Calculating crossing (intercept) points of a Series or DataFrame

Question

I have periodic data with the index being a floating point number like so:

time =    [0, 0.1, 0.21, 0.31, 0.40, 0.49, 0.51, 0.6, 0.71, 0.82, 0.93]
voltage = [1,  -1,  1.1, -0.9,    1,   -1,  0.9,-1.2, 0.95, -1.1, 1.11]
df = DataFrame(data=voltage, index=time, columns=['voltage'])
df.plot(marker='o')

I want to create a cross(df, y_val, direction='rise' | 'fall' | 'cross') function that returns an array of times (indexes) with all the interpolated points where the voltage values equal y_val. For 'rise' only the values where the slope is positive are returned; for 'fall' only the values with a negative slope are retured; for 'cross' both are returned. So if y_val=0 and direction='cross' then an array with 10 values would be returned with the X values of the crossing points (the first one being about 0.025).

I was thinking this could be done with an iterator but was wondering if there was a better way to do this.

Thanks. I'm loving Pandas and the Pandas community.

Answer 1

To do this I ended up with the following. It is a vectorized version which is 150x faster than one that uses a loop.

def cross(series, cross=0, direction='cross'):
    """
    Given a Series returns all the index values where the data values equal 
    the 'cross' value. 

    Direction can be 'rising' (for rising edge), 'falling' (for only falling 
    edge), or 'cross' for both edges
    """
    # Find if values are above or bellow yvalue crossing:
    above=series.values > cross
    below=np.logical_not(above)
    left_shifted_above = above[1:]
    left_shifted_below = below[1:]
    x_crossings = []
    # Find indexes on left side of crossing point
    if direction == 'rising':
        idxs = (left_shifted_above & below[0:-1]).nonzero()[0]
    elif direction == 'falling':
        idxs = (left_shifted_below & above[0:-1]).nonzero()[0]
    else:
        rising = left_shifted_above & below[0:-1]
        falling = left_shifted_below & above[0:-1]
        idxs = (rising | falling).nonzero()[0]

    # Calculate x crossings with interpolation using formula for a line:
    x1 = series.index.values[idxs]
    x2 = series.index.values[idxs+1]
    y1 = series.values[idxs]
    y2 = series.values[idxs+1]
    x_crossings = (cross-y1)*(x2-x1)/(y2-y1) + x1

    return x_crossings

# Test it out:
time = [0, 0.1, 0.21, 0.31, 0.40, 0.49, 0.51, 0.6, 0.71, 0.82, 0.93]
voltage = [1,  -1,  1.1, -0.9,    1,   -1,  0.9,-1.2, 0.95, -1.1, 1.11]
df = DataFrame(data=voltage, index=time, columns=['voltage'])
x_crossings = cross(df['voltage'])
y_crossings = np.zeros(x_crossings.shape)
plt.plot(time, voltage, '-ob', x_crossings, y_crossings, 'or')
plt.grid(True)

It was quite satisfying when this worked. Any improvements that can be made?