Issue
So I have a dataframe structured like:
Date Metric Value
2020-01-01 Low 34.5
2020-01-01 High 36.5
2020-01-01 Open 23.5
2020-01-02 Low 32.5
...
I am trying to create another frame, where for every date there is a new 'Volume' column which is the High-low for that specific date. The frame is not keyed on the dates so it needs to be joined and then values in different columns added together? Not sure exactly how to do this. I'm trying to get the final result to look like this:
Date Volume
2020-01-01 2.00
2020-01-02 6.45
Solution
One approach could be as follows:
- First, select only from
df
the rows which haveHigh
andLow
in columnMetric
usingSeries.isin
. - Next, use
df.pivot
to reshape thedf
andassign
a new columnVolume
, containing the result of values in columnLow
subtracted from those in columnHigh
(see:Series.sub
). - Finally, we add some cosmetic changes: we
drop
columnsHigh
andLow
, reset the index (see:df.reset_index
), and get rid ofdf.columns.name
(which is automatically set toMetric
duringdf.pivot
).
import pandas as pd
import numpy as np
data = {'Date': {0: '2020-01-01', 1: '2020-01-01', 2: '2020-01-01',
3: '2020-01-02', 4: '2020-01-02', 5: '2020-01-02'},
'Metric': {0: 'Low', 1: 'High', 2: 'Open', 3: 'Low', 4: 'High',
5: 'Open'},
'Value': {0: 34.5, 1: 36.5, 2: 23.5, 3: 32.5, 4: 38.95, 5: 32.5}}
df = pd.DataFrame(data)
res = df[df.Metric.isin(['Low','High'])].pivot(index='Date', columns='Metric',
values='Value')
res = res.assign(Volume=res['High'].sub(res.Low)).drop(
['High', 'Low'], axis=1).reset_index(drop=False)
res.columns.name = None
print(res)
Date Volume
0 2020-01-01 2.00
1 2020-01-02 6.45
Answered By - ouroboros1
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