Question

我编写了下面的函数来在面板中创建3列（所有数据帧）。 for循环用于根据计算更新其值。

有没有办法在不使用for循环的情况下为所有数据帧更新这些列？

def addAdjustedColumns(symbols, quotes):
    new_quotes = quotes.copy()

    # add 3 columns to all dataframes inside the panel
    new_quotes = quotes.transpose(2, 0, 1)
    new_quotes['AdjOpen'] = 0.
    new_quotes['AdjHigh'] = 0.
    new_quotes['AdjLow'] = 0.
    new_quotes = new_quotes.transpose(1, 2, 0)    

    for symbol in symbols:
        new_quotes[symbol].AdjOpen = new_quotes[symbol].Open * (new_quotes[symbol].AdjClose / new_quotes[symbol].Close)
        new_quotes[symbol].AdjHigh = new_quotes[symbol].High * (new_quotes[symbol].AdjClose / new_quotes[symbol].Close)
        new_quotes[symbol].AdjLow = new_quotes[symbol].Low * (new_quotes[symbol].AdjClose / new_quotes[symbol].Close)

    return new_quotes

谢谢，

JM

Answer 1

以下是一些您可能会发现有用的面板操作。我组织面板（按照你的说法），符号（A到D）是minor_axis，字段（High，Low，Close）是项目，而日期是major_axis。这些都是大熊猫0.12

In [12]: p = tm.makePanel()

In [13]: p.items = ['High','Low','CLose']

In [14]: p
Out[14]: 
<class 'pandas.core.panel.Panel'>
Dimensions: 3 (items) x 30 (major_axis) x 4 (minor_axis)
Items axis: High to CLose
Major_axis axis: 2000-01-03 00:00:00 to 2000-02-11 00:00:00
Minor_axis axis: A to D

可以轻松地跨日期广播所有符号的现场操作

In [15]: p['HL'] = p['High']-p['Low']

In [16]: p
Out[16]: 
<class 'pandas.core.panel.Panel'>
Dimensions: 4 (items) x 30 (major_axis) x 4 (minor_axis)
Items axis: High to HL
Major_axis axis: 2000-01-03 00:00:00 to 2000-02-11 00:00:00
Minor_axis axis: A to D

添加符号，转置，添加和转置

In [17]: pa = p.transpose(2,0,1)

In [18]: pa
Out[18]: 
<class 'pandas.core.panel.Panel'>
Dimensions: 4 (items) x 4 (major_axis) x 30 (minor_axis)
Items axis: A to D
Major_axis axis: High to HL
Minor_axis axis: 2000-01-03 00:00:00 to 2000-02-11 00:00:00

In [19]: pa['E'] = pa['A'] + pa['D']

In [20]: p = pa.transpose(1,2,0)

In [21]: p
Out[21]: 
<class 'pandas.core.panel.Panel'>
Dimensions: 4 (items) x 30 (major_axis) x 5 (minor_axis)
Items axis: High to HL
Major_axis axis: 2000-01-03 00:00:00 to 2000-02-11 00:00:00
Minor_axis axis: A to E

更新面板内数据框中的列而不进行for循环？

1 个答案: