擅长:python、mysql、java
<p>可以对每个组执行<a href="http://pandas.pydata.org/pandas-docs/stable/api.html#id32" rel="noreferrer">groupby/forward-fill</a>操作:</p>
<pre><code>import numpy as np
import pandas as pd
df = pd.DataFrame({'id': [1,1,2,2,1,2,1,1], 'x':[10,20,100,200,np.nan,np.nan,300,np.nan]})
df['x'] = df.groupby(['id'])['x'].ffill()
print(df)
</code></pre>
<p>收益率</p>
<pre><code> id x
0 1 10.0
1 1 20.0
2 2 100.0
3 2 200.0
4 1 20.0
5 2 200.0
6 1 300.0
7 1 300.0
</code></pre>