I have a problem, a somewhat complicated one.
I have a data frame like this:
commodity_name first_delivery_date last_delivery_date last_trading_date tenor delivery_window new_tenor Vol
<chr> <dttm> <dttm> <dttm> <chr> <chr> <chr> <int>
1 oil 2021-06-01 00:00:00 2021-06-30 00:00:00 2021-04-30 00:00:00 month Jun 21 Jun 21 29000
2 gold 2022-03-01 00:00:00 2022-03-31 00:00:00 2022-02-28 00:00:00 month Mar 22 Mar 22 -800
3 oil 2021-07-01 00:00:00 2021-07-31 00:00:00 2021-05-31 00:00:00 month Jul 21 Jul 21 -21000
4 gold 2021-09-01 00:00:00 2021-09-30 00:00:00 2021-08-31 00:00:00 month Sep 21 Sep 21 1100
5 gold 2021-02-01 00:00:00 2021-02-28 00:00:00 2021-01-29 00:00:00 month Feb 21 Feb 21 -3000
6 depower 2021-01-01 00:00:00 2021-01-31 00:00:00 2020-12-30 00:00:00 quarter Jan 21 Q1 21 -3
7 oil 2022-04-01 00:00:00 2022-04-30 00:00:00 2022-02-28 00:00:00 month Apr 22 Apr 22 23000
8 czpower 2023-02-01 00:00:00 2023-02-28 00:00:00 2023-01-30 00:00:00 quarter Feb 23 Q1 23 26
9 oil 2021-02-01 00:00:00 2021-02-28 00:00:00 2020-12-31 00:00:00 quarter Feb 21 Q1 21 -17000
10 gold 2021-05-01 00:00:00 2021-05-31 00:00:00 2021-04-30 00:00:00 month May 21 May 21 2400
And from it I would like to create another data frame, based on the following conditions:
- For Year
YY, If thenew_tenorisQ1 YYin the old data frame: create three rows in the new data frame where thenew_tenorisJan YY,Feb YYandMar YY, respectively. All other variables remain the same; - If the
new_tenorisQ2 YYin the old data frame: create three rows in the new data frame where thenew_tenorisApr YY,May YYandJun YY, respectively. All other variables remain the same; - If the
new_tenorisQ3 YYin the old data frame: create three rows in the new data frame where thenew_tenorisJul YY,Aug YYandSep YY, respectively. All other variables remain the same; - If the
new_tenorisQ4 YYin the old data frame: create three rows in the new data frame where thenew_tenorisOct YY,Nov YYandDec YY, respectively. All other variables remain the same; - If the
new_tenorisCal YYin the old data frame: create six rows in the new data frame where thenew_tenorisJan YY+1,Feb YY+1,Mar YY+1,Q2 YY+1,Q3 YY+1andQ4 YY+1, respectively. All other variables remain the same;
The problem is straightforward and depends mainly on the value of YY, everything else remains the same in the new data frame as in the old one.
I tried solving the problem using the following code:
my_df = []
for index, row in ss.iterrows():
# d = row["NewTenor"].split()
# year = d[1]
print(year)
if "Cal" in row["NewTenor"]:
# Go to next year
# Add Jan, Feb, and Mar
temp_1 = row
temp_1['NewTenor'] = temp_1['NewTenor'].replace({'Cal':'Jan','21':'22','22':'23','23':'24'})
temp_2 = row
temp_2['NewTenor'] = temp_2['NewTenor'].replace({'Cal':'Feb','21':'22','22':'23','23':'24'})
temp_3 = row
temp_3['NewTenor'] = temp_3['NewTenor'].replace({'Cal':'Mar','21':'22','22':'23','23':'24'})
# Add Q2, Q3, and Q4
temp_4 = row
temp_4['NewTenor'] = temp_1['NewTenor'].replace({'Cal':'Q2','21':'22','22':'23','23':'24'})
temp_5 = row
temp_5['NewTenor'] = temp_1['NewTenor'].replace({'Cal':'Q3','21':'22','22':'23','23':'24'})
temp_6 = row
temp_6['NewTenor'] = temp_1['NewTenor'].replace({'Cal':'Q4','21':'22','22':'23','23':'24'})
# Append to data frame
my_df.append(temp_1)
my_df.append(temp_2)
my_df.append(temp_3)
my_df.append(temp_4)
my_df.append(temp_5)
my_df.append(temp_6)
elif "Q1" in row["NewTenor"]:
# Add Jan, Feb, and Mar
temp_1 = row
temp_1['NewTenor'] = temp_1['NewTenor'].replace({'Q1':'Jan'})
temp_2 = row
temp_2['NewTenor'] = temp_2['NewTenor'].replace({'Q1':'Feb'})
temp_3 = row
temp_3['NewTenor'] = temp_3['NewTenor'].replace({'Q1':'Mar'})
# Append to data frame
my_df.append(temp_1)
my_df.append(temp_2)
my_df.append(temp_3)
elif "Q2" in row["NewTenor"]:
# Add Apr, May, and Jun
temp_1 = row
temp_1['NewTenor'] = temp_1['NewTenor'].replace({'Q2':'Apr'})
temp_2 = row
temp_2['NewTenor'] = temp_2['NewTenor'].replace({'Q2':'May'})
temp_3 = row
temp_3['NewTenor'] = temp_3['NewTenor'].replace({'Q2':'Jun'})
# Append to data frame
my_df.append(temp_1)
my_df.append(temp_2)
my_df.append(temp_3)
elif "Q3" in row["NewTenor"]:
# Add Jul, Aug, and Sep
temp_1 = row
temp_1['NewTenor'] = temp_1['NewTenor'].replace({'Q3':'Jul'})
temp_2 = row
temp_2['NewTenor'] = temp_2['NewTenor'].replace({'Q3':'Aug'})
temp_3 = row
temp_3['NewTenor'] = temp_3['NewTenor'].replace({'Q3':'Sep'})
# Append to data frame
my_df.append(temp_1)
my_df.append(temp_2)
my_df.append(temp_3)
else :
# Add Oct, Nov, and Dec
temp_1 = row
temp_1['NewTenor'] = temp_1['NewTenor'].replace({'Q4':'Oct'})
temp_2 = row
temp_2['NewTenor'] = temp_2['NewTenor'].replace({'Q4':'Nov'})
temp_3 = row
temp_3['NewTenor'] = temp_3['NewTenor'].replace({'Q4':'Dec'})
# Append to data frame
my_df.append(temp_1)
my_df.append(temp_2)
my_df.append(temp_3)
my_df = pd.DataFrame(my_df)
Which is not sophisticated, and it always gives me errors.
Can someone please help me create the new data frame? Thank you in advance.