pandas 数据帧中偏移、查找和应用的组合

Question

我有一个 pandas 数据框 df 有两列：日期和价格。对于每一行，我想将日期偏移 3 天，然后找到该日期的价格并填充列 price_new。请注意，日期不一定是为了不完整。查看所需的输出：

df_new =
date       price price_new 
2021-01-01 37    N/A
2021-01-05 38    9
2021-01-06 35    42
2021-01-07 9     11
2021-01-08 11    ...
2021-01-11 42
2021-01-12 11

...

数据帧df:

import pandas as pd
import numpy as np

np.random.seed(50)
start_date = "2021-01-01"
end_date= "2021-01-31"
date_range = pd.bdate_range(start=start_date,end=end_date) 
df = pd.DataFrame({'date':date_range, 'price':np.random.randint(5, 50, len(date_range))})

提前致谢！

Answer 1

IIUC，你可以先resample确定你每天都有，然后再用shift():

new_df = df.set_index("date").resample("D").last().reset_index()
new_df["price_new"] = new_df["price"].shift(-3)
new_df = new_df[new_df["date"].isin(df["date"])].reset_index(drop=True)

>>> new_df
        date  price  price_new
0 2021-01-01   37.0        NaN
1 2021-01-05   38.0       11.0
2 2021-01-06   35.0        NaN
3 2021-01-07    9.0        NaN
4 2021-01-08   11.0       42.0
5 2021-01-11   42.0        NaN
6 2021-01-12   11.0        NaN

df 使用：

>>> df
        date  price
0 2021-01-01     37
1 2021-01-05     38
2 2021-01-06     35
3 2021-01-07      9
4 2021-01-08     11
5 2021-01-11     42
6 2021-01-12     11

pandas 数据帧中偏移、查找和应用的组合

Combination of offset, lookup, and apply in a pandas dataframe

python

pandas

apply

lookup

offset