Created
October 29, 2022 00:11
-
-
Save dutc/914d74397f3b8e657b77e7f27d4bb78b to your computer and use it in GitHub Desktop.
Longest consecutive region meeting a specified predicate (in `pandas`)
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
#!/usr/bin/env python3 | |
from numpy.random import default_rng | |
from pandas import Series, date_range, MultiIndex, Index, to_timedelta | |
from string import ascii_lowercase | |
rng = default_rng(0) | |
s = Series( | |
index=(idx := MultiIndex.from_product([ | |
rng.choice([*ascii_lowercase], size=(100, 4)).view('<U4').ravel(), | |
date_range('2020-01', freq='T', periods=180*24*60), | |
], names=['entity', 'date'])), | |
data=rng.integers(-10, +10, size=len(idx)), | |
name='signal', | |
).pipe( | |
lambda s: s.set_axis( | |
MultiIndex.from_arrays([ | |
s.index.get_level_values('entity'), | |
s.index.get_level_values('date') + to_timedelta(rng.integers(3600, size=len(s)), unit='s'), | |
]) | |
) | |
.sample(frac=.50) | |
.sort_index() | |
) | |
def consecutive_regions(obj, pred): | |
return Series( | |
data=(pred != pred.shift()).cumsum(), | |
index=obj.index, | |
name='region', | |
) | |
print( | |
s.groupby('entity').apply( | |
lambda g: | |
(reg := consecutive_regions(g, pred := g > 0)).loc[pred] | |
.pipe(lambda s: s.loc[s == s.groupby(s).count().idxmax()]) | |
.pipe(lambda s: g.loc[s.index].droplevel('entity')) | |
) | |
sep='\n', | |
) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment