pythonpandasgroup-byaggregate

Passing argument in groupby.agg with multiple functions

Anyone knows how to pass arguments in a groupby.agg() with multiple functions?

Bottom line, I would like to use it with a custom function, but I will ask my question using a built-in function needing an argument.

Assuming: 

import pandas as pd
import numpy as np
import datetime
np.random.seed(15)
day = datetime.date.today()
day_1 = datetime.date.today() - datetime.timedelta(1)
day_2 = datetime.date.today() - datetime.timedelta(2)
day_3 = datetime.date.today() - datetime.timedelta(3)
ticker_date = [('fi', day), ('fi', day_1), ('fi', day_2), ('fi', day_3),
               ('di', day), ('di', day_1), ('di', day_2), ('di', day_3)]
index_df = pd.MultiIndex.from_tuples(ticker_date, names=['lvl_1', 'lvl_2'])
df = pd.DataFrame(np.random.rand(8), index_df, ['value'])

How would I do this: 

df.groupby('lvl_1').agg(['min','max','quantile'])

with, as argument for 'quantile':

q = 0.22
Solution

  • Use lambda function:

    q = 0.22
df1 = df.groupby('lvl_1')['value'].agg(['min','max',lambda x: x.quantile(q)])
print (df1)
            min       max  <lambda>
lvl_1                              
di     0.275401  0.530000  0.294589
fi     0.054363  0.848818  0.136555

    Or is possible create f function and set it name for custom column name:

    q = 0.22
f = lambda x: x.quantile(q)
f.__name__ = 'custom_quantile'
df1 = df.groupby('lvl_1')['value'].agg(['min','max',f])
print (df1)
            min       max  custom_quantile
lvl_1                                     
di     0.275401  0.530000         0.294589
fi     0.054363  0.848818         0.136555