我正在使用具有以下结构的df:
df = DataFrame({'Date' : ['1', '1', '1', '1'],
'Ref' : ['one', 'one', 'two', 'two'],
'Price' : ['50', '65', '30', '35'],
'MktPrice' : ['63', '63', '32', '32'],
'Quantity' : ['10', '15', '20', '10'],
'MarketQuantity': ['50', '50', '100', '100'],
'Weightings' : ['2', '2', '4', '4'],
'QxWeightings' : ['20', '30', '80', '40'],
'MktQxWeightings': ['100', '100', '400', '400'],
}) 当价格高于Mkt价格时,我已经设法获得了代表我的MarketQuantity数量的加权百分比(并按日期和参考显示)
def percentage(x):
return (x.loc[x['Price'] >= x['MktPrice'], ['QxWeightings']].sum()/(x['MktQxWeightings'].sum()/len(x)))
df.groupby(['Date', 'Ref']).apply(percentage)
Date Ref Output
1 one 0.3
1 two 0.1但是,当我尝试仅按日期对其进行分组时,我得到:
Date Output
1 0.4这是之前输出的总和,而它应该是0.14 (30+40)/(100+400)。
我怎样才能用groupby做到这一点?非常感谢你提前
发布于 2019-02-04 03:42:29
IIUC,可能是这样的:
def percentage(x):
return (x.loc[x['Price'] >= x['MktPrice'], ['QxWeightings']].sum()/(x['MktQxWeightings'].sum()/len(x)))
df_new=df.groupby(['Date', 'Ref','MktQxWeightings']).apply(percentage).reset_index()
print(df_new)
Date Ref MktQxWeightings QxWeightings
0 1 one 100 0.3
1 1 two 400 0.1
df_new.groupby('Date')['MktQxWeightings','QxWeightings'].apply(lambda x: x['QxWeightings'].\
cumsum().sum()*100/x['MktQxWeightings'].sum())
Date
1 0.14https://stackoverflow.com/questions/54506614
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