / denom
betas = df.groupby("ID")["daily_return", "daily_market_return"].apply(
lambda x: beta(x["daily_return"], x["daily_market_return"])
)
print(f"betas: {betas}")
The output in both cases is.
ID
1 0.012151
2 NaN
3 NaN
4 -0.883333
dtype: float64
The reason for getting NaNs for IDs 2 and 3 is because they only have a single row each. You should modify the function beta to accomodate these corner cases.
Maybe you can start like this?
id_list = list(set(df["ID"].values.tolist()))
for firm_id in id_list:
new_df = df.loc[df["ID"] == firm_id]

How to quickly normalise data in pandas dataframe?

I have a pandas dataframe as follows.
import pandas as pd
df = pd.DataFrame({
'A':[1,2,3],
'B':[100,300,500],
'C':list('abc')
})
print(df)
A B C
0 1 100 a
1 2 300 b
2 3 500 c
I want to normalise the entire dataframe. Since column C is not a numbered column what I do is as follows (i.e. remove C first, normalise data and add the column).
df_new = df.drop('concept', axis=1)
df_concept = df[['concept']]
from sklearn import preprocessing
x = df_new.values #returns a numpy array
min_max_scaler = preprocessing.MinMaxScaler()
x_scaled = min_max_scaler.fit_transform(x)
df_new = pd.DataFrame(x_scaled)
df_new['concept'] = df_concept
However, I am sure that there is more easy way of doing this in pandas (given the column names that I do not need to normalise, then do the normalisation straightforward).
I am happy to provide more details if needed.
Use DataFrame.select_dtypes for DataFrame with numeric columns and then normalize with division by minimal and maximal values and then assign back only normalized columns:
df1 = df.select_dtypes(np.number)
df[df1.columns]=(df1-df1.min())/(df1.max()-df1.min())
print (df)
A B C
0 0.0 0.0 a
1 0.5 0.5 b
2 1.0 1.0 c
In case you want to apply any other functions on the data frame, you can use df[columns] = df[columns].apply(func).

Random Choice loop through groups of samples

I have a df containing column of "Income_group", "Rate", and "Probability", respectively. I need randomly select rate for each income group. How can I write a Loop function and print out the result for each income bin.
The pandas data frame table looks like this:
import pandas as pd
df={'Income_Groups':['1','1','1','2','2','2','3','3','3'],
'Rate':[1.23,1.25,1.56, 2.11,2.32, 2.36,3.12,3.45,3.55],
'Probability':[0.25, 0.50, 0.25,0.50,0.25,0.25,0.10,0.70,0.20]}
df2=pd.DataFrame(data=df)
df2
Datatable
Shooting in the dark here, but you can use np.random.choice:
(df2.groupby('Income_Groups')
.apply(lambda x: np.random.choice(x['Rate'], p=x['Probability']))
)
Output (can vary due to randomness):
Income_Groups
1 1.25
2 2.36
3 3.45
dtype: float64
You can also pass size into np.random.choice:
(df2.groupby('Income_Groups')
.apply(lambda x: np.random.choice(x['Rate'], size=3, p=x['Probability']))
)
Output:
Income_Groups
1 [1.23, 1.25, 1.25]
2 [2.36, 2.11, 2.11]
3 [3.12, 3.12, 3.45]
dtype: object
GroupBy.apply because of the weights.
import numpy as np
(df2.groupby('Income_Groups')
.apply(lambda gp: np.random.choice(a=gp.Rate, p=gp.Probability, size=1)[0]))
#Income_Groups
#1 1.23
#2 2.11
#3 3.45
#dtype: float64
Another silly way because your weights seem to be have precision to 2 decimal places:
s = df2.set_index(['Income_Groups', 'Probability']).Rate
(s.repeat(s.index.get_level_values('Probability')*100) # Weight
.sample(frac=1) # Shuffle |
.reset_index() # + | -> Random Select
.drop_duplicates(subset=['Income_Groups']) # Select |
.drop(columns='Probability'))
# Income_Groups Rate
#0 2 2.32
#1 1 1.25
#3 3 3.45

Pandas groupby in combination with sklean preprocessing continued

Continue from this post:
Pandas groupby in combination with sklearn preprocessing
I need to do preprocessing by scaling grouped data by two columns, somehow get some error for the second method
import pandas as pd
import numpy as np
from sklearn.preprocessing import robust_scale,minmax_scale
df = pd.DataFrame( dict( id=list('AAAAABBBBB'),
loc = (10,20,10,20,10,20,10,20,10,20),
value=(0,10,10,20,100,100,200,30,40,100)))
df['new'] = df.groupby(['id','loc']).value.transform(lambda x:minmax_scale(x.astype(float) ))
df['new'] = df.groupby(['id','loc']).value.transform(lambda x:robust_scale(x ))
The second one give me error like this:
ValueError: Expected 2D array, got 1D array instead: array=[ 0. 10.
100.]. Reshape your data either using array.reshape(-1, 1) if your data has a single feature or array.reshape(1, -1) if it contains a
single sample.
If I use reshape I got error like this:
Exception: Data must be 1-dimensional
If I ever print out the grouped data, g['value'] is pandas series.
for n, g in df.groupby(['id','loc']):
print(type(g['value']))
Do you know what might cause it?
Thanks.
Base on the warning code , you should add reshape and concatenate
df.groupby(['id','loc']).value.transform(lambda x:np.concatenate(robust_scale(x.values.reshape(-1,1))))
Out[606]:
0 -0.2
1 -1.0
2 0.0
3 1.0
4 1.8
5 0.0
6 1.0
7 -2.0
8 -1.0
9 0.0
Name: value, dtype: float64