如何使用 pandas 计算与初始值相比的变化百分比? [英] How to calculate percent change compared to the beginning value using pandas?

问题描述

我有一个DataFrame，需要计算公司与年初相比的变化百分比.有什么方法可以使用pct_change()或其他方法来执行此任务?谢谢！

I have a DataFrame and need to calculate percent change compared to the beginning of the year by companies. Is there any way to use pct_change() or other method to perform this task? Thanks!

df看起来

security    date        price
IBM         1/1/2016    100
IBM         1/2/2016    102
IBM         1/3/2016    108
AAPL        1/1/2016    1000
AAPL        1/2/2016    980
AAPL        1/3/2016    1050
AAPL        1/4/2016    1070

我想要的结果

security    date        price   change
IBM         1/1/2016    100     NA
IBM         1/2/2016    102     2%
IBM         1/3/2016    108     8%
AAPL        1/1/2016    1000    NA
AAPL        1/2/2016    980     -2%
AAPL        1/3/2016    1050    5%
AAPL        1/4/2016    1070    7%

推荐答案

听起来像您正在寻找

Sounds like you are looking for an expanding_window version of pct_change(). This doesn't exist out of the box AFAIK, but you could roll your own:

df.groupby('security')['price'].apply(lambda x: x.div(x.iloc[0]).subtract(1).mul(100))

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