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python - What is the most efficient way to loop through dataframes with pandas?

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菜鸟教程小白 发表于 2022-4-23 21:07:50 | 显示全部楼层 |阅读模式 打印 上一主题 下一主题

I want to perform my own complex operations on financial data in dataframes in a sequential manner.

For example I am using the following MSFT CSV file taken from Yahoo Finance:

Date,Open,High,Low,Close,Volume,Adj Close
2011-10-19,27.37,27.47,27.01,27.13,42880000,27.13
2011-10-18,26.94,27.40,26.80,27.31,52487900,27.31
2011-10-17,27.11,27.42,26.85,26.98,39433400,26.98
2011-10-14,27.31,27.50,27.02,27.27,50947700,27.27

....

I then do the following:

#!/usr/bin/env python
from pandas import *

df = read_csv('table.csv')

for i, row in enumerate(df.values):
    date = df.index[i]
    open, high, low, close, adjclose = row
    #now perform analysis on open/close based on date, etc..

Is that the most efficient way? Given the focus on speed in pandas, I would assume there must be some special function to iterate through the values in a manner that one also retrieves the index (possibly through a generator to be memory efficient)? df.iteritems unfortunately only iterates column by column.



Best Answer-推荐答案


Like what has been mentioned before, pandas object is most efficient when process the whole array at once. However for those who really need to loop through a pandas DataFrame to perform something, like me, I found at least three ways to do it. I have done a short test to see which one of the three is the least time consuming.

t = pd.DataFrame({'a': range(0, 10000), 'b': range(10000, 20000)})
B = []
C = []
A = time.time()
for i,r in t.iterrows():
    C.append((r['a'], r['b']))
B.append(time.time()-A)

C = []
A = time.time()
for ir in t.itertuples():
    C.append((ir[1], ir[2]))    
B.append(time.time()-A)

C = []
A = time.time()
for r in zip(t['a'], t['b']):
    C.append((r[0], r[1]))
B.append(time.time()-A)

print B

Result:

[0.5639059543609619, 0.017839908599853516, 0.005645036697387695]

This is probably not the best way to measure the time consumption but it's quick for me.

Here are some pros and cons IMHO:

  • .iterrows(): return index and row items in separate variables, but significantly slower
  • .itertuples(): faster than .iterrows(), but return index together with row items, ir[0] is the index
  • zip: quickest, but no access to index of the row

EDIT 2020/11/10

For what it is worth, here is an updated benchmark with some other alternatives (perf with MacBookPro 2,4 GHz Intel Core i9 8 cores 32 Go 2667 MHz DDR4)


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