Logo Questions Linux Laravel Mysql Ubuntu Git Menu
 

Pandas Cumulative Sum in GroupBy

Tags:

python

pandas

I have a time series data with symbol and their respective values at a particular time.

index,symbol,value
01:00,A,10
01:00,B,15
01:01,A,15
01:01,B,25
01:02,A,30
01:02,B,45

Now I want create a 4th column, which has cumulative value on time series basis for each symbol but from each cumulative row, the first row value would be subtracted for each symbol respectively

index,symbol,value,adjustedCumulativeSum
01:00,A,10,0
01:00,B,15,0
01:01,A,15,15
01:01,B,25,25
01:02,A,30,45
01:02,B,45,70

I know how to do normal cumulative sum

df = df.reset_index().sort_values(['index','symbol'])
df['cumlativesum'] = df.groupby('symbol')['value'].cumsum()
df = df.set_index('index')

But do I deduct row 0 value from all cumulative sums?

like image 244
Tahseen Avatar asked Sep 11 '25 22:09

Tahseen


2 Answers

Use groupby with custom function with cumsum and substract first value selected by iat:

df['adjustedCumulativeSum']=df.groupby('symbol')['value'].apply(lambda x:x.cumsum()-x.iat[0])
print (df)
   index symbol  value  adjustedCumulativeSum
0  01:00      A     10                      0
1  01:00      B     15                      0
2  01:01      A     15                     15
3  01:01      B     25                     25
4  01:02      A     30                     45
5  01:02      B     45                     70
like image 123
jezrael Avatar answered Sep 14 '25 12:09

jezrael


You can subtract the first value (extracted with .iat[0]) for each group in a transform function:

df['cumlativesum'] = df.groupby('symbol')['value'].transform(lambda g: g.cumsum()-g.iat[0])
df = df.set_index('index')

df
#      symbol   value   cumlativesum
#index          
#01:00      A      10          0
#01:00      B      15          0
#01:01      A      15         15
#01:01      B      25         25
#01:02      A      30         45
#01:02      B      45         70
like image 41
Psidom Avatar answered Sep 14 '25 13:09

Psidom