在Python和PySpark中等效的R data.table滚动连接

Question

有没有人知道如何在PySpark中进行R data.table滚动连接？

借用Ben here的滚动连接的示例和很好的解释;

sales<-data.table(saleID=c("S1","S2","S3","S4","S5"), 
              saleDate=as.Date(c("2014-2-20","2014-5-1","2014-6-15","2014-7- 1","2014-12-31")))

commercials<-data.table(commercialID=c("C1","C2","C3","C4"), 
                    commercialDate=as.Date(c("2014-1-1","2014-4-1","2014-7-1","2014-9-15")))

setkey(sales,"saleDate")
setkey(commercials,"commercialDate")

sales[commercials, roll=TRUE]

结果是;

saleDate saleID commercialID
1: 2014-01-01     NA    C1
2: 2014-04-01     S1    C2
3: 2014-07-01     S4    C3
4: 2014-09-15     S4    C4

非常感谢你的帮助。

Answer 1

滚动加入不 join + fillna

首先滚动连接不与join和fillna相同！只有当连接的表的键（在data.table方面，即左表和右连接）在主表中具有等价物时才会出现这种情况。 data.table滚动连接不需要这个。

据我所知，没有直接的等价物，我搜索了很长一段时间。它甚至存在问题https://github.com/pandas-dev/pandas/issues/7546。但是：

熊猫的解决方案：

大熊猫有一个解决方案。让我们假设您的权利数据。表格是表格A而左侧数据表格是表格B。

1. 按键对表A和B进行排序。
2. 向A添加一列tag，它们全部为0，列tag为B，均为1。
3. 从B中删除除键和tag以外的所有列（可以省略，但这样更清楚）并调用表B＆＃39;。保持B作为原创 - 我们将在以后需要它。
4. 与B连接A＆＃39;到C并忽略B＆＃39;中的行的事实。有很多新的。
5. 按键排序C.
6. 使用C = C.assign(groupNr = np.cumsum(C.tag))
制作新的cumsum列
7. 在query上使用过滤（tag）去除所有B＆＃39; -rows。
8. 将运行计数器列groupNr添加到原始B（从0到N-1或从1到N的整数，具体取决于您是要进行前向还是后向滚动连接）。
9. 在groupNr上加入B与C.

编程代码

#0. 'date' is the key for the rolling join. It does not have to be a date.
A = pd.DataFrame.from_dict(
    {'date': pd.to_datetime(["2014-3-1", "2014-5-1", "2014-6-1", "2014-7-1", "2014-12-1"]),
     'value': ["a1", "a2", "a3", "a4", "a5"]})
B = pd.DataFrame.from_dict(
    {'date': pd.to_datetime(["2014-1-15", "2014-3-15", "2014-6-15", "2014-8-15", "2014-11-15", "2014-12-15"]),
     'value': ["b1", "b2", "b3", "b4", "b5", "b6"]})

#1. Sort the table A and and B each by key.
A = A.sort_values('date')
B = B.sort_values('date')

#2. Add a column tag to A which are all 0 and a column tag to B that are all 1.
A['tag'] = 0
B['tag'] = 1

#3. Delete all columns except the key and tagfrom B (can be omitted, but it is clearer this way) and call the table B'. Keep B as an original - we are going to need it later.
B_ = B[['date','tag']] # You need two [], because you get a series otherwise.

#4. Concatenate A with B' to C and ignore the fact that the rows from B' has many NAs.
C = pd.concat([A, B_])

#5. Sort C by key.
C = C.sort_values('date')

#6. Make a new cumsum column with C = C.assign(groupNr = np.cumsum(C.tag))
C = C.assign(groupNr = np.cumsum(C.tag))

#7. Using filtering (query) on tag get rid of all B'-rows.
C = C[C.tag == 0]

#8. Add a running counter column groupNr to the original B (integers from 0 to N-1 or from 1 to N, depending on whether you want forward or backward rolling join).
B['groupNr'] = range(len(B)+1)[1:] # B's values are carried forward to A's values
B['groupNr'] = range(len(B))       # B's values are carried backward to A's values

#9. Join B with C on groupNr to D.
D = C.set_index('groupNr').join(B.set_index('groupNr'), lsuffix='_A', rsuffix='_B')

Answer 2

我也遇到了类似的问题，用pandas.merge_asof解决了。

以下是暴露案例的快速解决方案：

sales = pd.DataFrame.from_dict(
    {'saleDate': pd.to_datetime(["2014-02-20","2014-05-01","2014-06-15","2014-07-01","2014-12-31"]),
     'saleID': ["S1","S2","S3","S4","S5"]})
commercials = pd.DataFrame.from_dict(
    {'commercialDate': pd.to_datetime(["2014-01-01","2014-04-01","2014-07-01","2014-09-15"]),
     'commercialID': ["C1","C2","C3","C4"]}

result = pd.merge_asof(commercials,
          sales,
          left_on='commercialDate', 
          right_on='saleDate')

# Ordering for easier comparison
result = result[['commercialDate','saleID','commercialID' ]]

结果与预期的相同：

  commercialDate saleID commercialID
0     2014-01-01    NaN           C1
1     2014-04-01     S1           C2
2     2014-07-01     S4           C3
3     2014-09-15     S4           C4 

Answer 3

这可能是一个更简单的解决方案。

sales.asfreq("D",method="ffill").join(commercials,how="outer").dropna(subset= ["commercialID"])

我在https://gormanalysis.com/r-data-table-rolling-joins/的第一个示例中对此进行了测试，但它确实有效。类似的方法可以用于其他滚动连接。