Reputation: 341
I have some problem where data is sorted by date, for example something like this:
date, value, min
2015-08-17, 3, nan
2015-08-18, 2, nan
2015-08-19, 4, nan
2015-08-28, 1, nan
2015-08-29, 5, nan
Now I want to save min
values in min
column till this row, so result would look something like this:
date, value, min
2015-08-17, 3, 3
2015-08-18, 2, 2
2015-08-19, 4, 2
2015-08-28, 1, 1
2015-08-29, 5, 1
I've tried some options, but still don't get what I'm doing wrong, here is one example that I tried:
data['min'] = min(data['value'], data['min'].shift())
I don't want to iterate through all rows because the data I have is big. What is the best strategy you can write using pandas for this kind of problem?
Upvotes: 3
Views: 731
Reputation: 221574
Since you mentioned that you are working with big dataset, with focus on performance, here's one using NumPy's np.minimum.accumulate
-
df['min'] = np.minimum.accumulate(df.value)
Sample run -
In [70]: df
Out[70]:
date value min
0 2015-08-17 3 NaN
1 2015-08-18 2 NaN
2 2015-08-19 4 NaN
3 2015-08-28 1 NaN
4 2015-08-29 5 NaN
In [71]: df['min'] = np.minimum.accumulate(df.value)
In [72]: df
Out[72]:
date value min
0 2015-08-17 3 3
1 2015-08-18 2 2
2 2015-08-19 4 2
3 2015-08-28 1 1
4 2015-08-29 5 1
Runtime test -
In [65]: df = pd.DataFrame(np.random.randint(0,100,(1000000)), columns=list(['value']))
# @MaxU's soln using pandas cummin
In [66]: %timeit df['min'] = df.value.cummin()
100 loops, best of 3: 6.84 ms per loop
In [67]: df = pd.DataFrame(np.random.randint(0,100,(1000000)), columns=list(['value']))
# Using NumPy
In [68]: %timeit df['min'] = np.minimum.accumulate(df.value)
100 loops, best of 3: 3.97 ms per loop
Upvotes: 5
Reputation: 210842
Use cummin() method:
In [53]: df['min'] = df.value.cummin()
In [54]: df
Out[54]:
date value min
0 2015-08-17 3 3
1 2015-08-18 2 2
2 2015-08-19 4 2
3 2015-08-28 1 1
4 2015-08-29 5 1
Upvotes: 5