重塑 table - 列中的条目到新列

Question

给定以下数据：

        Symbol        Date      Type         Value
518         ZW  2008-01-02        cm  1.204330e+09
519         ZW  2008-01-02   cm_next  1.209600e+09
520         ZW  2008-01-02       p&l  0.000000e+00
521         ZW  2008-01-02  position  0.000000e+00
522         ZW  2008-01-02  rolldate  1.203466e+09
523         ZW  2008-01-02     value  3.114788e+04
524         ZW  2008-01-02      vola  6.256606e+02
1046        ZW  2008-01-03        cm  1.204330e+09
1047        ZW  2008-01-03   cm_next  1.209600e+09
1048        ZW  2008-01-03       p&l  0.000000e+00
1049        ZW  2008-01-03  position  0.000000e+00
1050        ZW  2008-01-03  rolldate  1.203466e+09
1051        ZW  2008-01-03     value  3.202738e+04
1052        ZW  2008-01-03      vola  6.338274e+02
1574        ZW  2008-01-04        cm  1.204330e+09
1575        ZW  2008-01-04   cm_next  1.209600e+09
1576        ZW  2008-01-04       p&l  0.000000e+00
1577        ZW  2008-01-04  position  0.000000e+00
1578        ZW  2008-01-04  rolldate  1.203466e+09
1579        ZW  2008-01-04     value  3.162559e+04
1580        ZW  2008-01-04      vola  6.357563e+02
2102        ZW  2008-01-07        cm  1.204330e+09
2103        ZW  2008-01-07   cm_next  1.209600e+09
2104        ZW  2008-01-07       p&l  0.000000e+00
2105        ZW  2008-01-07  position  0.000000e+00
2106        ZW  2008-01-07  rolldate  1.203466e+09
2107        ZW  2008-01-07     value  3.066630e+04
2108        ZW  2008-01-07      vola  6.381839e+02

我想reshape这个table格式如下：

Symbol | Date | cm | cm_next | rolldate | p&l | position | [etc..]

即我所有的类型都应该是列，并包含每个日期各自的值。

我试过 df.pivot() 和 df.unstack() 但是，唉，据我所知，我想要的超出了他们的范围，而不是我正在寻找的。

我可以在 Type 列中提取每种类型的数据并将其粘合在一起 - 但这似乎是一种相当原始的方法。有没有更好、更 pandaic 的方法来实现这个目标？

Answer 1

我认为你需要 pivot_table, but data are aggregated by np.mean (default aggfunc=np.mean) with rename_axis (new in pandas 0.18.0) and reset_index:

print df.pivot_table(index=['Symbol','Date'], columns='Type', values='Value')
        .rename_axis(None, axis=1)
        .reset_index()

  Symbol        Date            cm       cm_next  p&l  position      rolldate  \
0     ZW  2008-01-02  1.204330e+09  1.209600e+09  0.0       0.0  1.203466e+09   
1     ZW  2008-01-03  1.204330e+09  1.209600e+09  0.0       0.0  1.203466e+09   
2     ZW  2008-01-04  1.204330e+09  1.209600e+09  0.0       0.0  1.203466e+09   
3     ZW  2008-01-07  1.204330e+09  1.209600e+09  0.0       0.0  1.203466e+09   

      value      vola  
0  31147.88  625.6606  
1  32027.38  633.8274  
2  31625.59  635.7563  
3  30666.30  638.1839

重塑 table - 列中的条目到新列

Reshaping a table - entries in column to new columns

python

pandas

python-3.5