Cookbook#

这是用于简洁明了的示例和有用 pandas 食谱链接的存储库。我们鼓励用户向此文档添加内容。

向此部分添加有趣的链接和/或内联示例是一个绝佳的首次拉取请求

在可能的情况下,插入了简化、精简、对新用户友好的内联示例,以补充 Stack-Overflow 和 GitHub 链接。许多链接包含比内联示例提供的更丰富的信息。

pandas (pd) 和 NumPy (np) 是仅有的两个缩写导入的模块。其余模块为方便新用户,均显式导入。

惯用法#

这里有一些很棒的 pandas 惯用法

单列的 if-then/if-then-else,以及对另一列或多列的赋值

In [1]: df = pd.DataFrame(
   ...:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ...: )
   ...: 

In [2]: df
Out[2]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

If-then…#

单列的 if-then

In [3]: df.loc[df.AAA >= 5, "BBB"] = -1

In [4]: df
Out[4]: 
   AAA  BBB  CCC
0    4   10  100
1    5   -1   50
2    6   -1  -30
3    7   -1  -50

对 2 列进行 if-then 赋值

In [5]: df.loc[df.AAA >= 5, ["BBB", "CCC"]] = 555

In [6]: df
Out[6]: 
   AAA  BBB  CCC
0    4   10  100
1    5  555  555
2    6  555  555
3    7  555  555

添加另一行使用不同逻辑,以实现 -else

In [7]: df.loc[df.AAA < 5, ["BBB", "CCC"]] = 2000

In [8]: df
Out[8]: 
   AAA   BBB   CCC
0    4  2000  2000
1    5   555   555
2    6   555   555
3    7   555   555

或者,在设置掩码后使用 pandas 的 where

In [9]: df_mask = pd.DataFrame(
   ...:     {"AAA": [True] * 4, "BBB": [False] * 4, "CCC": [True, False] * 2}
   ...: )
   ...: 

In [10]: df.where(df_mask, -1000)
Out[10]: 
   AAA   BBB   CCC
0    4 -1000  2000
1    5 -1000 -1000
2    6 -1000   555
3    7 -1000 -1000

使用 NumPy 的 where() 进行 if-then-else

In [11]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [12]: df
Out[12]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

In [13]: df["logic"] = np.where(df["AAA"] > 5, "high", "low")

In [14]: df
Out[14]: 
   AAA  BBB  CCC logic
0    4   10  100   low
1    5   20   50   low
2    6   30  -30  high
3    7   40  -50  high

拆分#

使用布尔条件拆分 Dataframe

In [15]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [16]: df
Out[16]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

In [17]: df[df.AAA <= 5]
Out[17]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50

In [18]: df[df.AAA > 5]
Out[18]: 
   AAA  BBB  CCC
2    6   30  -30
3    7   40  -50

构建条件#

使用多列条件选择

In [19]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [20]: df
Out[20]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

…and(不带赋值返回 Series)

In [21]: df.loc[(df["BBB"] < 25) & (df["CCC"] >= -40), "AAA"]
Out[21]: 
0    4
1    5
Name: AAA, dtype: int64

…or(不带赋值返回 Series)

In [22]: df.loc[(df["BBB"] > 25) | (df["CCC"] >= -40), "AAA"]
Out[22]: 
0    4
1    5
2    6
3    7
Name: AAA, dtype: int64

…or(带赋值会修改 DataFrame。)

In [23]: df.loc[(df["BBB"] > 25) | (df["CCC"] >= 75), "AAA"] = 999

In [24]: df
Out[24]: 
   AAA  BBB  CCC
0  999   10  100
1    5   20   50
2  999   30  -30
3  999   40  -50

使用 argsort 选择最接近特定值的行

In [25]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [26]: df
Out[26]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

In [27]: aValue = 43.0

In [28]: df.loc[(df.CCC - aValue).abs().argsort()]
Out[28]: 
   AAA  BBB  CCC
1    5   20   50
0    4   10  100
2    6   30  -30
3    7   40  -50

使用二元运算符动态缩减条件列表

In [29]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [30]: df
Out[30]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

In [31]: Crit1 = df.AAA <= 5.5

In [32]: Crit2 = df.BBB == 10.0

In [33]: Crit3 = df.CCC > -40.0

可以硬编码

In [34]: AllCrit = Crit1 & Crit2 & Crit3

…或者可以使用动态构建的条件列表来完成

In [35]: import functools

In [36]: CritList = [Crit1, Crit2, Crit3]

In [37]: AllCrit = functools.reduce(lambda x, y: x & y, CritList)

In [38]: df[AllCrit]
Out[38]: 
   AAA  BBB  CCC
0    4   10  100

选择#

DataFrames#

索引 文档。

同时使用行标签和值条件

In [39]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [40]: df
Out[40]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

In [41]: df[(df.AAA <= 6) & (df.index.isin([0, 2, 4]))]
Out[41]: 
   AAA  BBB  CCC
0    4   10  100
2    6   30  -30

使用 loc 进行面向标签的切片,使用 iloc 进行位置切片 GH 2904

In [42]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]},
   ....:     index=["foo", "bar", "boo", "kar"],
   ....: )
   ....: 

有 2 种显式切片方法,以及一种通用的第三种情况

  1. 面向位置(Python 切片风格:不包含结束)

  2. 面向标签(非 Python 切片风格:包含结束)

  3. 通用(任一切片风格:取决于切片是否包含标签或位置)

In [43]: df.loc["bar":"kar"]  # Label
Out[43]: 
     AAA  BBB  CCC
bar    5   20   50
boo    6   30  -30
kar    7   40  -50

# Generic
In [44]: df[0:3]
Out[44]: 
     AAA  BBB  CCC
foo    4   10  100
bar    5   20   50
boo    6   30  -30

In [45]: df["bar":"kar"]
Out[45]: 
     AAA  BBB  CCC
bar    5   20   50
boo    6   30  -30
kar    7   40  -50

当索引由整数组成,且起始值非零或增量非单位时,会出现歧义。

In [46]: data = {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}

In [47]: df2 = pd.DataFrame(data=data, index=[1, 2, 3, 4])  # Note index starts at 1.

In [48]: df2.iloc[1:3]  # Position-oriented
Out[48]: 
   AAA  BBB  CCC
2    5   20   50
3    6   30  -30

In [49]: df2.loc[1:3]  # Label-oriented
Out[49]: 
   AAA  BBB  CCC
1    4   10  100
2    5   20   50
3    6   30  -30

使用逆向运算符 (~) 获取掩码的补集

In [50]: df = pd.DataFrame(
   ....:     {"AAA": [4, 5, 6, 7], "BBB": [10, 20, 30, 40], "CCC": [100, 50, -30, -50]}
   ....: )
   ....: 

In [51]: df
Out[51]: 
   AAA  BBB  CCC
0    4   10  100
1    5   20   50
2    6   30  -30
3    7   40  -50

In [52]: df[~((df.AAA <= 6) & (df.index.isin([0, 2, 4])))]
Out[52]: 
   AAA  BBB  CCC
1    5   20   50
3    7   40  -50

新列#

使用 DataFrame.map(以前称为 applymap)高效动态创建新列

In [53]: df = pd.DataFrame({"AAA": [1, 2, 1, 3], "BBB": [1, 1, 2, 2], "CCC": [2, 1, 3, 1]})

In [54]: df
Out[54]: 
   AAA  BBB  CCC
0    1    1    2
1    2    1    1
2    1    2    3
3    3    2    1

In [55]: source_cols = df.columns  # Or some subset would work too

In [56]: new_cols = [str(x) + "_cat" for x in source_cols]

In [57]: categories = {1: "Alpha", 2: "Beta", 3: "Charlie"}

In [58]: df[new_cols] = df[source_cols].map(categories.get)

In [59]: df
Out[59]: 
   AAA  BBB  CCC  AAA_cat BBB_cat  CCC_cat
0    1    1    2    Alpha   Alpha     Beta
1    2    1    1     Beta   Alpha    Alpha
2    1    2    3    Alpha    Beta  Charlie
3    3    2    1  Charlie    Beta    Alpha

使用 min() 和 groupby 时保留其他列

In [60]: df = pd.DataFrame(
   ....:     {"AAA": [1, 1, 1, 2, 2, 2, 3, 3], "BBB": [2, 1, 3, 4, 5, 1, 2, 3]}
   ....: )
   ....: 

In [61]: df
Out[61]: 
   AAA  BBB
0    1    2
1    1    1
2    1    3
3    2    4
4    2    5
5    2    1
6    3    2
7    3    3

方法 1:idxmin() 获取最小值索引

In [62]: df.loc[df.groupby("AAA")["BBB"].idxmin()]
Out[62]: 
   AAA  BBB
1    1    1
5    2    1
6    3    2

方法 2:排序然后取每个的第一个

In [63]: df.sort_values(by="BBB").groupby("AAA", as_index=False).first()
Out[63]: 
   AAA  BBB
0    1    1
1    2    1
2    3    2

注意结果相同,除了索引。

多级索引#

多级索引 文档。

从带标签的 DataFrame 创建 MultiIndex

In [64]: df = pd.DataFrame(
   ....:     {
   ....:         "row": [0, 1, 2],
   ....:         "One_X": [1.1, 1.1, 1.1],
   ....:         "One_Y": [1.2, 1.2, 1.2],
   ....:         "Two_X": [1.11, 1.11, 1.11],
   ....:         "Two_Y": [1.22, 1.22, 1.22],
   ....:     }
   ....: )
   ....: 

In [65]: df
Out[65]: 
   row  One_X  One_Y  Two_X  Two_Y
0    0    1.1    1.2   1.11   1.22
1    1    1.1    1.2   1.11   1.22
2    2    1.1    1.2   1.11   1.22

# As Labelled Index
In [66]: df = df.set_index("row")

In [67]: df
Out[67]: 
     One_X  One_Y  Two_X  Two_Y
row                            
0      1.1    1.2   1.11   1.22
1      1.1    1.2   1.11   1.22
2      1.1    1.2   1.11   1.22

# With Hierarchical Columns
In [68]: df.columns = pd.MultiIndex.from_tuples([tuple(c.split("_")) for c in df.columns])

In [69]: df
Out[69]: 
     One        Two      
       X    Y     X     Y
row                      
0    1.1  1.2  1.11  1.22
1    1.1  1.2  1.11  1.22
2    1.1  1.2  1.11  1.22

# Now stack & Reset
In [70]: df = df.stack(0).reset_index(1)

In [71]: df
Out[71]: 
    level_1     X     Y
row                    
0       One  1.10  1.20
0       Two  1.11  1.22
1       One  1.10  1.20
1       Two  1.11  1.22
2       One  1.10  1.20
2       Two  1.11  1.22

# And fix the labels (Notice the label 'level_1' got added automatically)
In [72]: df.columns = ["Sample", "All_X", "All_Y"]

In [73]: df
Out[73]: 
    Sample  All_X  All_Y
row                     
0      One   1.10   1.20
0      Two   1.11   1.22
1      One   1.10   1.20
1      Two   1.11   1.22
2      One   1.10   1.20
2      Two   1.11   1.22

算术运算#

对需要广播的 MultiIndex 进行算术运算

In [74]: cols = pd.MultiIndex.from_tuples(
   ....:     [(x, y) for x in ["A", "B", "C"] for y in ["O", "I"]]
   ....: )
   ....: 

In [75]: df = pd.DataFrame(np.random.randn(2, 6), index=["n", "m"], columns=cols)

In [76]: df
Out[76]: 
          A                   B                   C          
          O         I         O         I         O         I
n  0.469112 -0.282863 -1.509059 -1.135632  1.212112 -0.173215
m  0.119209 -1.044236 -0.861849 -2.104569 -0.494929  1.071804

In [77]: df = df.div(df["C"], level=1)

In [78]: df
Out[78]: 
    A       B       C    
    O   I   O   I   O   I
n NaN NaN NaN NaN NaN NaN
m NaN NaN NaN NaN NaN NaN

切片#

使用 xs 切片 MultiIndex

In [79]: coords = [("AA", "one"), ("AA", "six"), ("BB", "one"), ("BB", "two"), ("BB", "six")]

In [80]: index = pd.MultiIndex.from_tuples(coords)

In [81]: df = pd.DataFrame([11, 22, 33, 44, 55], index, ["MyData"])

In [82]: df
Out[82]: 
        MyData
AA one      11
   six      22
BB one      33
   two      44
   six      55

获取第一个轴的第 1 个级别的横截面

# Note : level and axis are optional, and default to zero
In [83]: df.xs("BB", level=0, axis=0)
Out[83]: 
     MyData
one      33
two      44
six      55

…以及第一个轴的第二个级别。

In [84]: df.xs("six", level=1, axis=0)
Out[84]: 
    MyData
AA      22
BB      55

使用 xs 切片 MultiIndex,方法 #2

In [85]: import itertools

In [86]: index = list(itertools.product(["Ada", "Quinn", "Violet"], ["Comp", "Math", "Sci"]))

In [87]: headr = list(itertools.product(["Exams", "Labs"], ["I", "II"]))

In [88]: indx = pd.MultiIndex.from_tuples(index, names=["Student", "Course"])

In [89]: cols = pd.MultiIndex.from_tuples(headr)  # Notice these are un-named

In [90]: data = [[70 + x + y + (x * y) % 3 for x in range(4)] for y in range(9)]

In [91]: df = pd.DataFrame(data, indx, cols)

In [92]: df
Out[92]: 
               Exams     Labs    
                   I  II    I  II
Student Course                   
Ada     Comp      70  71   72  73
        Math      71  73   75  74
        Sci       72  75   75  75
Quinn   Comp      73  74   75  76
        Math      74  76   78  77
        Sci       75  78   78  78
Violet  Comp      76  77   78  79
        Math      77  79   81  80
        Sci       78  81   81  81

In [93]: All = slice(None)

In [94]: df.loc["Violet"]
Out[94]: 
       Exams     Labs    
           I  II    I  II
Course                   
Comp      76  77   78  79
Math      77  79   81  80
Sci       78  81   81  81

In [95]: df.loc[(All, "Math"), All]
Out[95]: 
               Exams     Labs    
                   I  II    I  II
Student Course                   
Ada     Math      71  73   75  74
Quinn   Math      74  76   78  77
Violet  Math      77  79   81  80

In [96]: df.loc[(slice("Ada", "Quinn"), "Math"), All]
Out[96]: 
               Exams     Labs    
                   I  II    I  II
Student Course                   
Ada     Math      71  73   75  74
Quinn   Math      74  76   78  77

In [97]: df.loc[(All, "Math"), ("Exams")]
Out[97]: 
                 I  II
Student Course        
Ada     Math    71  73
Quinn   Math    74  76
Violet  Math    77  79

In [98]: df.loc[(All, "Math"), (All, "II")]
Out[98]: 
               Exams Labs
                  II   II
Student Course           
Ada     Math      73   74
Quinn   Math      76   77
Violet  Math      79   80

使用 xs 设置 MultiIndex 的一部分

排序#

按特定列或有序的列列表排序,带 MultiIndex

In [99]: df.sort_values(by=("Labs", "II"), ascending=False)
Out[99]: 
               Exams     Labs    
                   I  II    I  II
Student Course                   
Violet  Sci       78  81   81  81
        Math      77  79   81  80
        Comp      76  77   78  79
Quinn   Sci       75  78   78  78
        Math      74  76   78  77
        Comp      73  74   75  76
Ada     Sci       72  75   75  75
        Math      71  73   75  74
        Comp      70  71   72  73

部分选择,需要排序 GH 2995

层级#

在 MultiIndex 前面添加一个层级

展平分层列

缺失数据#

缺失数据 文档。

向前填充反转的时间序列

In [100]: df = pd.DataFrame(
   .....:     np.random.randn(6, 1),
   .....:     index=pd.date_range("2013-08-01", periods=6, freq="B"),
   .....:     columns=list("A"),
   .....: )
   .....: 

In [101]: df.loc[df.index[3], "A"] = np.nan

In [102]: df
Out[102]: 
                   A
2013-08-01  0.721555
2013-08-02 -0.706771
2013-08-05 -1.039575
2013-08-06       NaN
2013-08-07 -0.424972
2013-08-08  0.567020

In [103]: df.bfill()
Out[103]: 
                   A
2013-08-01  0.721555
2013-08-02 -0.706771
2013-08-05 -1.039575
2013-08-06 -0.424972
2013-08-07 -0.424972
2013-08-08  0.567020

在 NaN 值处重置 cumsum

替换#

使用反向引用进行替换

分组#

分组 文档。

使用 apply 进行基本分组

与 agg 不同,apply 的可调用对象被传递一个子 DataFrame,该 DataFrame 允许访问所有列

In [104]: df = pd.DataFrame(
   .....:     {
   .....:         "animal": "cat dog cat fish dog cat cat".split(),
   .....:         "size": list("SSMMMLL"),
   .....:         "weight": [8, 10, 11, 1, 20, 12, 12],
   .....:         "adult": [False] * 5 + [True] * 2,
   .....:     }
   .....: )
   .....: 

In [105]: df
Out[105]: 
  animal size  weight  adult
0    cat    S       8  False
1    dog    S      10  False
2    cat    M      11  False
3   fish    M       1  False
4    dog    M      20  False
5    cat    L      12   True
6    cat    L      12   True

# List the size of the animals with the highest weight.
In [106]: df.groupby("animal").apply(lambda subf: subf["size"][subf["weight"].idxmax()])
Out[106]: 
animal
cat     L
dog     M
fish    M
dtype: str

使用 get_group

In [107]: gb = df.groupby("animal")

In [108]: gb.get_group("cat")
Out[108]: 
  animal size  weight  adult
0    cat    S       8  False
2    cat    M      11  False
5    cat    L      12   True
6    cat    L      12   True

对组内的不同项应用

In [109]: def GrowUp(x):
   .....:     avg_weight = sum(x[x["size"] == "S"].weight * 1.5)
   .....:     avg_weight += sum(x[x["size"] == "M"].weight * 1.25)
   .....:     avg_weight += sum(x[x["size"] == "L"].weight)
   .....:     avg_weight /= len(x)
   .....:     return pd.Series(["L", avg_weight, True], index=["size", "weight", "adult"])
   .....: 

In [110]: expected_df = gb.apply(GrowUp)

In [111]: expected_df
Out[111]: 
       size   weight  adult
animal                     
cat       L  12.4375   True
dog       L  20.0000   True
fish      L   1.2500   True

展开 apply

In [112]: S = pd.Series([i / 100.0 for i in range(1, 11)])

In [113]: def cum_ret(x, y):
   .....:     return x * (1 + y)
   .....: 

In [114]: def red(x):
   .....:     return functools.reduce(cum_ret, x, 1.0)
   .....: 

In [115]: S.expanding().apply(red, raw=True)
Out[115]: 
0    1.010000
1    1.030200
2    1.061106
3    1.103550
4    1.158728
5    1.228251
6    1.314229
7    1.419367
8    1.547110
9    1.701821
dtype: float64

用组的平均值替换某些值

In [116]: df = pd.DataFrame({"A": [1, 1, 2, 2], "B": [1, -1, 1, 2]})

In [117]: gb = df.groupby("A")

In [118]: def replace(g):
   .....:     mask = g < 0
   .....:     return g.where(~mask, g[~mask].mean())
   .....: 

In [119]: gb.transform(replace)
Out[119]: 
   B
0  1
1  1
2  1
3  2

按聚合数据对组进行排序

In [120]: df = pd.DataFrame(
   .....:     {
   .....:         "code": ["foo", "bar", "baz"] * 2,
   .....:         "data": [0.16, -0.21, 0.33, 0.45, -0.59, 0.62],
   .....:         "flag": [False, True] * 3,
   .....:     }
   .....: )
   .....: 

In [121]: code_groups = df.groupby("code")

In [122]: agg_n_sort_order = code_groups[["data"]].transform("sum").sort_values(by="data")

In [123]: sorted_df = df.loc[agg_n_sort_order.index]

In [124]: sorted_df
Out[124]: 
  code  data   flag
1  bar -0.21   True
4  bar -0.59  False
3  foo  0.45   True
0  foo  0.16  False
2  baz  0.33  False
5  baz  0.62   True

创建多个聚合列

In [125]: rng = pd.date_range(start="2014-10-07", periods=10, freq="2min")

In [126]: ts = pd.Series(data=list(range(10)), index=rng)

In [127]: def MyCust(x):
   .....:     if len(x) > 2:
   .....:         return x.iloc[1] * 1.234
   .....:     return pd.NaT
   .....: 

In [128]: mhc = {"Mean": "mean", "Max": "max", "Custom": MyCust}

In [129]: ts.resample("5min").apply(mhc)
Out[129]: 
                     Mean  Max Custom
2014-10-07 00:00:00   1.0    2  1.234
2014-10-07 00:05:00   3.5    4    NaT
2014-10-07 00:10:00   6.0    7  7.404
2014-10-07 00:15:00   8.5    9    NaT

In [130]: ts
Out[130]: 
2014-10-07 00:00:00    0
2014-10-07 00:02:00    1
2014-10-07 00:04:00    2
2014-10-07 00:06:00    3
2014-10-07 00:08:00    4
2014-10-07 00:10:00    5
2014-10-07 00:12:00    6
2014-10-07 00:14:00    7
2014-10-07 00:16:00    8
2014-10-07 00:18:00    9
Freq: 2min, dtype: int64

创建值计数列并重新分配回 DataFrame

In [131]: df = pd.DataFrame(
   .....:     {"Color": "Red Red Red Blue".split(), "Value": [100, 150, 50, 50]}
   .....: )
   .....: 

In [132]: df
Out[132]: 
  Color  Value
0   Red    100
1   Red    150
2   Red     50
3  Blue     50

In [133]: df["Counts"] = df.groupby(["Color"]).transform(len)

In [134]: df
Out[134]: 
  Color  Value  Counts
0   Red    100       3
1   Red    150       3
2   Red     50       3
3  Blue     50       1

根据索引移动列中的值组

In [135]: df = pd.DataFrame(
   .....:     {"line_race": [10, 10, 8, 10, 10, 8], "beyer": [99, 102, 103, 103, 88, 100]},
   .....:     index=[
   .....:         "Last Gunfighter",
   .....:         "Last Gunfighter",
   .....:         "Last Gunfighter",
   .....:         "Paynter",
   .....:         "Paynter",
   .....:         "Paynter",
   .....:     ],
   .....: )
   .....: 

In [136]: df
Out[136]: 
                 line_race  beyer
Last Gunfighter         10     99
Last Gunfighter         10    102
Last Gunfighter          8    103
Paynter                 10    103
Paynter                 10     88
Paynter                  8    100

In [137]: df["beyer_shifted"] = df.groupby(level=0)["beyer"].shift(1)

In [138]: df
Out[138]: 
                 line_race  beyer  beyer_shifted
Last Gunfighter         10     99            NaN
Last Gunfighter         10    102           99.0
Last Gunfighter          8    103          102.0
Paynter                 10    103            NaN
Paynter                 10     88          103.0
Paynter                  8    100           88.0

从每个组中选择具有最大值的行

In [139]: df = pd.DataFrame(
   .....:     {
   .....:         "host": ["other", "other", "that", "this", "this"],
   .....:         "service": ["mail", "web", "mail", "mail", "web"],
   .....:         "no": [1, 2, 1, 2, 1],
   .....:     }
   .....: ).set_index(["host", "service"])
   .....: 

In [140]: mask = df.groupby(level=0).agg("idxmax")

In [141]: df_count = df.loc[mask["no"]].reset_index()

In [142]: df_count
Out[142]: 
    host service  no
0  other     web   2
1   that    mail   1
2   this    mail   2

Python 的 itertools.groupby 式分组

In [143]: df = pd.DataFrame([0, 1, 0, 1, 1, 1, 0, 1, 1], columns=["A"])

In [144]: df["A"].groupby((df["A"] != df["A"].shift()).cumsum()).groups
Out[144]: {1: [0], 2: [1], 3: [2], 4: [3, 4, 5], 5: [6], 6: [7, 8]}

In [145]: df["A"].groupby((df["A"] != df["A"].shift()).cumsum()).cumsum()
Out[145]: 
0    0
1    1
2    0
3    1
4    2
5    3
6    0
7    1
8    2
Name: A, dtype: int64

展开数据#

对齐和最新

滚动计算:基于值而不是计数的窗口

按时间间隔滚动平均值

拆分#

拆分 DataFrame

创建数据帧列表,使用基于行中逻辑的区分来拆分。

In [146]: df = pd.DataFrame(
   .....:     data={
   .....:         "Case": ["A", "A", "A", "B", "A", "A", "B", "A", "A"],
   .....:         "Data": np.random.randn(9),
   .....:     }
   .....: )
   .....: 

In [147]: dfs = list(
   .....:     zip(
   .....:         *df.groupby(
   .....:             (1 * (df["Case"] == "B"))
   .....:             .cumsum()
   .....:             .rolling(window=3, min_periods=1)
   .....:             .median()
   .....:         )
   .....:     )
   .....: )[-1]
   .....: 

In [148]: dfs[0]
Out[148]: 
  Case      Data
0    A  0.276232
1    A -1.087401
2    A -0.673690
3    B  0.113648

In [149]: dfs[1]
Out[149]: 
  Case      Data
4    A -1.478427
5    A  0.524988
6    B  0.404705

In [150]: dfs[2]
Out[150]: 
  Case      Data
7    A  0.577046
8    A -1.715002

透视#

透视 文档。

部分求和和小计

In [151]: df = pd.DataFrame(
   .....:     data={
   .....:         "Province": ["ON", "QC", "BC", "AL", "AL", "MN", "ON"],
   .....:         "City": [
   .....:             "Toronto",
   .....:             "Montreal",
   .....:             "Vancouver",
   .....:             "Calgary",
   .....:             "Edmonton",
   .....:             "Winnipeg",
   .....:             "Windsor",
   .....:         ],
   .....:         "Sales": [13, 6, 16, 8, 4, 3, 1],
   .....:     }
   .....: )
   .....: 

In [152]: table = pd.pivot_table(
   .....:     df,
   .....:     values=["Sales"],
   .....:     index=["Province"],
   .....:     columns=["City"],
   .....:     aggfunc="sum",
   .....:     margins=True,
   .....: )
   .....: 

In [153]: table.stack("City")
Out[153]: 
                    Sales
Province City            
AL       Calgary      8.0
         Edmonton     4.0
         Montreal     NaN
         Toronto      NaN
         Vancouver    NaN
...                   ...
All      Toronto     13.0
         Vancouver   16.0
         Windsor      1.0
         Winnipeg     3.0
         All         51.0

[48 rows x 1 columns]

类似 R 中的 plyr 的频率表

In [154]: grades = [48, 99, 75, 80, 42, 80, 72, 68, 36, 78]

In [155]: df = pd.DataFrame(
   .....:     {
   .....:         "ID": ["x%d" % r for r in range(10)],
   .....:         "Gender": ["F", "M", "F", "M", "F", "M", "F", "M", "M", "M"],
   .....:         "ExamYear": [
   .....:             "2007",
   .....:             "2007",
   .....:             "2007",
   .....:             "2008",
   .....:             "2008",
   .....:             "2008",
   .....:             "2008",
   .....:             "2009",
   .....:             "2009",
   .....:             "2009",
   .....:         ],
   .....:         "Class": [
   .....:             "algebra",
   .....:             "stats",
   .....:             "bio",
   .....:             "algebra",
   .....:             "algebra",
   .....:             "stats",
   .....:             "stats",
   .....:             "algebra",
   .....:             "bio",
   .....:             "bio",
   .....:         ],
   .....:         "Participated": [
   .....:             "yes",
   .....:             "yes",
   .....:             "yes",
   .....:             "yes",
   .....:             "no",
   .....:             "yes",
   .....:             "yes",
   .....:             "yes",
   .....:             "yes",
   .....:             "yes",
   .....:         ],
   .....:         "Passed": ["yes" if x > 50 else "no" for x in grades],
   .....:         "Employed": [
   .....:             True,
   .....:             True,
   .....:             True,
   .....:             False,
   .....:             False,
   .....:             False,
   .....:             False,
   .....:             True,
   .....:             True,
   .....:             False,
   .....:         ],
   .....:         "Grade": grades,
   .....:     }
   .....: )
   .....: 

In [156]: df.groupby("ExamYear").agg(
   .....:     {
   .....:         "Participated": lambda x: x.value_counts()["yes"],
   .....:         "Passed": lambda x: sum(x == "yes"),
   .....:         "Employed": lambda x: sum(x),
   .....:         "Grade": lambda x: sum(x) / len(x),
   .....:     }
   .....: )
   .....: 
Out[156]: 
          Participated  Passed  Employed      Grade
ExamYear                                           
2007                 3       2         3  74.000000
2008                 3       3         0  68.500000
2009                 3       2         2  60.666667

绘制具有年同比数据的 pandas DataFrame

创建年份和月份的交叉表

In [157]: df = pd.DataFrame(
   .....:     {"value": np.random.randn(36)},
   .....:     index=pd.date_range("2011-01-01", freq="ME", periods=36),
   .....: )
   .....: 

In [158]: pd.pivot_table(
   .....:     df, index=df.index.month, columns=df.index.year, values="value", aggfunc="sum"
   .....: )
   .....: 
Out[158]: 
        2011      2012      2013
1  -1.039268 -0.968914  2.565646
2  -0.370647 -1.294524  1.431256
3  -1.157892  0.413738  1.340309
4  -1.344312  0.276662 -1.170299
5   0.844885 -0.472035 -0.226169
6   1.075770 -0.013960  0.410835
7  -0.109050 -0.362543  0.813850
8   1.643563 -0.006154  0.132003
9  -1.469388 -0.923061 -0.827317
10  0.357021  0.895717 -0.076467
11 -0.674600  0.805244 -1.187678
12 -1.776904 -1.206412  1.130127

应用#

滚动应用组织 - 将嵌入式列表转换为 MultiIndex DataFrame

In [159]: df = pd.DataFrame(
   .....:     data={
   .....:         "A": [[2, 4, 8, 16], [100, 200], [10, 20, 30]],
   .....:         "B": [["a", "b", "c"], ["jj", "kk"], ["ccc"]],
   .....:     },
   .....:     index=["I", "II", "III"],
   .....: )
   .....: 

In [160]: def SeriesFromSubList(aList):
   .....:     return pd.Series(aList)
   .....: 

In [161]: df_orgz = pd.concat(
   .....:     {ind: row.apply(SeriesFromSubList) for ind, row in df.iterrows()}
   .....: )
   .....: 

In [162]: df_orgz
Out[162]: 
         0     1     2     3
I   A    2     4     8  16.0
    B    a     b     c   NaN
II  A  100   200   NaN   NaN
    B   jj    kk   NaN   NaN
III A   10  20.0  30.0   NaN
    B  ccc   NaN   NaN   NaN

滚动应用返回 Series 的 DataFrame

滚动应用到多个列,其中函数在返回标量之前计算 Series

In [163]: df = pd.DataFrame(
   .....:     data=np.random.randn(2000, 2) / 10000,
   .....:     index=pd.date_range("2001-01-01", periods=2000),
   .....:     columns=["A", "B"],
   .....: )
   .....: 

In [164]: df
Out[164]: 
                   A         B
2001-01-01 -0.000144 -0.000141
2001-01-02  0.000161  0.000102
2001-01-03  0.000057  0.000088
2001-01-04 -0.000221  0.000097
2001-01-05 -0.000201 -0.000041
...              ...       ...
2006-06-19  0.000040 -0.000235
2006-06-20 -0.000123 -0.000021
2006-06-21 -0.000113  0.000114
2006-06-22  0.000136  0.000109
2006-06-23  0.000027  0.000030

[2000 rows x 2 columns]

In [165]: def gm(df, const):
   .....:     v = ((((df["A"] + df["B"]) + 1).cumprod()) - 1) * const
   .....:     return v.iloc[-1]
   .....: 

In [166]: s = pd.Series(
   .....:     {
   .....:         df.index[i]: gm(df.iloc[i: min(i + 51, len(df) - 1)], 5)
   .....:         for i in range(len(df) - 50)
   .....:     }
   .....: )
   .....: 

In [167]: s
Out[167]: 
2001-01-01    0.000930
2001-01-02    0.002615
2001-01-03    0.001281
2001-01-04    0.001117
2001-01-05    0.002772
                ...   
2006-04-30    0.003296
2006-05-01    0.002629
2006-05-02    0.002081
2006-05-03    0.004247
2006-05-04    0.003928
Length: 1950, dtype: float64

滚动应用返回标量的 DataFrame

滚动应用到返回标量的多个列(成交量加权平均价格)

In [168]: rng = pd.date_range(start="2014-01-01", periods=100)

In [169]: df = pd.DataFrame(
   .....:     {
   .....:         "Open": np.random.randn(len(rng)),
   .....:         "Close": np.random.randn(len(rng)),
   .....:         "Volume": np.random.randint(100, 2000, len(rng)),
   .....:     },
   .....:     index=rng,
   .....: )
   .....: 

In [170]: df
Out[170]: 
                Open     Close  Volume
2014-01-01 -1.611353 -0.492885    1219
2014-01-02 -3.000951  0.445794    1054
2014-01-03 -0.138359 -0.076081    1381
2014-01-04  0.301568  1.198259    1253
2014-01-05  0.276381 -0.669831    1728
...              ...       ...     ...
2014-04-06 -0.040338  0.937843    1188
2014-04-07  0.359661 -0.285908    1864
2014-04-08  0.060978  1.714814     941
2014-04-09  1.759055 -0.455942    1065
2014-04-10  0.138185 -1.147008    1453

[100 rows x 3 columns]

In [171]: def vwap(bars):
   .....:     return (bars.Close * bars.Volume).sum() / bars.Volume.sum()
   .....: 

In [172]: window = 5

In [173]: s = pd.concat(
   .....:     [
   .....:         (pd.Series(vwap(df.iloc[i: i + window]), index=[df.index[i + window]]))
   .....:         for i in range(len(df) - window)
   .....:     ]
   .....: )
   .....: 

In [174]: s.round(2)
Out[174]: 
2014-01-06    0.02
2014-01-07    0.11
2014-01-08    0.10
2014-01-09    0.07
2014-01-10   -0.29
              ... 
2014-04-06   -0.63
2014-04-07   -0.02
2014-04-08   -0.03
2014-04-09    0.34
2014-04-10    0.29
Length: 95, dtype: float64

时间序列#

时间段之间

使用 indexer 在时间之间

构造一个不包括周末且仅包含特定时间的 datetime 范围

向量化查找

聚合和绘制时间序列

将列为小时、行为天的矩阵转换为时间序列形式的连续行序列。如何重新排列 Python pandas DataFrame?

在重新索引时间序列到指定频率时处理重复项

计算 DatetimeIndex 中每个条目的月份第一天

In [175]: dates = pd.date_range("2000-01-01", periods=5)

In [176]: dates.to_period(freq="M").to_timestamp()
Out[176]: 
DatetimeIndex(['2000-01-01', '2000-01-01', '2000-01-01', '2000-01-01',
               '2000-01-01'],
              dtype='datetime64[us]', freq=None)

重采样#

重采样 文档。

使用 Grouper 而不是 TimeGrouper 进行时间分组

带有部分缺失值的时间分组

Grouper 的有效频率参数 时间序列

使用 MultiIndex 进行分组

使用 TimeGrouper 和另一个分组来创建子组,然后应用自定义函数 GH 3791

使用自定义周期重采样

对日内 DataFrame 进行重采样而不添加新天

重采样分钟数据

使用 groupby 进行重采样

合并#

连接 文档。

连接具有重叠索引的两个 DataFrame(模拟 R 的 rbind)

In [177]: rng = pd.date_range("2000-01-01", periods=6)

In [178]: df1 = pd.DataFrame(np.random.randn(6, 3), index=rng, columns=["A", "B", "C"])

In [179]: df2 = df1.copy()

取决于 df 的构造,可能需要 ignore_index

In [180]: df = pd.concat([df1, df2], ignore_index=True)

In [181]: df
Out[181]: 
           A         B         C
0  -0.870117 -0.479265 -0.790855
1   0.144817  1.726395 -0.464535
2  -0.821906  1.597605  0.187307
3  -0.128342 -1.511638 -0.289858
4   0.399194 -1.430030 -0.639760
5   1.115116 -2.012600  1.810662
6  -0.870117 -0.479265 -0.790855
7   0.144817  1.726395 -0.464535
8  -0.821906  1.597605  0.187307
9  -0.128342 -1.511638 -0.289858
10  0.399194 -1.430030 -0.639760
11  1.115116 -2.012600  1.810662

DataFrame 的自连接 GH 2996

In [182]: df = pd.DataFrame(
   .....:     data={
   .....:         "Area": ["A"] * 5 + ["C"] * 2,
   .....:         "Bins": [110] * 2 + [160] * 3 + [40] * 2,
   .....:         "Test_0": [0, 1, 0, 1, 2, 0, 1],
   .....:         "Data": np.random.randn(7),
   .....:     }
   .....: )
   .....: 

In [183]: df
Out[183]: 
  Area  Bins  Test_0      Data
0    A   110       0 -0.433937
1    A   110       1 -0.160552
2    A   160       0  0.744434
3    A   160       1  1.754213
4    A   160       2  0.000850
5    C    40       0  0.342243
6    C    40       1  1.070599

In [184]: df["Test_1"] = df["Test_0"] - 1

In [185]: pd.merge(
   .....:     df,
   .....:     df,
   .....:     left_on=["Bins", "Area", "Test_0"],
   .....:     right_on=["Bins", "Area", "Test_1"],
   .....:     suffixes=("_L", "_R"),
   .....: )
   .....: 
Out[185]: 
  Area  Bins  Test_0_L    Data_L  Test_1_L  Test_0_R    Data_R  Test_1_R
0    A   110         0 -0.433937        -1         1 -0.160552         0
1    A   160         0  0.744434        -1         1  1.754213         0
2    A   160         1  1.754213         0         2  0.000850         1
3    C    40         0  0.342243        -1         1  1.070599         0

如何设置索引并连接

类似 KDB 的 asof 连接

基于值的条件连接

使用 searchsorted 基于范围内的值进行合并

绘图#

绘图 文档。

使 Matplotlib 看起来像 R

设置 x 轴主次刻度标签

在 IPython Jupyter notebook 中绘制多个图表

创建多线图

绘制热力图

注释时间序列图

注释时间序列图 #2

使用 Pandas、Vincent 和 xlsxwriter 生成嵌入在 Excel 文件中的图表

对分层变量的每个四分位数进行箱线图分析

In [186]: df = pd.DataFrame(
   .....:     {
   .....:         "stratifying_var": np.random.uniform(0, 100, 20),
   .....:         "price": np.random.normal(100, 5, 20),
   .....:     }
   .....: )
   .....: 

In [187]: df["quartiles"] = pd.qcut(
   .....:     df["stratifying_var"], 4, labels=["0-25%", "25-50%", "50-75%", "75-100%"]
   .....: )
   .....: 

In [188]: df.boxplot(column="price", by="quartiles")
Out[188]: <Axes: title={'center': 'price'}, xlabel='quartiles'>
../_images/quartile_boxplot.png

数据输入/输出#

SQL 与 HDF5 性能比较

CSV#

CSV 文档

read_csv 实操

追加到 csv

逐块读取 csv

逐块读取 csv 的特定行

读取 DataFrame 的前几行

读取未被(原生压缩格式,read_csv 支持)gzip/bz2 压缩的文件。此示例显示了一个 WinZipped 文件,但这是一个通用应用:在上下文管理器中打开文件并使用该句柄进行读取。参见此处

从文件中推断 dtypes

处理错误行 GH 2886

写入具有多行索引的 CSV,而不写入重复项

读取多个文件以创建单个 DataFrame#

将多个文件合并成一个 DataFrame 的最佳方法是逐个读取单个 DataFrame,将所有单个 DataFrame 放入一个列表中,然后使用 pd.concat() 合并列表中的 DataFrame。

In [189]: for i in range(3):
   .....:     data = pd.DataFrame(np.random.randn(10, 4))
   .....:     data.to_csv("file_{}.csv".format(i))
   .....: 

In [190]: files = ["file_0.csv", "file_1.csv", "file_2.csv"]

In [191]: result = pd.concat([pd.read_csv(f) for f in files], ignore_index=True)

您可以使用相同的方法读取所有匹配模式的文件。这里有一个使用 glob 的示例

In [192]: import glob

In [193]: import os

In [194]: files = glob.glob("file_*.csv")

In [195]: result = pd.concat([pd.read_csv(f) for f in files], ignore_index=True)

最后,此策略将适用于 io 文档 中描述的其他 pd.read_*(...) 函数。

解析多列中的日期组件#

使用格式可以更快地解析多列中的日期组件

In [196]: i = pd.date_range("20000101", periods=10000)

In [197]: df = pd.DataFrame({"year": i.year, "month": i.month, "day": i.day})

In [198]: df.head()
Out[198]: 
   year  month  day
0  2000      1    1
1  2000      1    2
2  2000      1    3
3  2000      1    4
4  2000      1    5

In [199]: %timeit pd.to_datetime(df.year * 10000 + df.month * 100 + df.day, format='%Y%m%d')
   .....: ds = df.apply(lambda x: "%04d%02d%02d" % (x["year"], x["month"], x["day"]), axis=1)
   .....: ds.head()
   .....: %timeit pd.to_datetime(ds)
   .....: 
2.43 ms +- 9.94 us per loop (mean +- std. dev. of 7 runs, 100 loops each)
1.88 ms +- 2.88 us per loop (mean +- std. dev. of 7 runs, 1,000 loops each)

跳过标题和数据之间的行#

In [200]: data = """;;;;
   .....:  ;;;;
   .....:  ;;;;
   .....:  ;;;;
   .....:  ;;;;
   .....:  ;;;;
   .....: ;;;;
   .....:  ;;;;
   .....:  ;;;;
   .....: ;;;;
   .....: date;Param1;Param2;Param4;Param5
   .....:     ;m²;°C;m²;m
   .....: ;;;;
   .....: 01.01.1990 00:00;1;1;2;3
   .....: 01.01.1990 01:00;5;3;4;5
   .....: 01.01.1990 02:00;9;5;6;7
   .....: 01.01.1990 03:00;13;7;8;9
   .....: 01.01.1990 04:00;17;9;10;11
   .....: 01.01.1990 05:00;21;11;12;13
   .....: """
   .....: 
选项 1:显式传递行以跳过行#
In [201]: from io import StringIO

In [202]: pd.read_csv(
   .....:     StringIO(data),
   .....:     sep=";",
   .....:     skiprows=[11, 12],
   .....:     index_col=0,
   .....:     parse_dates=True,
   .....:     header=10,
   .....: )
   .....: 
Out[202]: 
                     Param1  Param2  Param4  Param5
date                                               
1990-01-01 00:00:00       1       1       2       3
1990-01-01 01:00:00       5       3       4       5
1990-01-01 02:00:00       9       5       6       7
1990-01-01 03:00:00      13       7       8       9
1990-01-01 04:00:00      17       9      10      11
1990-01-01 05:00:00      21      11      12      13
选项 2:读取列名然后读取数据#
In [203]: pd.read_csv(StringIO(data), sep=";", header=10, nrows=10).columns
Out[203]: Index(['date', 'Param1', 'Param2', 'Param4', 'Param5'], dtype='str')

In [204]: columns = pd.read_csv(StringIO(data), sep=";", header=10, nrows=10).columns

In [205]: pd.read_csv(
   .....:     StringIO(data), sep=";", index_col=0, header=12, parse_dates=True, names=columns
   .....: )
   .....: 
Out[205]: 
                     Param1  Param2  Param4  Param5
date                                               
1990-01-01 00:00:00       1       1       2       3
1990-01-01 01:00:00       5       3       4       5
1990-01-01 02:00:00       9       5       6       7
1990-01-01 03:00:00      13       7       8       9
1990-01-01 04:00:00      17       9      10      11
1990-01-01 05:00:00      21      11      12      13

SQL#

SQL 文档

从数据库读取 SQL

Excel#

Excel 文档

从文件句柄读取

修改 XlsxWriter 输出中的格式

仅加载可见工作表 GH 19842#issuecomment-892150745

HTML#

从无法处理默认请求头的服务器读取 HTML 表

HDFStore#

HDFStores 文档

带有 Timestamp 索引的简单查询

使用链接的多表层次结构管理异构数据 GH 3032

合并数百万行的磁盘表

避免多个进程/线程写入存储时的不一致

通过块对大型存储进行去重,本质上是一个递归约简操作。演示了一个从 csv 文件获取数据并通过块创建存储的函数,同时还进行日期解析。参见此处

从 csv 文件逐块创建存储

追加到存储,同时创建唯一索引

大型数据工作流程

读取一系列文件,然后为存储提供全局唯一索引并追加

对低组密度 HDFStore 进行 Groupby

对高组密度 HDFStore 进行 Groupby

HDFStore 上的分层查询

使用 HDFStore 进行计数

排查 HDFStore 异常

为字符串设置 min_itemsize

使用 ptrepack 为存储创建完全排序的索引

将属性存储到组节点

In [206]: df = pd.DataFrame(np.random.randn(8, 3))

In [207]: store = pd.HDFStore("test.h5")

In [208]: store.put("df", df)

# you can store an arbitrary Python object via pickle
In [209]: store.get_storer("df").attrs.my_attribute = {"A": 10}

In [210]: store.get_storer("df").attrs.my_attribute
Out[210]: {'A': 10}

您可以通过将 driver 参数传递给 PyTables 来在内存中创建或加载 HDFStore。更改仅在 HDFStore 关闭时写入磁盘。

In [211]: store = pd.HDFStore("test.h5", "w", driver="H5FD_CORE")

In [212]: df = pd.DataFrame(np.random.randn(8, 3))

In [213]: store["test"] = df

# only after closing the store, data is written to disk:
In [214]: store.close()

二进制文件#

如果您需要读取包含 C 结构体数组的二进制文件,pandas 可以轻松接受 NumPy 记录数组。例如,给定一个名为 main.c 的文件中的 C 程序,在 64 位机器上使用 gcc main.c -std=gnu99 编译,

#include <stdio.h>
#include <stdint.h>

typedef struct _Data
{
    int32_t count;
    double avg;
    float scale;
} Data;

int main(int argc, const char *argv[])
{
    size_t n = 10;
    Data d[n];

    for (int i = 0; i < n; ++i)
    {
        d[i].count = i;
        d[i].avg = i + 1.0;
        d[i].scale = (float) i + 2.0f;
    }

    FILE *file = fopen("binary.dat", "wb");
    fwrite(&d, sizeof(Data), n, file);
    fclose(file);

    return 0;
}

以下 Python 代码将二进制文件 'binary.dat' 读取到 pandas DataFrame 中,其中结构体的每个元素对应 DataFrame 中的一列

names = "count", "avg", "scale"

# note that the offsets are larger than the size of the type because of
# struct padding
offsets = 0, 8, 16
formats = "i4", "f8", "f4"
dt = np.dtype({"names": names, "offsets": offsets, "formats": formats}, align=True)
df = pd.DataFrame(np.fromfile("binary.dat", dt))

注意

结构体元素的偏移量可能因创建文件的机器架构而异。不建议将这种原始二进制文件格式用于一般数据存储,因为它不是跨平台的。我们推荐使用 HDF5 或 parquet,这两者都得到 pandas IO 功能的支持。

计算#

时间序列的数值积分(基于样本)

相关性#

通常,获取由 DataFrame.corr() 计算的相关性矩阵的下三角(或上三角)形式很有用。这可以通过将布尔掩码传递给 where 来实现,如下所示

In [215]: df = pd.DataFrame(np.random.random(size=(100, 5)))

In [216]: corr_mat = df.corr()

In [217]: mask = np.tril(np.ones_like(corr_mat, dtype=np.bool_), k=-1)

In [218]: corr_mat.where(mask)
Out[218]: 
          0         1         2        3   4
0       NaN       NaN       NaN      NaN NaN
1 -0.079861       NaN       NaN      NaN NaN
2 -0.236573  0.183801       NaN      NaN NaN
3 -0.013795 -0.051975  0.037235      NaN NaN
4 -0.031974  0.118342 -0.073499 -0.02063 NaN

DataFrame.corr 中的 method 参数除了命名相关类型外,还可以接受可调用对象。这里我们计算 DataFrame 对象的距离相关性矩阵。

In [219]: def distcorr(x, y):
   .....:     n = len(x)
   .....:     a = np.zeros(shape=(n, n))
   .....:     b = np.zeros(shape=(n, n))
   .....:     for i in range(n):
   .....:         for j in range(i + 1, n):
   .....:             a[i, j] = abs(x[i] - x[j])
   .....:             b[i, j] = abs(y[i] - y[j])
   .....:     a += a.T
   .....:     b += b.T
   .....:     a_bar = np.vstack([np.nanmean(a, axis=0)] * n)
   .....:     b_bar = np.vstack([np.nanmean(b, axis=0)] * n)
   .....:     A = a - a_bar - a_bar.T + np.full(shape=(n, n), fill_value=a_bar.mean())
   .....:     B = b - b_bar - b_bar.T + np.full(shape=(n, n), fill_value=b_bar.mean())
   .....:     cov_ab = np.sqrt(np.nansum(A * B)) / n
   .....:     std_a = np.sqrt(np.sqrt(np.nansum(A ** 2)) / n)
   .....:     std_b = np.sqrt(np.sqrt(np.nansum(B ** 2)) / n)
   .....:     return cov_ab / std_a / std_b
   .....: 

In [220]: df = pd.DataFrame(np.random.normal(size=(100, 3)))

In [221]: df.corr(method=distcorr)
Out[221]: 
          0         1         2
0  1.000000  0.197613  0.216328
1  0.197613  1.000000  0.208749
2  0.216328  0.208749  1.000000

Timedeltas#

Timedeltas 文档。

使用 Timedeltas

In [222]: import datetime

In [223]: s = pd.Series(pd.date_range("2012-1-1", periods=3, freq="D"))

In [224]: s - s.max()
Out[224]: 
0   -2 days
1   -1 days
2    0 days
dtype: timedelta64[us]

In [225]: s.max() - s
Out[225]: 
0   2 days
1   1 days
2   0 days
dtype: timedelta64[us]

In [226]: s - datetime.datetime(2011, 1, 1, 3, 5)
Out[226]: 
0   364 days 20:55:00
1   365 days 20:55:00
2   366 days 20:55:00
dtype: timedelta64[us]

In [227]: s + datetime.timedelta(minutes=5)
Out[227]: 
0   2012-01-01 00:05:00
1   2012-01-02 00:05:00
2   2012-01-03 00:05:00
dtype: datetime64[us]

In [228]: datetime.datetime(2011, 1, 1, 3, 5) - s
Out[228]: 
0   -365 days +03:05:00
1   -366 days +03:05:00
2   -367 days +03:05:00
dtype: timedelta64[us]

In [229]: datetime.timedelta(minutes=5) + s
Out[229]: 
0   2012-01-01 00:05:00
1   2012-01-02 00:05:00
2   2012-01-03 00:05:00
dtype: datetime64[us]

添加和减去增量和日期

In [230]: deltas = pd.Series([datetime.timedelta(days=i) for i in range(3)])

In [231]: df = pd.DataFrame({"A": s, "B": deltas})

In [232]: df
Out[232]: 
           A      B
0 2012-01-01 0 days
1 2012-01-02 1 days
2 2012-01-03 2 days

In [233]: df["New Dates"] = df["A"] + df["B"]

In [234]: df["Delta"] = df["A"] - df["New Dates"]

In [235]: df
Out[235]: 
           A      B  New Dates   Delta
0 2012-01-01 0 days 2012-01-01  0 days
1 2012-01-02 1 days 2012-01-03 -1 days
2 2012-01-03 2 days 2012-01-05 -2 days

In [236]: df.dtypes
Out[236]: 
A             datetime64[us]
B            timedelta64[us]
New Dates     datetime64[us]
Delta        timedelta64[us]
dtype: object

另一个例子

值可以设置为 NaT,使用 np.nan,类似于 datetime

In [237]: y = s - s.shift()

In [238]: y
Out[238]: 
0      NaT
1   1 days
2   1 days
dtype: timedelta64[us]

In [239]: y[1] = np.nan

In [240]: y
Out[240]: 
0      NaT
1      NaT
2   1 days
dtype: timedelta64[us]

创建示例数据#

要从给定值的每个组合创建 DataFrame,类似于 R 的 expand.grid() 函数,我们可以创建一个字典,其中键是列名,值是数据值的列表

In [241]: def expand_grid(data_dict):
   .....:     rows = itertools.product(*data_dict.values())
   .....:     return pd.DataFrame.from_records(rows, columns=data_dict.keys())
   .....: 

In [242]: df = expand_grid(
   .....:     {"height": [60, 70], "weight": [100, 140, 180], "sex": ["Male", "Female"]}
   .....: )
   .....: 

In [243]: df
Out[243]: 
    height  weight     sex
0       60     100    Male
1       60     100  Female
2       60     140    Male
3       60     140  Female
4       60     180    Male
5       60     180  Female
6       70     100    Male
7       70     100  Female
8       70     140    Male
9       70     140  Female
10      70     180    Male
11      70     180  Female

常数 Series#

要评估一个 Series 是否具有常数值,我们可以检查 series.nunique() <= 1。但是,一种更高效的方法,它不会先计算所有唯一值,是

In [244]: v = s.to_numpy()

In [245]: is_constant = v.shape[0] == 0 or (s[0] == s).all()

此方法假定 Series 不包含缺失值。对于我们会丢弃 NA 值的情况,我们可以先删除这些值

In [246]: v = s.dropna().to_numpy()

In [247]: is_constant = v.shape[0] == 0 or (s[0] == s).all()

如果缺失值被视为与其他任何值不同,那么可以使用

In [248]: v = s.to_numpy()

In [249]: is_constant = v.shape[0] == 0 or (s[0] == s).all() or not pd.notna(v).any()

(请注意,此示例不区分 np.nanpd.NANone