ValueError when inserting data into numpy Array

Question

I am trying to insert data from a dataframe df into a numpy array matrix_of_coupons_and_facevalues. However, I basically need to add the value associated with a row of df['Coupon'] into each column of a corresponding row of the array for as many columns as the number numberofcoupon_payments = row1['months_to_maturity']/6. I get the error ValueError: could not broadcast input array from shape (1,2) into shape (1,61) in the line np.insert(matrix_of_coupons_and_facevalues, row_no+1, rowtobeadded, 0) and I understand why, but I don't know how to proceed.

The code I am using is as follows:

matrix_of_coupons_and_facevalues = np.zeros((number_of_rows_and_columns, number_of_rows_and_columns))
        rowtobeadded = np.zeros(number_of_rows_and_columns)
        for (i1,row1) in df.iterrows():
            numberofcoupon_payments = row1['months_to_maturity']/6
            for row_no in range(int(number_of_rows_and_columns)):
                for index_no in range(int(numberofcoupon_payments)):
                    coupon = row1['coupon']
                    rowtobeadded = np.full((1, numberofcoupon_payments), coupon)
                    np.insert(matrix_of_coupons_and_facevalues, row_no+1, rowtobeadded, 0)

Edit: The dataframe df looks like this:

   months_to_maturity          on_the_run_dt          asset_id  \
0                    5  2015-07-02 00:00:00.0  00102CC07F4B02CA   
1                    6  2015-06-25 00:00:00.0  00102CD0FB2A023F   
2                   11  2015-04-02 00:00:00.0  00102CFED3C500D4   
3                   12  2015-06-25 00:00:00.0  00102C37122B0230   
4                   23  2015-03-02 00:00:00.0  00102C76082B0069

              orig_iss_dt            maturity_dt  pay_freq_cd  coupon  \
0   2015-07-02 00:00:00.0  2015-12-31 00:00:00.0          NaN   0.000   
1   2015-06-25 00:00:00.0  2015-12-24 00:00:00.0          NaN   0.000   
2   2015-04-02 00:00:00.0  2016-03-31 00:00:00.0          NaN   0.000   
3   2015-06-25 00:00:00.0  2016-06-23 00:00:00.0          NaN   0.000   
4   2015-03-02 00:00:00.0  2017-02-28 00:00:00.0            2   0.500


       closing_price cpn_type_cd  months_to_maturity_1  FACE_VALUE  
0       99.944389        FXDI                     5  24000101.6  
1       99.960889        FXDI                     6  24000366.4  
2       99.866806        FXDI                    11  25000267.5

Desired output Array: For example I need the array to look like this, if the months_to_maturity column of df has values 6,12,18:

array([[coupon     0     0      0], 
       [coupon   coupon  0      0], 
       [coupon   coupon coupon  0]])

Thank You

This may not be that hard to do but it would be much easier to understand your question if you provided a small dataframe and desired output array. — JohnE
– JohnE, Commented Jul 1, 2015 at 23:00

maxymoo · Accepted Answer · 2015-07-02 02:18:30Z

2

This should do the trick:

df = pd.DataFrame({'months_to_maturity':[5,6,11,12,23],'coupon' : [0,0,0,0,.5]})
matrix_of_coupons_and_facevalues = np.zeros((5,5))

for i,row in df.iterrows():
    matrix_of_coupons_and_facevalues[i,0:row.months_to_maturity/6] = row['coupon']

    matrix_of_coupons_and_facevalues
array([[ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0. ,  0. ,  0. ,  0. ,  0. ],
       [ 0.5,  0.5,  0.5,  0. ,  0. ]])

edited Jul 2, 2015 at 2:18

answered Jul 1, 2015 at 23:02

maxymoo

36.7k12 gold badges97 silver badges121 bronze badges

Sign up to request clarification or add additional context in comments.

5 Comments

user131983 Over a year ago

Thanks. But unfortunately the matrix_of_coupons_and_facevalues prints out to be

[[ 0.  0.  0. ...,  0.  0.  0.]  [ 0.  0.  0. ...,  0.  0.  0.]  [ 0.  0.  0. ...,  0.  0.  0.]  ...,   [ 0.  0.  0. ...,  0.  0.  0.]  [ 0.  0.  0. ...,  0.  0.  0.]  [ 0.  0.  0. ...,  0.  0.  0.]]

user131983 Over a year ago

The row['coupon'] values don't see to be getting added.

maxymoo Over a year ago

i don't know what to tell you, it works on my simple example, can you work build up your data from here?

user131983 Over a year ago

Yeah, the logic makes sense. And sorry, what do you mean by "can you work build up your data from here?"

maxymoo Over a year ago

i don't know, i tried with your data and it still works, are you sure you're whole matrix is zero? and not just the rows that you can see? try this: matrix_of_coupons_and_facevalues[matrix_of_coupons_and_facevalues[:,0] != 0]

Collectives™ on Stack Overflow

ValueError when inserting data into numpy Array

1 Answer 1

5 Comments

Your Answer

Hot Network Questions

Collectives™ on Stack Overflow

1 Answer 1

5 Comments

Your Answer

Sign up or log in

Post as a guest

Related