【问题标题】:Merge & Filter Multiple Columns of One Dataframe with Boolean Logic使用布尔逻辑合并和过滤一个数据框的多列
【发布时间】:2018-10-04 07:27:20
【问题描述】:

目标:将买入/卖出/中性/错误指标输出到单个 df[column],同时过滤掉“假”值。指标基于以下数据框列,然后用布尔语句制定:

df['sma_10'] = pd.DataFrame(ta.SMA(df['close'], timeperiod=10), dtype=np.float, columns=['close'])      
df['buy'] = pd.DataFrame(df['close'] > df['sma_10'], columns=['buy'])   
df['buy'] = df['buy'].replace({True: 'BUY'})        
df['sell'] = pd.DataFrame(df['close'] < df['sma_10'], columns=['sell'])     
df['sell'] = df['sell'].replace({True: 'SELL'})         
df['neutral'] = pd.DataFrame(df['close'] == df['sma_10'], columns=['neutral'])       
df['neutral'] = df['neutral'].replace({True: 'NEUTRAL'})        
df['error'] = pd.DataFrame((df['buy'] == False) & (df['sell'] == False) & (df['neutral'] == False), columns=['Error'])      
df['error'] = df['error'].replace({True: 'ERROR'})

df的当前输出

buy  sell  Neutral Error
False False False ERROR
BUY False False False
False SELL False False
False False NEUTRAL False

df 的期望输出

Indicator
ERROR
BUY
SELL
NEUTRAL

尝试和方法: 第一种方法:合并所有买入/卖出/中性/错误列并尝试删除“假”值。 Dataframe 在出错之前只迭代一次。

df['sma_10_indic']=[df['buy'].astype(str)+df['sell'].astype(str)+df['neutral'].astype(str)+df['error'].astype(str)].drop("False")

我尝试过 if & elif 的子程序,例如: 此方法在第一个索引之前也会出错

df['buy'] = pd.DataFrame(df['close'] > df['sma_10'])
df['sell'] = pd.DataFrame(df['close'] < df['sma_10'])
df['neutral'] = pd.DataFrame(df['close'] == df['sma_10'])
error = ((buy == False) and (sell == False) and (neutral == False))
if (df['buy'] == "True"):
   df['sma_10_indic'] = pd.DataFrame("BUY",columns=['indicator'])
elif (df['sell'] == "True"):
   df['sma_10_indic'] = pd.DataFrame("SELL",columns=['indicator'])
elif (df['neutral'] == "True"):
   df['sma_10_indic'] = pd.DataFrame("NEUTRAL",columns=['indicator'])
elif (error == True):
   df['sma_10_indic'] = pd.DataFrame("ERROR",columns=['indicator'])

我不确定前方的道路,我已经在这条路上用头撞墙了大约 14 个小时,前方没有清晰的道路。我还尝试创建另一个单独的数据框并通过 concat 合并它们,但由于布尔值而没有运气。我对 python 和 pandas/dataframes 比较陌生,所以请耐心等待。提前谢谢你!

【问题讨论】:

    标签: python pandas dataframe filter boolean


    【解决方案1】:

    使用numpy.select:

    m1 = df['close'] > df['sma_10']
    m2 = df['close'] < df['sma_10']
    m3 = df['close'] == df['sma_10']
    
    df['Indicator'] = np.select([m1, m2, m3], ['BUY','SELL','NEUTRAL'], 'ERROR')
    

    【讨论】:

    • 哇。这不仅清除了我拥有的编码块,而且还使例程变得更快。非常感谢!
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