Question

我正在尝试将数据框df中的数据插入到numpy数组matrix_of_coupons_and_facevalues中。但是，我基本上需要将与df['Coupon']行关联的值添加到数组的相应行的每列中，以获得与数字numberofcoupon_payments = row1['months_to_maturity']/6一样多的列。我在行ValueError: could not broadcast input array from shape (1,2) into shape (1,61)中收到错误np.insert(matrix_of_coupons_and_facevalues, row_no+1, rowtobeadded, 0)，我理解为什么，但我不知道如何继续。

我使用的代码如下：

matrix_of_coupons_and_facevalues = np.zeros((number_of_rows_and_columns, number_of_rows_and_columns))
        rowtobeadded = np.zeros(number_of_rows_and_columns)
        for (i1,row1) in df.iterrows():
            numberofcoupon_payments = row1['months_to_maturity']/6
            for row_no in range(int(number_of_rows_and_columns)):
                for index_no in range(int(numberofcoupon_payments)):
                    coupon = row1['coupon']
                    rowtobeadded = np.full((1, numberofcoupon_payments), coupon)
                    np.insert(matrix_of_coupons_and_facevalues, row_no+1, rowtobeadded, 0)

修改：数据框df如下所示：

   months_to_maturity          on_the_run_dt          asset_id  \
0                    5  2015-07-02 00:00:00.0  00102CC07F4B02CA   
1                    6  2015-06-25 00:00:00.0  00102CD0FB2A023F   
2                   11  2015-04-02 00:00:00.0  00102CFED3C500D4   
3                   12  2015-06-25 00:00:00.0  00102C37122B0230   
4                   23  2015-03-02 00:00:00.0  00102C76082B0069

              orig_iss_dt            maturity_dt  pay_freq_cd  coupon  \
0   2015-07-02 00:00:00.0  2015-12-31 00:00:00.0          NaN   0.000   
1   2015-06-25 00:00:00.0  2015-12-24 00:00:00.0          NaN   0.000   
2   2015-04-02 00:00:00.0  2016-03-31 00:00:00.0          NaN   0.000   
3   2015-06-25 00:00:00.0  2016-06-23 00:00:00.0          NaN   0.000   
4   2015-03-02 00:00:00.0  2017-02-28 00:00:00.0            2   0.500


       closing_price cpn_type_cd  months_to_maturity_1  FACE_VALUE  
0       99.944389        FXDI                     5  24000101.6  
1       99.960889        FXDI                     6  24000366.4  
2       99.866806        FXDI                    11  25000267.5

所需的输出数组：例如，如果months_to_maturity的{{1}}列的值为df，6，12，我需要数组看起来像这样：

谢谢

Answer 1

这应该可以解决问题：

df = pd.DataFrame({'months_to_maturity':[5,6,11,12,23],'coupon' : [0,0,0,0,.5]})
matrix_of_coupons_and_facevalues = np.zeros((5,5))

for i,row in df.iterrows():
    matrix_of_coupons_and_facevalues[i,0:row.months_to_maturity/6] = row['coupon']

    matrix_of_coupons_and_facevalues
array([[ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0.5,  0.5,  0.5,  0. ,  0. ]])

将数据插入numpy Array时的ValueError

1 个答案: