通过根据特定条件比较所有行来查找数据框中的匹配行

Question

我对 python 还很陌生，如果有人能指导我正确的方向，我将不胜感激。

我有一个数据集，每行都有独特的交易。我需要找到在某些条件下匹配的所有行。基本上，找到任何符合特定条件的抵消交易。例如：

查找具有相同 REF_RATE、RECEIVE 相差 5 天、MATURITY_DATE 相差 7 天的交易。我附上了数据的图像。

谢谢。

Answer 1

您可以使用groupby 来实现此目的。根据您对此问题的具体要求Find trades that have the same REF_RATE, RECEIVE is within a difference of 5, MATURITY_DATE is with 7 days of each other，您可以这样进行。

#sample data created from the image of your dataset

>>> data = {'Maturity_Date':['2/01/2021','10/01/2021','10/01/2021','6/06/2021'],'Trade_id':['10484','12880','11798','19561'],'REF_RATE':['BBSW','BBSW','OIS','BBSW'],'Recive':[1.5,1.25,2,10]}
>>> df = pd.DataFrame(data)
>>> df
  Maturity_Date Trade_id REF_RATE  Recive
0     2/01/2021    10484     BBSW    1.50
1    10/01/2021    12880     BBSW    1.25
2    10/01/2021    11798      OIS    2.00
3     6/06/2021    19561     BBSW   10.00

#convert Maturity_Date to datetime format and sort REF_RATE by date if needed

>>> df['Maturity_Date'] =  pd.to_datetime(df['Maturity_Date'], dayfirst=True)
>>> df['Maturity_Date'] = df.groupby('REF_RATE')['Maturity_Date'].apply(lambda x: x.sort_values()) #if needed
>>> df
  Maturity_Date Trade_id REF_RATE  Recive
0    2021-01-02    10484     BBSW    1.50
1    2021-01-10    12880     BBSW    1.25
2    2021-01-10    11798      OIS    2.00
3    2021-06-06    19561     BBSW   10.00

#groupby of REF_RATE and apply condition on date and receive column

>>> df['date_diff>7'] = df.groupby('REF_RATE')['Maturity_Date'].diff() / np.timedelta64(1, 'D') > 7
>>> df['rate_diff>5'] = df.groupby('REF_RATE')['Recive'].diff() > 5
>>> df
  Maturity_Date Trade_id REF_RATE  Recive  date_diff>7  rate_diff>5
0    2021-01-02    10484     BBSW    1.50        False        False
1    2021-01-10    12880     BBSW    1.25         True        False #date_diff true as for BBSW Maturity date is more than 7
2    2021-01-10    11798      OIS    2.00        False        False
3    2021-06-06    19561     BBSW   10.00         True         True #rate_diff and date_diff true because date>7 and receive difference>5