Question

我的第一个数据帧（df1）如下：

      pvalue    trend               time                
0   0.000065    0.000076    2019-03-18 04:00:04 
1   0.000087    0.000098    2019-03-18 04:00:06 
2   0.000000    0.000000    2019-03-18 04:00:22 
3   0.000000    0.000087    2019-03-18 04:02:29 
4   0.000000    0.000000    2019-03-18 04:03:04
5   0.000000    0.000023    2019-03-18 04:03:05 
6   0.000000    0.000000    2019-03-18 04:03:18 
7   0.000000    0.000067    2019-03-18 04:18:55 
8   0.000000    0.000000    2019-03-18 04:18:56 
9   0.000000    0.000000    2019-03-18 04:20:41

我的第二个数据（df2）如下：

                time      price
0   2019-03-18 04:00:00  0.00190633
1   2019-03-18 04:00:01  0.00190633
2   2019-03-18 04:00:02  0.00190633
3   2019-03-18 04:00:03  0.00190633
4   2019-03-18 04:00:04  0.00190633
5   2019-03-18 04:00:05  0.00190633
6   2019-03-18 04:00:06  0.00190800
7   2019-03-18 04:00:07  0.00190800
8   2019-03-18 04:00:08  0.00190800
9   2019-03-18 04:00:09  0.00190800

df2['time']在每一行中，相差一秒。但是在df1上，df1['time']的几秒钟之间有一些间隔……我想要的是以下内容：

                time      price     pvalue  trend
0   2019-03-18 04:00:00 0.00190633 0.000000 0.000000
1   2019-03-18 04:00:01 0.00190633 0.000000 0.000000
2   2019-03-18 04:00:02 0.00190633 0.000000 0.000000
3   2019-03-18 04:00:03 0.00190633 0.000000 0.000000
4   2019-03-18 04:00:04 0.00190633 0.000065 0.000076
5   2019-03-18 04:00:05 0.00190633 0.000000 0.000000
6   2019-03-18 04:00:06 0.00190800 0.000087 0.000098

因此，基本上所有秒都用完了，当df1中有pvalue和趋势值的数据时，将它们放入新的数据帧中。我尝试了以下操作：df_all =df_pvalue_trade.merge(df_check,on='time',left_index=True)，但是我只有df1行，而不是像我的示例中那样每秒钟...有任何想法吗？谢谢！

使用上面尝试过的代码得到的结果如下：

pvalue  trend   time    mkt_result  price
6   0.000000    0.000000    2019-03-18 04:00:06 reject Ha := upward OR downward trend   0.00190800
21  0.000000    0.000000    2019-03-18 04:00:21 reject Ha := upward OR downward trend   0.00190800
22  0.000000    0.000000    2019-03-18 04:00:22 reject Ha := upward OR downward trend   0.00190800
149 0.000000    0.000000    2019-03-18 04:02:29 reject Ha := upward OR downward trend   0.00190594
184 0.000000    0.000000    2019-03-18 04:03:04 reject Ha := upward OR downward trend   0.00190594
185 0.000000    0.000000    2019-03-18 04:03:05 reject Ha := upward OR downward trend   0.00190594
198 0.000000    0.000000    2019-03-18 04:03:18 reject Ha := upward OR downward trend   0.00190594

这不是我想要的...

Answer 1

将merge与DataFrame.fillna一起使用：

df = pd.merge(df2, df1, on='time', how='left').fillna(0)
print (df)
                 time     price    pvalue     trend
0 2019-03-18 04:00:00  0.001906  0.000000  0.000000
1 2019-03-18 04:00:01  0.001906  0.000000  0.000000
2 2019-03-18 04:00:02  0.001906  0.000000  0.000000
3 2019-03-18 04:00:03  0.001906  0.000000  0.000000
4 2019-03-18 04:00:04  0.001906  0.000065  0.000076
5 2019-03-18 04:00:05  0.001906  0.000000  0.000000
6 2019-03-18 04:00:06  0.001908  0.000087  0.000098
7 2019-03-18 04:00:07  0.001908  0.000000  0.000000
8 2019-03-18 04:00:08  0.001908  0.000000  0.000000
9 2019-03-18 04:00:09  0.001908  0.000000  0.000000

如果需要，仅替换NaN中的df1.columns列，例如df2.columns：

d = dict.fromkeys(df1.columns.difference(df2.columns), 0)
print (d)
{'pvalue': 0, 'trend': 0}

df = pd.merge(df2, df1, on='time', how='left').fillna(d)
print (df)
                 time     price    pvalue     trend
0 2019-03-18 04:00:00  0.001906  0.000000  0.000000
1 2019-03-18 04:00:01  0.001906  0.000000  0.000000
2 2019-03-18 04:00:02  0.001906  0.000000  0.000000
3 2019-03-18 04:00:03  0.001906  0.000000  0.000000
4 2019-03-18 04:00:04  0.001906  0.000065  0.000076
5 2019-03-18 04:00:05  0.001906  0.000000  0.000000
6 2019-03-18 04:00:06  0.001908  0.000087  0.000098
7 2019-03-18 04:00:07  0.001908  0.000000  0.000000
8 2019-03-18 04:00:08  0.001908  0.000000  0.000000
9 2019-03-18 04:00:09  0.001908  0.000000  0.000000

熊猫：将两个不同大小的数据框合并到一列

1 个答案: