我有一个pandas.Series
和一个两级pandas.MultiIndex
。第一层是日期。我还有另一个DatetimeIndex
,它的值接近于我的series.index.levels[0]
中的一些日期。我想用“other”DatetimeIndex
中与索引中现有日期足够接近的日期来重新索引我的序列。假设我所说的“关闭”是指两天之内。你知道吗
import pandas as pd
import numpy as np
np.random.seed([3, 1415])
chars = 'ABCDEFGHIJKLMNOPQRSTUVWXYZ'
# Equal Date + 3 Days - 1 Day + 2 Days
i0 = pd.to_datetime(
[ '2018-11-30', '2018-12-16', '2018-12-30', '2019-01-17' ])
i1 = pd.to_datetime(
['2018-10-31', '2018-11-30', '2018-12-13', '2018-12-31', '2019-01-15', '2019-01-31'])
# Include Skip Include Include
lvl0 = i0.repeat(5)
lvl1 = np.concatenate(
[np.random.choice([*chars], size=5, replace=False) for _ in range(4)])
midx = pd.MultiIndex.from_tuples([*zip(lvl0, lvl1)], names=['date', 'ID'])
s0 = pd.Series(np.arange(4).repeat(5), midx, name='stuff')
s0
date ID
2018-11-30 S 0
O 0
J 0
H 0
D 0
2018-12-16 Q 1
B 1
A 1
S 1
P 1
2018-12-30 U 2
S 2
A 2
J 2
L 2
2019-01-17 K 3
U 3
V 3
S 3
H 3
Name: stuff, dtype: int64
注:与原件相同dtype
date ID
2018-11-30 S 0
O 0
J 0
H 0
D 0
2018-12-31 U 2
S 2
A 2
J 2
L 2
2019-01-15 K 3
U 3
V 3
S 3
H 3
Name: stuff, dtype: int64
tol = pd.Timedelta('2D')
# 0. This should be the same as the `i0` I used to set up
# But supposing that wasn't available, we would...
i0 = s0.index.levels[0]
# 1. Broadcast date differences
# 2. Take the absolute value
# 3. Find the position of minimum absolute value for each row
# 4. Define a proposal of new index level values with those positions
i_proposal = i1[np.abs(np.subtract.outer(i0, i1)).argmin(1)]
# 5. Use proposal to get which ones are within the
# tolerance of 2 days
i_final = i_proposal[np.abs(i_proposal - i0) <= tol]
# 6. set_levels with proposal.
# because at this point there is a one-to-one correspondance
s0.index.set_levels(i_proposal, level=0, inplace=True)
# 7. use `loc` to pull out the final ones
s0.loc[i_final]
date ID
2018-11-30 S 0
O 0
J 0
H 0
D 0
2018-12-31 U 2
S 2
A 2
J 2
L 2
2019-01-15 K 3
U 3
V 3
S 3
H 3
Name: stuff, dtype: int64
i0.index
上操作inplace
len(i0)
*len(i1)
)。应该有一个大O(len(i0)
+len(i1)
)的解决方案。你知道吗有人能想出更好的办法吗?你知道吗
这是一个^{} 问题。我会这样做:
注意,这将保留来自
s0
的索引(这可能不是您想要的)。你知道吗piR编辑
这就是我想要的
这与cs95使用
reindex
所做的非常接近如果需要,将索引级别1更改为l1
piR编辑
我这样重新配置了
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