熊猫时间序列多切片

Question

我可以从 pandas 文档中看到你可以去：

df.loc[['a','b','c'],:]

对于时间序列，你为什么不去：

x = df.loc[['2005-10-27 14:30':'2005-10-27 15:15', '2006-04-14 14:40':'2006-04-14 15:20', '2008-01-25 14:30':'2008-01-25 15:30'],:]

我收到语法错误。你不能在时间序列上做多个切片范围吗？有解决方法吗？

Answer 1

这个问题提到了 numpy.r_ 但我不知道如何让它与切片列表一起工作，所以我使用了 hstack 和 arange

import numpy as np
import pandas as pd

def loop_version(df, desired):
    # let's loop through the desired ranges and compile our selection           
    x = pd.DataFrame()
    for (start, stop) in desired:
        selection = df[(df.index >= pd.Timestamp(start)) & 
            (df.index <= pd.Timestamp(stop))]
        x = x.append(selection)

    # and let's have a look at what we found ...
    return x

def vectorized_version(df, desired):
    # first flatten the list
    times = np.array(desired).flatten()
    # use searchsorted to find the indices of the 
    # desired times in df's index
    ndxlist = df.index.searchsorted(np.array(times))
    # use np.arange to convert pairs of values in ndxlist to a 
    # range of indices, similar to np.r_
    ndxlist = np.hstack([np.arange(i1, i2) for i1, i2 in 
                        zip(ndxlist[::2], ndxlist[1::2])])
    return df.iloc[ndxlist]

In [2]: # let's create some fake data
In [3]: date_range = pd.date_range('2005-01-01', '2008-12-31', freq='9min')
In [4]: l = len(date_range)
In [5]: df = pd.DataFrame({'normal': np.random.randn(l), 'uniform':np.random.rand(l), 
   ...:     'datetime':date_range, 'integer':range(l)}, index=date_range)
In [6]: # let's identify the periods we want
   ...: desired = [('2005-10-27 14:30','2005-10-27 15:15'), 
   ...:            ('2006-04-14 14:40','2006-04-14 15:20'), 
   ...:            ('2008-01-25 14:30','2008-01-25 15:30')]

In [7]: loop_version(df, desired).equals(vectorized_version(df, desired))
Out[7]: True

In [8]: % timeit loop_version(df, desired)
5.53 ms ± 225 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

In [9]: % timeit vectorized_version(df, desired)
308 µs ± 1.26 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)