Reputation: 2297
My first dataframe (df1) looks like this:
pvalue trend time
0 0.000065 0.000076 2019-03-18 04:00:04
1 0.000087 0.000098 2019-03-18 04:00:06
2 0.000000 0.000000 2019-03-18 04:00:22
3 0.000000 0.000087 2019-03-18 04:02:29
4 0.000000 0.000000 2019-03-18 04:03:04
5 0.000000 0.000023 2019-03-18 04:03:05
6 0.000000 0.000000 2019-03-18 04:03:18
7 0.000000 0.000067 2019-03-18 04:18:55
8 0.000000 0.000000 2019-03-18 04:18:56
9 0.000000 0.000000 2019-03-18 04:20:41
My second data (df2) looks like that:
time price
0 2019-03-18 04:00:00 0.00190633
1 2019-03-18 04:00:01 0.00190633
2 2019-03-18 04:00:02 0.00190633
3 2019-03-18 04:00:03 0.00190633
4 2019-03-18 04:00:04 0.00190633
5 2019-03-18 04:00:05 0.00190633
6 2019-03-18 04:00:06 0.00190800
7 2019-03-18 04:00:07 0.00190800
8 2019-03-18 04:00:08 0.00190800
9 2019-03-18 04:00:09 0.00190800
df2['time']
at each row, there is a change of one second. But on df1, there are some gaps between each df1['time']
of a few seconds... what I would like to have is the following:
time price pvalue trend
0 2019-03-18 04:00:00 0.00190633 0.000000 0.000000
1 2019-03-18 04:00:01 0.00190633 0.000000 0.000000
2 2019-03-18 04:00:02 0.00190633 0.000000 0.000000
3 2019-03-18 04:00:03 0.00190633 0.000000 0.000000
4 2019-03-18 04:00:04 0.00190633 0.000065 0.000076
5 2019-03-18 04:00:05 0.00190633 0.000000 0.000000
6 2019-03-18 04:00:06 0.00190800 0.000087 0.000098
So basically have all the seconds and when there is data at pvalue and trend in df1 put them in the new dataframe. What I tried is the following: df_all =df_pvalue_trade.merge(df_check,on='time',left_index=True)
but I only have the rows of df1, not every seconds like in my example... any idea? thanks!
The result I have with the above tried code is the following:
pvalue trend time mkt_result price
6 0.000000 0.000000 2019-03-18 04:00:06 reject Ha := upward OR downward trend 0.00190800
21 0.000000 0.000000 2019-03-18 04:00:21 reject Ha := upward OR downward trend 0.00190800
22 0.000000 0.000000 2019-03-18 04:00:22 reject Ha := upward OR downward trend 0.00190800
149 0.000000 0.000000 2019-03-18 04:02:29 reject Ha := upward OR downward trend 0.00190594
184 0.000000 0.000000 2019-03-18 04:03:04 reject Ha := upward OR downward trend 0.00190594
185 0.000000 0.000000 2019-03-18 04:03:05 reject Ha := upward OR downward trend 0.00190594
198 0.000000 0.000000 2019-03-18 04:03:18 reject Ha := upward OR downward trend 0.00190594
Which is not what I want...
Upvotes: 1
Views: 45
Reputation: 862511
Use merge
with DataFrame.fillna
:
df = pd.merge(df2, df1, on='time', how='left').fillna(0)
print (df)
time price pvalue trend
0 2019-03-18 04:00:00 0.001906 0.000000 0.000000
1 2019-03-18 04:00:01 0.001906 0.000000 0.000000
2 2019-03-18 04:00:02 0.001906 0.000000 0.000000
3 2019-03-18 04:00:03 0.001906 0.000000 0.000000
4 2019-03-18 04:00:04 0.001906 0.000065 0.000076
5 2019-03-18 04:00:05 0.001906 0.000000 0.000000
6 2019-03-18 04:00:06 0.001908 0.000087 0.000098
7 2019-03-18 04:00:07 0.001908 0.000000 0.000000
8 2019-03-18 04:00:08 0.001908 0.000000 0.000000
9 2019-03-18 04:00:09 0.001908 0.000000 0.000000
Also if need replace NaN
s only columns from df1.columns
which are different like df2.columns
:
d = dict.fromkeys(df1.columns.difference(df2.columns), 0)
print (d)
{'pvalue': 0, 'trend': 0}
df = pd.merge(df2, df1, on='time', how='left').fillna(d)
print (df)
time price pvalue trend
0 2019-03-18 04:00:00 0.001906 0.000000 0.000000
1 2019-03-18 04:00:01 0.001906 0.000000 0.000000
2 2019-03-18 04:00:02 0.001906 0.000000 0.000000
3 2019-03-18 04:00:03 0.001906 0.000000 0.000000
4 2019-03-18 04:00:04 0.001906 0.000065 0.000076
5 2019-03-18 04:00:05 0.001906 0.000000 0.000000
6 2019-03-18 04:00:06 0.001908 0.000087 0.000098
7 2019-03-18 04:00:07 0.001908 0.000000 0.000000
8 2019-03-18 04:00:08 0.001908 0.000000 0.000000
9 2019-03-18 04:00:09 0.001908 0.000000 0.000000
Upvotes: 1