私のパンダはこんな感じ
Date Ticker Open High Low Adj Close Adj_Close Volume
2016-04-18 vws.co 445.0 449.2 441.7 447.3 447.3 945300
2016-04-19 vws.co 449.0 455.8 448.3 450.9 450.9 907700
2016-04-20 vws.co 451.0 452.5 435.4 436.6 436.6 1268100
2016-04-21 vws.co 440.1 442.9 428.4 435.5 435.5 1308300
2016-04-22 vws.co 435.5 435.5 435.5 435.5 435.5 0
2016-04-25 vws.co 431.0 436.7 424.4 430.0 430.0 1311700
2016-04-18 nflx 109.9 110.7 106.02 108.4 108.4 27001500
2016-04-19 nflx 99.49 101.37 94.2 94.34 94.34 55623900
2016-04-20 nflx 94.34 96.98 93.14 96.77 96.77 25633600
2016-04-21 nflx 97.31 97.38 94.78 94.98 94.98 19859400
2016-04-22 nflx 94.85 96.69 94.21 95.9 95.9 15786000
2016-04-25 nflx 95.7 95.75 92.8 93.56 93.56 14965500
関数が埋め込まれた関数の1つで、グループバイを正常に実行するプログラムがあります。
この行は次のようになります
df['MA3'] = df.groupby('Ticker').Adj_Close.transform(lambda group: pd.rolling_mean(group, window=3))
ここで私の最初の質問とデータ形式を参照してください。
異なる val からの計算結果に対して同じ df の df col 行で 1 つの値のみを選択し、一度に 1 つのティッカーでのみ df を計算します
私が5つ持っている各埋め込み関数でgroupbyを実行するのではなく、top関数を呼び出すメインプログラムでgroupbyを実行して、すべての埋め込み関数がフィルタリングされたgroupby pandasで動作できるようにすることに気づきました。 groupbyを1回だけ実行することによるデータフレーム...
パンダをフィルタリングするために、メイン関数を groupby で適用するにはどうすればよいですか?
「Ticker」列には、「aapl」、「msft」、「nflx」などの企業 ID と、時間枠の時系列データが含まれています。
ありがとう、カラシンスキー。これは私が望むものに近いです。しかし、エラーが発生します。
私が実行すると：
def Screener(df_all, group):
# Copy df_all to df for single ticker operations
df = df_all.copy()
def diff_calc(df,ticker):
df['Difference'] = df['Adj_Close'].diff()
return df
df = diff_calc(df, ticker)
return df_all
for ticker in stocklist:
df_all[['Difference']] = df_all.groupby('Ticker').Adj_Close.apply(Screener, ticker)
次のエラーが表示されます。
Traceback (most recent call last):
File "<ipython-input-2-d7c1835f6b2a>", line 1, in <module>
runfile('C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py', wdir='C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox')
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 682, in runfile
execfile(filename, namespace)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 85, in execfile
exec(compile(open(filename, 'rb').read(), filename, 'exec'), namespace)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 144, in <module>
df_all[['Difference']] = df_all.groupby('Ticker').Adj_Close.apply(Screener, ticker)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 663, in apply
return self._python_apply_general(f)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 667, in _python_apply_general
self.axis)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 1286, in apply
res = f(group)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 659, in f
return func(g, *args, **kwargs)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 112, in Screener
df = diff_calc(df, ticker)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 70, in diff_calc
df['Difference'] = df['Adj_Close'].diff()
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\series.py", line 514, in __getitem__
result = self.index.get_value(self, key)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\tseries\index.py", line 1221, in get_value
raise KeyError(key)
KeyError: 'Adj_Close'
そして、私がfunctoolsをそのように使うとき
df_all = functools.partial(df_all.groupby('Ticker').Adj_Close.apply(Screener, ticker))
上記と同じエラーが発生します...
Traceback (most recent call last):
File "<ipython-input-5-d7c1835f6b2a>", line 1, in <module>
runfile('C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py', wdir='C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox')
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 682, in runfile
execfile(filename, namespace)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 85, in execfile
exec(compile(open(filename, 'rb').read(), filename, 'exec'), namespace)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 148, in <module>
df_all = functools.partial(df_all.groupby('Ticker').Adj_Close.apply(Screener, [ticker]))
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 663, in apply
return self._python_apply_general(f)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 667, in _python_apply_general
self.axis)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 1286, in apply
res = f(group)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 659, in f
return func(g, *args, **kwargs)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 114, in Screener
df = diff_calc(df, ticker)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 72, in diff_calc
df['Difference'] = df['Adj_Close'].diff()
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\series.py", line 514, in __getitem__
result = self.index.get_value(self, key)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-
3.3.5.amd64\lib\site-packages\pandas\tseries\index.py", line 1221, in get_value
raise KeyError(key)
KeyError: 'Adj_Close'
31/5 の Karasinski の編集からの編集。
Karasinski からの最後の提案を実行すると、このエラーが発生します。
mmm
mmm
nflx
vws.co
Traceback (most recent call last):
File "<ipython-input-4-d7c1835f6b2a>", line 1, in <module>
runfile('C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py', wdir='C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox')
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 682, in runfile
execfile(filename, namespace)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 85, in execfile
exec(compile(open(filename, 'rb').read(), filename, 'exec'), namespace)
File "C:/Users/Morten/Documents/Design/Python/CrystalBall - Local - Git/Git - CrystalBall/sandbox/screener_test simple for StockOverflowNestedFct_Getstock.py", line 173, in <module>
df_all[['mean', 'max', 'median', 'min']] = df_all.groupby('Ticker').apply(group_func)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 663, in apply
return self._python_apply_general(f)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 670, in _python_apply_general
not_indexed_same=mutated)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 2785, in _wrap_applied_output
not_indexed_same=not_indexed_same)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\groupby.py", line 1142, in _concat_objects
result = result.reindex_axis(ax, axis=self.axis)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\frame.py", line 2508, in reindex_axis
fill_value=fill_value)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\generic.py", line 1841, in reindex_axis
{axis: [new_index, indexer]}, fill_value=fill_value, copy=copy)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\generic.py", line 1865, in _reindex_with_indexers
copy=copy)
File "C:\Program Files\WinPython-64bit-3.3.5.7\python-3.3.5.amd64\lib\site-packages\pandas\core\internals.py", line 3144, in reindex_indexer
raise ValueError("cannot reindex from a duplicate axis")
ValueError: cannot reindex from a duplicate axis