首页 文章

熊猫：如何在偏移日期合并两个数据帧？

提问于
浏览 次
1

我想合并两个数据帧df1和df2，基于df2行在df1行之后是否在3-6个月的日期范围内 . 例如：

df1（对于每家公司我都有季度数据）：

company DATADATE
0   012345  2005-06-30
1   012345  2005-09-30
2   012345  2005-12-31
3   012345  2006-03-31
4   123456  2005-01-31
5   123456  2005-03-31
6   123456  2005-06-30
7   123456  2005-09-30

df2（对于每家公司，我都有可能在任何一天发生的事件日期）：

company EventDate
0   012345  2005-07-28 <-- won't get merged b/c not within date range
1   012345  2005-10-12
2   123456  2005-05-15
3   123456  2005-05-17
4   123456  2005-05-25
5   123456  2005-05-30
6   123456  2005-08-08
7   123456  2005-11-29
8   abcxyz  2005-12-31 <-- won't be merged because company not in df1

理想的合并df - 在df2中具有EventDates的行，在df1行中的DATADATE之后将合并3-6个月（即1个季度）：

company DATADATE    EventDate
0   012345  2005-06-30  2005-10-12
1   012345  2005-09-30  NaN   <-- nan because no EventDates fell in this range
2   012345  2005-12-31  NaN
3   012345  2006-03-31  NaN
4   123456  2005-01-31  2005-05-15
5   123456  2005-01-31  2005-05-17
5   123456  2005-01-31  2005-05-25
5   123456  2005-01-31  2005-05-30
6   123456  2005-03-31  2005-08-08
7   123456  2005-06-30  2005-11-19
8   123456  2005-09-30  NaN

我试图通过在dAT1之后添加start_time和end_time列到df1来表示3个月（start_time）到6个月（end_time），然后使用np.searchsorted（）来应用这个相关主题[Merge pandas DataFrames based on irregular time intervals]，但这种情况有点棘手，因为我想在逐个公司的基础上合并 .

date join pandas merge offset

2 回答

  • 2

    这实际上是一个罕见的问题，其中算法复杂性可能对于不同的解决方案而言显着不同 . 你可能想要考虑一下这个1-liner片段的狡猾 .

    在算法上：

    • 根据日期对较大的数据帧进行排序

    • 对于较小数据框中的每个日期，使用bisect模块查找较大数据框中的相关行

    对于长度为m和n的数据帧（m <n），复杂度应为O（m log（n）） .

    回复于
  • 2

    这是我的解决方案，Ami Tavory建议的算法如下：

    #find the date offsets to define date ranges
start_time = df1.DATADATE.apply(pd.offsets.MonthEnd(3))
end_time = df1.DATADATE.apply(pd.offsets.MonthEnd(6))

#make these extra columns
df1['start_time'] = start_time
df1['end_time'] = end_time

#find unique company names in both dfs
unique_companies_df1 = df1.company.unique()
unique_companies_df2 = df2.company.unique()

#sort df1 by company and DATADATE, so we can iterate in a sensible order
sorted_df1=df1.sort(['company','DATADATE']).reset_index(drop=True)

#define empty df to append data
df3 = pd.DataFrame()

#iterate through each company in df1, find 
#that company in sorted df2, then for each 
#DATADATE quarter of df1, bisect df2 in the 
#correct locations (i.e. start_time to end_time)

for cmpny in unique_companies_df1:

    if cmpny in unique_companies_df2: #if this company is in both dfs, take the relevant rows that are associated with this company 
        selected_df2 = df2[df2.company==cmpny].sort('EventDate').reset_index(drop=True)
        selected_df1 = sorted_df1[sorted_df1.company==cmpny].reset_index(drop=True)

        for quarter in xrange(len(selected_df1.DATADATE)): #iterate through each DATADATE quarter in df1
            lo=bisect.bisect_right(selected_df2.EventDate,selected_CS.start_time[quarter]) #bisect_right to ensure that we do not include dates before our date range
            hi=bisect.bisect_left(selected_IT.EventDate,selected_CS.end_time[quarter]) #bisect_left here to not include dates after our desired date range            
            df_right = selected_df2.loc[lo:hi].copy()  #grab all rows with EventDates that fall within our date range
            df_left = pd.DataFrame(selected_df1.loc[quarter]).transpose()

            if len(df_right)==0: # if no EventDates fall within range, create a row with cmpny in the 'company' column, and a NaT in the EventDate column to merge
                df_right.loc[0,'company']=cmpny

            temp = pd.merge(df_left,df_right,how='inner',on='company') #merge the df1 company quarter with all df2's rows that fell within date range
            df3=df3.append(temp)
    回复于

相关问题