python自定义二元函数_应用自定义groupby聚合函数在pandas python中输出二进制结果...

import numpy as np

import pandas as pd

df = pd.DataFrame({'Buy/Sell': [1,1,0],'Trader': ['A','A','B','C','C']})

grouped = df.groupby(['Trader'])

result = grouped['Buy/Sell'].agg(['sum','count'])

means = grouped['Buy/Sell'].mean()

result['Buy/Sell'] = np.select(condlist=[means>0.5,means<0.5],choicelist=[1,default=np.nan)

print(result)

产量

Buy/Sell sum count

Trader

A NaN 1 2

B 1 2 3

C 0 1 3

我的原始答案使用了自定义聚合器,分类：

def categorize(x):

m = x.mean()

return 1 if m > 0.5 else 0 if m < 0.5 else np.nan

result = df.groupby(['Trader'])['Buy/Sell'].agg([categorize,'sum','count'])

result = result.rename(columns={'categorize' : 'Buy/Sell'})

虽然调用自定义函数可能很方便,但通常会有性能

与内置功能相比,使用自定义功能时速度明显变慢

聚合器(例如groupby / agg / mean).内置聚合器是

Cythonized,而自定义函数降低了普通Python的性能

for-loop速度.

当组数为时,速度的差异尤为显着

大.例如,对于具有1000个组的10000行DataFrame,

import numpy as np

import pandas as pd

np.random.seed(2017)

N = 10000

df = pd.DataFrame({

'Buy/Sell': np.random.randint(2,size=N),'Trader': np.random.randint(1000,size=N)})

def using_select(df):

grouped = df.groupby(['Trader'])

result = grouped['Buy/Sell'].agg(['sum','count'])

means = grouped['Buy/Sell'].mean()

result['Buy/Sell'] = np.select(condlist=[means>0.5,default=np.nan)

return result

def categorize(x):

m = x.mean()

return 1 if m > 0.5 else 0 if m < 0.5 else np.nan

def using_custom_function(df):

result = df.groupby(['Trader'])['Buy/Sell'].agg([categorize,'count'])

result = result.rename(columns={'categorize' : 'Buy/Sell'})

return result

using_select比using_custom_function快50倍：

In [69]: %timeit using_custom_function(df)

10 loops,best of 3: 132 ms per loop

In [70]: %timeit using_select(df)

100 loops,best of 3: 2.46 ms per loop

In [71]: 132/2.46

Out[71]: 53.65853658536585