我有以下第一个熊猫数据框
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现在,我有了主价格数据帧,可以根据该数据帧检查 trans_df
code price date time product
12023 71.23 01-01-2018 06:23:00 MS
12023 61 01-01-2018 07:56:00 HS
12023 71.23 01-01-2018 08:34:00 MS
12023 71.30 01-01-2018 06:03:00 MS
12023 61 01-01-2018 11:43:00 HS
12023 71.23 01-01-2018 10:11:00 MS
12023 71.23 01-01-2018 04:23:00 MS
12023 72.23 02-01-2018 10:11:00 MS
12023 72.23 02-01-2018 04:23:00 MS
中设置的价格是否正确,并且交易日期和时间在{中的trans_df
和effective_date_from
之间{1}}用于该特定产品
effective_date_to
所需的数据框为
master_price
答案 0 :(得分:3)
使用:
#convert dates with times to datetimes
master_price['effective_date_from'] = (pd.to_datetime(master_price['effective_date_from'],
format='%d-%m-%Y') +
pd.to_timedelta(master_price['time_from']))
master_price['effective_date_to'] = (pd.to_datetime(master_price['effective_date_to'],
format='%d-%m-%Y') +
pd.to_timedelta(master_price['time_to']))
trans_df['date'] = (pd.to_datetime(trans_df['date'], format='%d-%m-%Y') +
pd.to_timedelta(trans_df['time']))
#join together and filter between
df = trans_df.merge(master_price, on=['code','product'], how='left')
df = df[df.date.between(df.effective_date_from, df.effective_date_to)]
#add only filterd rows to original
df = trans_df.merge(df, on=['code','product','date','time'], how='left')
cols = ['effective_date_from', 'effective_date_to', 'time_to','time_from','price_x']
df = df.drop(cols, axis=1)
#first test missing values then match.mismatch
df['flag'] = np.select([df['price_y'].isnull(),
df['price_y'] == df['price']],
[np.nan, 'match'], default='mismatch')
df = df.rename(columns={'price_y':'actual_price'})
print (df)
code price date time product actual_price flag
0 12023 71.23 2018-01-01 06:23:00 06:23:00 MS 71.23 match
1 12023 61.00 2018-01-01 07:56:00 07:56:00 HS 61.00 match
2 12023 71.23 2018-01-01 08:34:00 08:34:00 MS 71.23 match
3 12023 71.30 2018-01-01 06:03:00 06:03:00 MS 71.23 mismatch
4 12023 61.00 2018-01-01 11:43:00 11:43:00 HS 61.00 match
5 12023 71.23 2018-01-01 10:11:00 10:11:00 MS 71.23 match
6 12023 71.23 2018-01-01 04:23:00 04:23:00 MS NaN nan
7 12023 72.23 2018-01-02 10:11:00 10:11:00 MS 72.23 match
8 12023 72.23 2018-01-02 04:23:00 04:23:00 MS 71.23 mismatch