CODEWITHSUNDEEP
pythonpandas
atjw94
atjw94

Reputation: 577

Pivoting Pandas DataFrame

I have the following Pandas DataFrame with 50 columns, it consists of the daily closing spot price and option price of a few selected stocks, 25 stocks in total but I am only showing 3 here. The prices shown here are just an example:

date           tsla_spot   tsla_options aapl_spot  aapl_options msft_spot  msft_options 
2020-01-01       350            23.02      257.21      3.45        170.32      3.56
2020-01-02       345.64         21.32      260.10      3.79        123.45      43.21
2020-01-03       345.12         20.43      262.12      3.90        123.54      45.32

I want to have the following pandas dataframe, but can't figure out what how... Instead, is it known as pivot?

date          stock    spot    options
2020-01-01     tsla     350      23.02
2020-01-01     aapl     257.21   3.79
2020-01-01     msft     170.32   3.56
2020-01-02     tsla     345.64   21.32
2020-01-02     aapl     260.10   3.79
2020-01-02     msft     123.45    43.21

Thank you in adv!

Upvotes: 2

Views: 129

Answers (2)

sammywemmy
sammywemmy

Reputation: 28644

You can use pd.wide_to_long, by first reorganizing the columns:

pattern = r"(?P<first>\w+)_(?P<last>\w+)"
repl = lambda m: f"{m.group('last')}_{m.group('first')}"
df.columns = df.columns.str.replace(pattern, repl)

df.columns
Index(['date', 'spot_tsla', 'options_tsla', 'spot_aapl', 'options_aapl',
   'spot_msft', 'options_msft'],
  dtype='object')

Now, apply the wide_to_long function:

pd.wide_to_long(df, 
                stubnames=["spot", "options"], 
                i="date", 
                j="stock", 
                sep="_", 
                suffix=".+")

                     spot   options
date       stock        
2020-01-01  tsla    350.00  23.02
2020-01-02  tsla    345.64  21.32
2020-01-03  tsla    345.12  20.43
2020-01-01  aapl    257.21  3.45
2020-01-02  aapl    260.10  3.79
2020-01-03  aapl    262.12  3.90
2020-01-01  msft    170.32  3.56
2020-01-02  msft    123.45  43.21
2020-01-03  msft    123.54  45.32

Another option is to use the pivot_longer function from pyjanitor :

# pip install pyjanitor
import janitor

df.pivot_longer(index="date", 
                names_to=("stock", ".value"), 
                names_sep="_")


    date    stock        spot   options
0   2020-01-01  tsla    350.00  23.02
1   2020-01-01  aapl    257.21  3.45
2   2020-01-01  msft    170.32  3.56
3   2020-01-02  tsla    345.64  21.32
4   2020-01-02  aapl    260.10  3.79
5   2020-01-02  msft    123.45  43.21
6   2020-01-03  tsla    345.12  20.43
7   2020-01-03  aapl    262.12  3.90
8   2020-01-03  msft    123.54  45.32

The .value tells the function to make spot and options as new column names, and the rest become values in the stock column.

Upvotes: 2

jezrael
jezrael

Reputation: 862511

Convert columns without separator to index, split columns names for MultiIndex and reshape by DataFrame.stack with DataFrame.rename_axis for new columns names:

df = df.set_index('date')
df.columns = df.columns.str.split('_', expand=True)
df = df.stack(0).rename_axis(['date', 'stock']).reset_index()
print (df)
         date stock  options    spot
0  2020-01-01  aapl     3.45  257.21
1  2020-01-01  msft     3.56  170.32
2  2020-01-01  tsla    23.02  350.00
3  2020-01-02  aapl     3.79  260.10
4  2020-01-02  msft    43.21  123.45
5  2020-01-02  tsla    21.32  345.64
6  2020-01-03  aapl     3.90  262.12
7  2020-01-03  msft    45.32  123.54
8  2020-01-03  tsla    20.43  345.12

Upvotes: 1

Related Questions