pandasflat

Calculate % change in flat tables

From df1 I would like to calculate the percentage change from, which should give df2. Would you please assist me?

df1

lst=[['01012021','A',10],['01012021','B',20],['01012021','A',12],['01012021','B',23]]
df1=pd.DataFrame(lst,columns=['Date','FN','AuM'])

df2

lst=[['01012021','A',10,''],['01012021','B',20,''],['01012021','A',12,0.2],['01012021','B',23,0.15]]
df2=pd.DataFrame(lst,columns=['Date','FN','AuM','%_delta'])

Thank you

Solution

  • Use groupby and pct_change:

    df1['%_delta'] = df1.groupby('FN')['AuM'].pct_change()
print(df1)

# Output:
       Date FN AuM %_delta
0  01012021  A  10     NaN
1  01012021  B  20     NaN
2  01012021  A  12    0.20
3  01012021  B  23    0.15