Reputation: 4022
Consider the warehouse stocks on different days
day action quantity symbol
0 1 40 a
1 1 53 b
2 -1 21 a
3 1 21 b
4 -1 2 a
5 1 42 b
Here, day
represents time series, action
represents buy/sell
for specific product (symbol
) and of quantity
.
For this dataframe, How do I calculate the cumulative sum daily, for each product.
Basically, a resultant dataframe as below:
days a b
0 40 0
1 40 53
2 19 53
3 19 64
4 17 64
5 17 106
I have tried cumsum() with groupby and was unsuccessful with it
Upvotes: 1
Views: 590
Reputation: 76977
Using pivot_table
In [920]: dff = df.pivot_table(
index=['day', 'action'], columns='symbol',
values='quantity').reset_index()
In [921]: dff
Out[921]:
symbol day action a b
0 0 1 40.0 NaN
1 1 1 NaN 53.0
2 2 -1 21.0 NaN
3 3 1 NaN 21.0
4 4 -1 2.0 NaN
5 5 1 NaN 42.0
Then, mul
the action, take cumsum
, forward fill missing values, and finally replace NaN
s with 0
In [922]: dff[['a', 'b']].mul(df.action, 0).cumsum().ffill().fillna(0)
Out[922]:
symbol a b
0 40.0 0.0
1 40.0 53.0
2 19.0 53.0
3 19.0 74.0
4 17.0 74.0
5 17.0 116.0
Final result
In [926]: dff[['a', 'b']].mul(df.action, 0).cumsum().ffill().fillna(0).join(df.day)
Out[926]:
a b day
0 40.0 0.0 0
1 40.0 53.0 1
2 19.0 53.0 2
3 19.0 74.0 3
4 17.0 74.0 4
5 17.0 116.0 5
Upvotes: 3
Reputation: 2664
Nevermind, didn't see pandas tag. This is just plain Python.
Try this:
sums = []
currentsums = {'a': 0, 'b': 0}
for i in data:
currentsums[i['symbol']] += i['action'] * i['quantity']
sums.append({'a': currentsums['a'], 'b': currentsums['b']})
Note that it gives a different result than you posted because you calculated wrong.
Upvotes: 0