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--- data:pandas:allign [2018/03/24 13:15] – created aistis
+++ data:pandas:allign [2018/04/03 20:45] (current) – aistis
@@ Line 1: / Line 1: @@
-you can join objects if they have same type axis
+allign data in DataFrame
+<code python>
+#allign data to dataframe
+df1 = pd.DataFrame(0.0, index=all_date, columns=[a.sidb for a in d])
+start = time.time()
+for q in d:
+    df1.iloc[np.in1d(all_date, q.date, assume_unique=True),
+       df1.columns.get_loc(q.sidb)] = q.pnl
+print ("Result: %.2f secs" % (time.time() - start))
+</code>
+allign data in numpy array (3x faster)
+<code python>
+# allign using numpy
+start = time.time()
+a1 = np.zeros((len(d), len(all_date)))
+i = 0
+for q in d:
+    idx = np.in1d(all_date, q.date, assume_unique=True)
+    a1[i, idx] = q.pnl
+    i = i + 1
+print ("Result: %.2f secs" % (time.time() - start))
+</code>
+you can join/merge objects if they have same type axis
+for example align two time series by date
 {{:data:pandas:pasted:20180324-131514.png}}
+{{:data:pandas:pasted:20180324-132455.png}}