Groupby Pct_change Bug Report · Issue #21621 · pandas-dev/pandas (original) (raw)

Groupby Pct_change Bug Report

from io import StringIO import pandas as pd

txt = StringIO("""Group;Date;Value A ;01-02-2016 ;16 A ;01-03-2016 ;15 A ;01-04-2016 ;14 A ;01-05-2016 ;17 A ;01-06-2016 ;19 A ;01-07-2016 ;20 B ;01-02-2016 ;16 B ;01-03-2016 ;13 B ;01-04-2016 ;13 C ;01-02-2016 ;16 C ;01-03-2016 ;16 """)

df = pd.read_table(txt,sep=';',parse_dates=[1]) d1 = df.set_index(['Date', 'Group']).Value d2 = d1.groupby(level='Group').pct_change() print(d2)

Problem description

I tried to calculate value changes by group in pandas , according this stackoverflow answer, https://stackoverflow.com/questions/41453325/python-pandas-groupby-calculate-change

the expected result should be

Expected Output

Date Group 2016-01-02 A NaN 2016-01-03 A -0.062500 2016-01-04 A -0.066667 2016-01-05 A 0.214286 2016-01-06 A 0.117647 2016-01-07 A 0.052632 2016-01-02 B NaN 2016-01-03 B -0.187500 2016-01-04 B 0.000000 2016-01-02 C NaN 2016-01-03 C 0.000000 Name: Value, dtype: float64

First pecent change value of each group should be NaN, while in my computer with pandas version 0.23.1, the result shows as below.

Date Group
2016-01-02 A NaN 2016-01-03 A -0.062500 2016-01-04 A -0.066667 2016-01-05 A 0.214286 2016-01-06 A 0.117647 2016-01-07 A 0.052632 2016-01-02 B -0.200000 2016-01-03 B -0.187500 2016-01-04 B 0.000000 2016-01-02 C 0.230769 2016-01-03 C 0.000000 Name: Value, dtype: float64

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.6.5.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: AMD64 Family 23 Model 1 Stepping 1, AuthenticAMD
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.23.1
pytest: 3.5.1
pip: 10.0.1
setuptools: 39.1.0
Cython: 0.28.2
numpy: 1.14.3
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 6.4.0
sphinx: 1.7.4
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: 1.2.1
tables: 3.4.3
numexpr: 2.6.5
feather: None
matplotlib: 2.2.2
openpyxl: 2.5.3
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.4
lxml: 4.2.1
bs4: 4.6.0
html5lib: 0.9999999
sqlalchemy: 1.2.7
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None