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烹饪指南

发布于 2023-06-23 21:37:02 字数 71813 浏览 0 评论 0 收藏 0

本节列出了一些短小精悍的 Pandas 实例与链接。

我们希望 Pandas 用户能积极踊跃地为本文档添加更多内容。为本节添加实用示例的链接或代码,是 Pandas 用户提交第一个 Pull Request 最好的选择。

本节列出了简单、精练、易上手的实例代码,以及 Stack Overflow 或 GitHub 上的链接,这些链接包含实例代码的更多详情。

pdnp 是 Pandas 与 Numpy 的缩写。为了让新手易于理解,其它模块是显式导入的。

下列实例均为 Python 3 代码,简单修改即可用于 Python 早期版本。

惯用语

以下是 Pandas 的惯用语

对一列数据执行 if-then / if-then-else 操作,把计算结果赋值给一列或多列:open in new window

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…

在一列上执行 if-then 操作:

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

在两列上执行 if-then 操作:

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

再添加一行代码,执行 -else 操作:

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

或用 Pandas 的 where 设置掩码(mask):

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

用 NumPy where() 函数实现 if-then-elseopen in new window

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

切割

用布尔条件切割 DataFrameopen in new window

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

设置条件

多列条件选择open in new window

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

和(&),不赋值,直接返回 Series:

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

或(|),不赋值,直接返回 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

或(|),赋值,修改 DataFrame:

In [23]: df.loc[(df['BBB'] > 25) | (df['CCC'] >= 75), 'AAA'] = 0.1

In [24]: df
Out[24]: 
   AAA  BBB  CCC
0  0.1   10  100
1  5.0   20   50
2  0.1   30  -30
3  0.1   40  -50

用 argsort 选择最接近指定值的行open in new window

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

用二进制运算符动态减少条件列表open in new window

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

硬编码方式为:

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

生成动态条件列表:

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

更多信息,请参阅索引open in new window文档。

行标签与值作为条件open in new window

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

标签切片用 loc,位置切片用 ilocopen in new window

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'])
   ....: 

前 2 个是显式切片方法,第 3 个是通用方法:

  1. 位置切片,Python 切片风格,不包括结尾数据;
  2. 标签切片,非 Python 切片风格,包括结尾数据;
  3. 通用切片,支持两种切片风格,取决于切片用的是标签还是位置。
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.iloc[0:3]
Out[44]: 
     AAA  BBB  CCC
foo    4   10  100
bar    5   20   50
boo    6   30  -30

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

包含整数,且不从 0 开始的索引,或不是逐步递增的索引会引发歧义。

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

用逆运算符 (~)提取掩码的反向内容open in new window

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

生成新列

用 applymap 高效动态生成新列open in new window

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].applymap(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

分组时用 min()open in new window

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:用 idxmin() 提取每组最小值的索引

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:先排序,再提取每组的第一个值

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,提取的数据一样,但索引不一样。

多层索引

更多信息,请参阅多层索引open in new window文档。

用带标签的字典创建多层索引open in new window

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

# 设置索引标签
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

# 多层索引的列
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

# 先 stack,然后 Reset 索引

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

# 修整标签,注意自动添加了标签 `level_1` 
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

运算

多层索引运算要用广播机制open in new window

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  0.387021  1.633022 -1.244983  6.556214  1.0  1.0
m -0.240860 -0.974279  1.741358 -1.963577  1.0  1.0

切片

用 xs 切片多层索引open in new window

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

提取第一层与索引第一个轴的交叉数据:

# 注意:level 与 axis 是可选项,默认为 0
In [83]: df.xs('BB', level=0, axis=0)
Out[83]: 
     MyData
one      33
two      44
six      55

……现在是第 1 个轴的第 2 层

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

用 xs 切片多层索引,方法 #2open in new window

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

用 xs 设置多层索引比例open in new window

排序

用多层索引按指定列或列序列表排序xopen in new window

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open in new window

层级

为多层索引添加一层open in new window

平铺结构化列open in new window

缺失数据

缺失数据open in new window 文档。

向前填充逆序时间序列。

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.reindex(df.index[::-1]).ffill()
Out[103]: 
                   A
2013-08-08  0.567020
2013-08-07 -0.424972
2013-08-06 -0.424972
2013-08-05 -1.039575
2013-08-02 -0.706771
2013-08-01  0.721555

空值时重置为 0,有值时累加open in new window

替换

用反引用替换open in new window

分组

分组open in new window 文档。

用 apply 执行分组基础操作open in new window

与聚合不同,传递给 DataFrame 子集的 apply 可回调,可以访问所有列。

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

# 提取 size 列最重的动物列表
In [106]: df.groupby('animal').apply(lambda subf: subf['size'][subf['weight'].idxmax()])
Out[106]: 
animal
cat     L
dog     M
fish    M
dtype: object

使用 get_groupopen in new window

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

为同一分组的不同内容使用 Apply 函数open in new window

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

Apply 函数扩展open in new window

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

用分组里的剩余值的平均值进行替换open in new window

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  1.0
1 -1.0
2  1.5
3  1.5

按聚合数据排序open in new window

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
0  foo  0.16  False
3  foo  0.45   True
2  baz  0.33  False
5  baz  0.62   True

创建多个聚合列open in new window

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[1] * 1.234
   .....:     return pd.NaT
   .....: 

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

In [129]: ts.resample("5min").apply(mhc)
Out[129]: 
Mean    2014-10-07 00:00:00        1
        2014-10-07 00:05:00      3.5
        2014-10-07 00:10:00        6
        2014-10-07 00:15:00      8.5
Max     2014-10-07 00:00:00        2
        2014-10-07 00:05:00        4
        2014-10-07 00:10:00        7
        2014-10-07 00:15:00        9
Custom  2014-10-07 00:00:00    1.234
        2014-10-07 00:05:00      NaT
        2014-10-07 00:10:00    7.404
        2014-10-07 00:15:00      NaT
dtype: object

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: 2T, dtype: int64

为 DataFrame 创建值计数列open in new window

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

基于索引唯一某列不同分组的值open in new window

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

选择每组最大值的行open in new window

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 itertools.groupby 式分组open in new window

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: Int64Index([0], dtype='int64'),
 2: Int64Index([1], dtype='int64'),
 3: Int64Index([2], dtype='int64'),
 4: Int64Index([3, 4, 5], dtype='int64'),
 5: Int64Index([6], dtype='int64'),
 6: Int64Index([7, 8], dtype='int64')}

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

扩展数据

Alignment and to-dateopen in new window

基于计数值进行移动窗口计算open in new window

按时间间隔计算滚动平均open in new window

分割

分割 DataFrameopen in new window

按指定逻辑,将不同的行,分割成 DataFrame 列表。

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

透视表

透视表open in new window 文档。

部分汇总与小计open in new window

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=np.sum, margins=True)
   .....: 

In [153]: table.stack('City')
Out[153]: 
                    Sales
Province City            
AL       All         12.0
         Calgary      8.0
         Edmonton     4.0
BC       All         16.0
         Vancouver   16.0
...                   ...
All      Montreal     6.0
         Toronto     13.0
         Vancouver   16.0
         Windsor      1.0
         Winnipeg     3.0

[20 rows x 1 columns]

类似 R 的 plyr 频率表open in new window

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

按年生成 DataFrameopen in new window

跨列表创建年月:

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

Apply 函数

把嵌入列表转换为多层索引 DataFrameopen in new window

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   30   NaN
    B  ccc  NaN  NaN   NaN

返回 Seriesopen in new window

Rolling Apply to multiple columns where function calculates a Series before a Scalar from the Series is returned

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

返回标量值open in new window

Rolling Apply to multiple columns where function returns a Scalar (Volume Weighted Average Price) 对多列执行滚动 Apply,函数返回标量值(成交价加权平均价)

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

删除指定时间之外的数据open in new window

用 indexer 提取在时间范围内的数据open in new window

创建不包括周末,且只包含指定时间的日期时间范围open in new window

矢量查询open in new window

聚合与绘制时间序列open in new window

把以小时为列,天为行的矩阵转换为连续的时间序列。 如何重排 DataFrame?open in new window

重建索引为指定频率时,如何处理重复值open in new window

为 DatetimeIndex 里每条记录计算当月第一天

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[ns]', freq=None)

重采样

重采样open in new window 文档。

用 Grouper 代替 TimeGrouper 处理时间分组的值 open in new window

含缺失值的时间分组open in new window

Grouper 的有效时间频率参数open in new window

用多层索引分组open in new window

用 TimeGrouper 与另一个分组创建子分组,再 Apply 自定义函数open in new window

按自定义时间段重采样open in new window

不添加新日期,重采样某日数据open in new window

按分钟重采样数据open in new window

分组重采样open in new window

合并

连接open in new window docs. The Joinopen in new window文档。

模拟 R 的 rbind:追加两个重叠索引的 DataFrameopen in new window

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()

基于 df 构建器,需要ignore_index

In [180]: df = df1.append(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

自连接 DataFrameopen in new window

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

如何设置索引与连接open in new window

KDB 式的 asof 连接open in new window

基于符合条件的值进行连接open in new window

基于范围里的值,用 searchsorted 合并open in new window

可视化

可视化open in new window 文档。

让 Matplotlib 看上去像 Ropen in new window

设置 x 轴的主次标签open in new window

在 iPython Notebook 里创建多个可视图open in new window

创建多行可视图open in new window

绘制热力图open in new window

标记时间序列图open in new window

标记时间序列图 #2open in new window

用 Pandas、Vincent、xlsxwriter 生成 Excel 文件里的嵌入可视图open in new window

为分层变量的每个四分位数绘制箱型图open in new window

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]: <matplotlib.axes._subplots.AxesSubplot at 0x7efff077f910>

../_images/quartile_boxplot.png

数据输入输出

SQL 与 HDF5 性能对比open in new window

CSV

CSVopen in new window文档

read_csv 函数实战open in new window

把 DataFrame 追加到 CSV 文件open in new window

分块读取 CSVopen in new window

分块读取指定的行open in new window

只读取 DataFrame 的前几列open in new window

读取不是 gzip 或 bz2 压缩(read_csv 可识别的内置压缩格式)的文件。本例在介绍如何读取 WinZip 压缩文件的同时,还介绍了在环境管理器里打开文件,并读取内容的通用操作方式。详见本链接open in new window

推断文件数据类型open in new window

处理出错数据open in new window

处理出错数据 IIopen in new window

用 Unix 时间戳读取 CSV,并转为本地时区open in new window

写入多行索引 CSV 时,不写入重复值open in new window

从多个文件读取数据,创建单个 DataFrame

最好的方式是先一个个读取单个文件,然后再把每个文件的内容存成列表,再用 pd.concat() 组合成一个 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)

还可以用同样的方法读取所有匹配同一模式的文件,下面这个例子使用的是glob

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,这种方式也适用于 io 文档open in new window 介绍的其它 pd.read_* 函数。

解析多列里的日期组件

用一种格式解析多列的日期组件,速度更快。

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)
   .....: 
10.6 ms +- 698 us per loop (mean +- std. dev. of 7 runs, 100 loops each)
3.21 ms +- 36.4 us per loop (mean +- std. dev. of 7 runs, 100 loops each)

跳过标题与数据之间的行

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,然后再读取数据
In [203]: pd.read_csv(StringIO(data), sep=';', header=10, nrows=10).columns
Out[203]: Index(['date', 'Param1', 'Param2', 'Param4', 'Param5'], dtype='object')

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

SQLopen in new window 文档

用 SQL 读取数据库open in new window

Excel

Excelopen in new window 文档

读取文件式句柄open in new window

用 XlsxWriter 修改输出格式open in new window

HTML

从不能处理默认请求 header 的服务器读取 HTML 表格open in new window

HDFStore

HDFStoresopen in new window文档

时间戳索引简单查询open in new window

用链式多表架构管理异构数据open in new window

在硬盘上合并数百万行的表格open in new window

避免多进程/线程存储数据出现不一致open in new window

按块对大规模数据存储去重的本质是递归还原操作。这里open in new window介绍了一个函数,可以从 CSV 文件里按块提取数据,解析日期后,再按块存储。

按块读取 CSV 文件,并保存open in new window

追加到已存储的文件,且确保索引唯一open in new window

大规模数据工作流open in new window

读取一系列文件,追加时采用全局唯一索引open in new window

用低分组密度分组 HDFStore 文件open in new window

用高分组密度分组 HDFStore 文件open in new window

HDFStore 文件结构化查询open in new window

HDFStore 计数open in new window

HDFStore 异常解答open in new window

用字符串设置 min_itemsizeopen in new window

用 ptrepack 创建完全排序索引open in new window

把属性存至分组节点

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

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

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

# 用 pickle 存储任意 Python 对象
In [209]: store.get_storer('df').attrs.my_attribute = {'A': 10}

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

二进制文件

读取 C 结构体数组组成的二进制文件,Pandas 支持 NumPy 记录数组。 比如说,名为 main.c 的文件包含下列 C 代码,并在 64 位机器上用 gcc main.c -std=gnu99 进行编译。

#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;
}

下列 Python 代码读取二进制二建 binary.dat,并将之存为 pandas DataFrame,每个结构体的元素对应 DataFrame 里的列:

names = 'count', 'avg', 'scale'

# 注意:因为结构体填充,位移量比类型尺寸大
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

不同机器上创建的文件因其架构不同,结构化元素的位移量也不同,原生二进制格式文件不能跨平台使用,因此不建议作为通用数据存储格式。建议用 Pandas IO 功能支持的 HDF5 或 msgpack 文件。

计算

基于采样的时间序列数值整合open in new window

相关性

DataFrame.corr()open in new window 计算得出的相关矩阵的下(或上)三角形式一般都非常有用。下例通过把布尔掩码传递给 where 可以实现这一功能:

In [211]: df = pd.DataFrame(np.random.random(size=(100, 5)))

In [212]: corr_mat = df.corr()

In [213]: mask = np.tril(np.ones_like(corr_mat, dtype=np.bool), k=-1)

In [214]: corr_mat.where(mask)
Out[214]: 
          0         1         2         3   4
0       NaN       NaN       NaN       NaN NaN
1 -0.018923       NaN       NaN       NaN NaN
2 -0.076296 -0.012464       NaN       NaN NaN
3 -0.169941 -0.289416  0.076462       NaN NaN
4  0.064326  0.018759 -0.084140 -0.079859 NaN

除了命名相关类型之外,DataFrame.corr 还接受回调,此处计算 DataFrame 对象的距离相关矩阵open in new window

In [215]: 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 [216]: df = pd.DataFrame(np.random.normal(size=(100, 3)))

In [217]: df.corr(method=distcorr)
Out[217]: 
          0         1         2
0  1.000000  0.199653  0.214871
1  0.199653  1.000000  0.195116
2  0.214871  0.195116  1.000000

时间差

时间差open in new window文档。

使用时间差open in new window

In [218]: import datetime

In [219]: s = pd.Series(pd.date_range('2012-1-1', periods=3, freq='D'))

In [220]: s - s.max()
Out[220]: 
0   -2 days
1   -1 days
2    0 days
dtype: timedelta64[ns]

In [221]: s.max() - s
Out[221]: 
0   2 days
1   1 days
2   0 days
dtype: timedelta64[ns]

In [222]: s - datetime.datetime(2011, 1, 1, 3, 5)
Out[222]: 
0   364 days 20:55:00
1   365 days 20:55:00
2   366 days 20:55:00
dtype: timedelta64[ns]

In [223]: s + datetime.timedelta(minutes=5)
Out[223]: 
0   2012-01-01 00:05:00
1   2012-01-02 00:05:00
2   2012-01-03 00:05:00
dtype: datetime64[ns]

In [224]: datetime.datetime(2011, 1, 1, 3, 5) - s
Out[224]: 
0   -365 days +03:05:00
1   -366 days +03:05:00
2   -367 days +03:05:00
dtype: timedelta64[ns]

In [225]: datetime.timedelta(minutes=5) + s
Out[225]: 
0   2012-01-01 00:05:00
1   2012-01-02 00:05:00
2   2012-01-03 00:05:00
dtype: datetime64[ns]

日期加减open in new window

In [226]: deltas = pd.Series([datetime.timedelta(days=i) for i in range(3)])

In [227]: df = pd.DataFrame({'A': s, 'B': deltas})

In [228]: df
Out[228]: 
           A      B
0 2012-01-01 0 days
1 2012-01-02 1 days
2 2012-01-03 2 days

In [229]: df['New Dates'] = df['A'] + df['B']

In [230]: df['Delta'] = df['A'] - df['New Dates']

In [231]: df
Out[231]: 
           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 [232]: df.dtypes
Out[232]: 
A             datetime64[ns]
B            timedelta64[ns]
New Dates     datetime64[ns]
Delta        timedelta64[ns]
dtype: object

其它示例open in new window

与 datetime 类似,用 np.nan 可以把值设为 NaT

In [233]: y = s - s.shift()

In [234]: y
Out[234]: 
0      NaT
1   1 days
2   1 days
dtype: timedelta64[ns]

In [235]: y[1] = np.nan

In [236]: y
Out[236]: 
0      NaT
1      NaT
2   1 days
dtype: timedelta64[ns]

轴别名

设置全局轴别名,可以定义以下两个函数:

In [237]: def set_axis_alias(cls, axis, alias):
   .....:     if axis not in cls._AXIS_NUMBERS:
   .....:         raise Exception("invalid axis [%s] for alias [%s]" % (axis, alias))
   .....:     cls._AXIS_ALIASES[alias] = axis
   .....: 
In [238]: def clear_axis_alias(cls, axis, alias):
   .....:     if axis not in cls._AXIS_NUMBERS:
   .....:         raise Exception("invalid axis [%s] for alias [%s]" % (axis, alias))
   .....:     cls._AXIS_ALIASES.pop(alias, None)
   .....: 
In [239]: set_axis_alias(pd.DataFrame, 'columns', 'myaxis2')

In [240]: df2 = pd.DataFrame(np.random.randn(3, 2), columns=['c1', 'c2'],
   .....:                    index=['i1', 'i2', 'i3'])
   .....: 

In [241]: df2.sum(axis='myaxis2')
Out[241]: 
i1   -0.461013
i2    2.040016
i3    0.904681
dtype: float64

In [242]: clear_axis_alias(pd.DataFrame, 'columns', 'myaxis2')

创建示例数据

类似 R 的 expand.grid() 函数,用不同类型的值组生成 DataFrame,需要创建键是列名,值是数据值列表的字典:

In [243]: def expand_grid(data_dict):
   .....:     rows = itertools.product(*data_dict.values())
   .....:     return pd.DataFrame.from_records(rows, columns=data_dict.keys())
   .....: 

In [244]: df = expand_grid({'height': [60, 70],
   .....:                   'weight': [100, 140, 180],
   .....:                   'sex': ['Male', 'Female']})
   .....: 

In [245]: df
Out[245]: 
    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

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