Python -创建Change列

Question

我有一个具有这个列名的数据帧。

timestamp,stockname,total volume traded

每个时间段都有多个股票名称。

11:00,A,100
11:00,B,500
11:01,A,150
11:01,B,600
11:02,A,200
11:02,B,650

我想创建一个ChangeInVol列，这样每个股票都有自己的差异，如

timestamp, stock,total volume, change in volume
11:00,A,100,NaN
11:00,B,500,NAN
11:01,A,150,50
11:01,B,600,100
11:02,A,200,50
11:03,B,650,50

如果是一只股票，我就可以

df['ChangeVol'] = df['TotalVol'] - df['TotalVol'].shift(1)

但是有很多种股票

Answer 1

需要sort_values + DataFrameGroupBy.diff

#if columns not sorted
df = df.sort_values(['timestamp','stockname'])

df['change in volume'] = df.groupby('stockname')['total volume traded'].diff()
print (df)
  timestamp stockname  total volume traded  change in volume
0     11:00         A                  100               NaN
1     11:00         B                  500               NaN
2     11:01         A                  150              50.0
3     11:01         B                  600             100.0
4     11:02         A                  200              50.0
5     11:02         B                  650              50.0