Computing diffs within groups of a dataframe

Question

Say I have a dataframe with 3 columns: Date, Ticker, Value (no index, at least to start with). I have many dates and many tickers, but each (ticker, date) tupl

Answer 1

# Make sure your data is sorted properly
df = df.sort_values(by=['group_var', 'value'])

# only take diffs where next row is of the same group
df['diffs'] = np.where(df.group_var == df.group_var.shift(1), df.value.diff(), 0)

Explanation: