data:pandas:allign
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allign data in DataFrame
#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))
allign data in numpy array (3x faster)
# 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))
you can join/merge objects if they have same type axis
for example align two time series by date
data/pandas/allign.1522777492.txt.gz · Last modified: by aistis


