在选择 pandas 中的一部分数据时出现问题 [英] Problem in the selection of a part of data in pandas

问题描述

我有以下数据库是从csv文件中用熊猫提取的:

I have the following database that are extracted with pandas from csv files :

df1=pd.read_csv(path,parse_dates=True) 

df1的打印结果为:

The print of df1 gives :

                  control      Avg_return  
2019-09-07          True            0    
2019-06-06          True            0
2019-02-19          True            0
2019-01-17          True            0
2018-12-20          True            0
2018-11-27          True            0
2018-10-12          True            0
   ...              ...            ...

加载2个csv文件后

df2=pd.read_csv(path,parse_dates=True)

df2的打印结果为:

The print of df2 gives :

                  return
2010-01-01          NaN
2010-04-01     0.010920
2010-05-01    -0.004404
2010-06-01    -0.025209
2010-07-01    -0.023280
   ...            ...

我的代码的目标是:

1. 从df1开始约会
2. 从第1点算起的日期减去6天.
3. 从第1点算起的日期减去244天.
4. 在df2中获取这两个日期以来的所有回报
5. 计算这些收益的平均值并将其存储在Avg_return中

我这样做了:

for i in range(0,df1_row):                   
#I go through my data df1 

    if (control.iloc[i]==True):                        
#I check if control_1 is true

      date_1=df1.index[i]-pd.to_timedelta(6, unit='d')    
# I remove 6 days from my date

      date_2=df1.index[i]-pd.to_timedelta(244, unit='d')  
# I remove 244 days from my date

      df1.loc[i,"Average_return"] = df2[[date_1:date_2],["return"]].mean()

# I want to make the mean of the return between my date-6 days and my date-244 days

不幸的是，它给了我这个错误:

Unfortunately it gives me this error :

df1.loc[i,"Average_return"] = df2[[date1:date2],["return"]].mean()
                                        ^
SyntaxError: invalid syntax

有人可以帮助我吗? :)

Is someone able to help me? :)

推荐答案

这是不遍历所有行的另一种方法:

This is a different approach without looping over all rows:

# make sure your index is a datetime index
df1.index = pd.to_datetime(df1.index)    

df1['date_1'] = df1.index - pd.to_timedelta(6, unit='d') 
df1['date_2'] = df1.index  - pd.to_timedelta(244, unit='d') 

df1['Average_return'] = df1.apply(lambda r: df2.loc[r['date_1']: r['date_2'], 'return'].mean(), axis=1)

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