python - 只能比较相同标签的 Series 对象 Pandas Python

Question

我正在尝试将数据框中的某些值转换为美元。因此，我有一个用于货币转换的数据框，另一个是数据。

货币数据框:

Identifier  Price
USDJPY  110.42
USDHKD  7.8483
USDCNH  6.7837
USDUSD  1.0

数据如下所示:

    date    acct    type    currency    isM pbc spanReq exchange
    20190215    20  S   JPY INIT    CORE    14872000.0  SGX
    20190215    40  S   USD INIT    CORE    2987340.93  SGX
    20190215    60  S   USD INIT    CORE    2030260.39  SGX
    20190215    70  S   JPY INIT    CORE    57172391.0  SGX
    20190215    20  S   JPY INIT    CORE    106516141.0 OSE
    20190215    70  S   JPY INIT    CORE    1800000.0   OSE
    20190215    10  S   CNH INIT    CORE    0.0 HKEX
    20190215    40  S   HKD INIT    CORE    36071131.4  HKEX
    20190215    60  S   HKD INIT    CORE    3459377.95  HKEX
    20190215    70  S   HKD INIT    CORE    81300.0 HKEX
    20190215    80  S   HKD INIT    CORE    23698214.0  HKEX
    20190215    10  S   USD INIT    CORE    1728005.0   CME
    20190215    20  S   USD INIT    CORE    83671.0 CME
    20190215    30  S   USD INIT    CORE    6237.0  CME
    20190215    40  S   USD INIT    CORE    857120.0    CME
    20190215    60  S   USD INIT    CORE    2803385.0   CME
    20190215    70  S   USD INIT    CORE    9007666.0   CME
    20190215    90  S   USD INIT    CORE    119644.0    CME

预期输出:

date    acct    type    currency    isM pbc spanReq exchange
20190215    20  S   JPY INIT    CORE    134551.70541934317  SGX
20190215    40  S   USD INIT    CORE    2987340.93  SGX
20190215    60  S   USD INIT    CORE    2030260.39  SGX
20190215    70  S   JPY INIT    CORE    517256.77191712655  SGX
20190215    10  S   CNH INIT    CORE    0.0 HKEX
20190215    40  S   HKD INIT    CORE    4624504.025641026   HKEX
20190215    60  S   HKD INIT    CORE    443509.9935897436   HKEX
20190215    70  S   HKD INIT    CORE    10423.076923076924  HKEX
20190215    80  S   HKD INIT    CORE    3038232.564102564   HKEX
20190215    20  S   JPY INIT    CORE    963685.343345698    OSE
20190215    70  S   JPY INIT    CORE    16285.171446666063  OSE
20190215    10  S   USD INIT    CORE    1728005.0   CME
20190215    20  S   USD INIT    CORE    83671.0 CME
20190215    30  S   USD INIT    CORE    6237.0  CME
20190215    40  S   USD INIT    CORE    857120.0    CME
20190215    60  S   USD INIT    CORE    2803385.0   CME
20190215    70  S   USD INIT    CORE    9007666.0   CME
20190215    90  S   USD INIT    CORE    119644.0    CME

我的代码如下所示:

initial_margin_data['spanReq'] =  initial_margin_data['spanReq'].astype(float)/d.loc[d['Identifier'] == initial_margin_data['currency'], 'Price']

第二行给了我这个错误:

Can only compare identically-labeled Series objects

需要一些指导。

Answer 1

您可以像这样初始化货币映射，

m = dict(zip(currency['Identifier'].str[-3:], currency['Price']))
m
# {'CNH': 6.7837, 'HKD': 7.8483, 'JPY': 110.42, 'USD': 1.0}

现在，您可以将货币映射到汇率并除以:

df['spanReq'] /= df['currency'].map(m)