Shifting Elements Of Column Based On Index Given Condition On Another Column
I have a dataframe (df) with 2 columns and 1 index. Index is datetime index and is in format of 2001-01-30 .... etc and the index is ordered by DATE and there are thousands of ide
Solution 1:
Consider the example dataframe df
below
np.random.seed([3,1415])
df = pd.concat(dict(
A=pd.Series(np.random.rand(10), pd.date_range('2016-09-30', periods=10)),
B=pd.Series(np.random.rand(7), pd.date_range('2016-09-25', periods=7)),
C=pd.Series(np.random.rand(10), pd.date_range('2016-09-20', periods=10)),
D=pd.Series(np.random.rand(8), pd.date_range('2016-10-30', periods=8)),
E=pd.Series(np.random.rand(12), pd.date_range('2016-10-25', periods=12)),
F=pd.Series(np.random.rand(14), pd.date_range('2016-08-30', periods=14)),
)).rename_axis(['ColumnA', None]).reset_index('ColumnA', name='ColumnB')
print(df.head(10))
ColumnA ColumnB
2016-09-30 A 0.4449392016-10-01 A 0.4075542016-10-02 A 0.4601482016-10-03 A 0.4652392016-10-04 A 0.4626912016-10-05 A 0.0165452016-10-06 A 0.8504452016-10-07 A 0.8177442016-10-08 A 0.7779622016-10-09 A 0.757983
use groupby
+ shift
d1 = df.set_index('ColumnA', append=True)
g = d1.groupby(level='ColumnA').ColumnB
keys = ['Forward', 'Back']
new_df = d1.join(pd.concat([g.shift(i) for i in [-1, 1]], axis=1, keys=keys))
print(new_df.query('ColumnA == "A"').head(10))
ColumnB Forward Back
ColumnA
2016-09-30 A 0.4449390.407554 NaN
2016-10-01 A 0.4075540.4601480.4449392016-10-02 A 0.4601480.4652390.4075542016-10-03 A 0.4652390.4626910.4601482016-10-04 A 0.4626910.0165450.4652392016-10-05 A 0.0165450.8504450.4626912016-10-06 A 0.8504450.8177440.0165452016-10-07 A 0.8177440.7779620.8504452016-10-08 A 0.7779620.7579830.8177442016-10-09 A 0.757983 NaN 0.777962
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