Importing financial data into Python Pandas using read_csv

Question

I have a .csv with the following structure:

date_begin,date_end,name,name_code,active_accounts,transaction_amount,transaction_count
1/1/2008,1/31/2008,Name_1         


        

Answer 1

You could use vectorized string methods to parse those columns after the call to read_csv:

import pandas as pd
import decimal
D = decimal.Decimal

data = pd.read_csv('data', parse_dates=[[0,1]], infer_datetime_format=True)

for col in ('active_accounts', 'transaction_count'):
    data[col] = data[col].str.replace(r',', '').astype(int)

data['transaction_amount'] = (data['transaction_amount']
                              .str.replace(r'[^-+\d.]', '').astype(D))


print(data.dtypes)
# date_begin_date_end    object
# name                   object
# name_code               int64
# active_accounts         int64
# transaction_amount     object
# transaction_count       int64
# dtype: object

print(data)

yields

    date_begin_date_end    name  name_code  active_accounts  \
0    1/1/2008 1/31/2008  Name_1       1001           123456   
1    2/1/2008 2/29/2008  Name_1       1001            43210   
2    3/1/2008 3/31/2008  Name_1       1001           485079   
3  12/1/2008 12/31/2008  Name_1       1001            87543   
4    1/1/2008 1/31/2008  Name_2       1002           268456   
5    2/1/2008 2/29/2008  Name_2       1002            53210   

  transaction_amount  transaction_count  
0         7890123.45              67890  
1          987654.32             109876  
2      1265789433.98             777888  
3          432098987              87987  
4          890123.45              97890  
5          987654.32             109876  

PS. read_csv does have a converters parameter with which you could supply a function to parse the problematic columns. These functions are called once for each string. If you have a lot of rows, that could be require a lot of Python function calls. Handling the columns using vectorized string methods, as shown above should be far quicker.

import pandas as pd
import re
import decimal
D = decimal.Decimal

def make_parser(cls):
    def parse_commas(text):
        return cls(re.sub(r'[^-+\d.]', '', text))
    return parse_commas

to_int = make_parser(int)
to_decimal = make_parser(D)

data = pd.read_csv('data', parse_dates=[[0,1]], infer_datetime_format=True
                   , converters={4: to_int, 5: to_decimal, 6: to_int})

print(data)

yields

    date_begin_date_end    name  name_code  active_accounts  \
0    1/1/2008 1/31/2008  Name_1       1001           123456   
1    2/1/2008 2/29/2008  Name_1       1001            43210   
2    3/1/2008 3/31/2008  Name_1       1001           485079   
3  12/1/2008 12/31/2008  Name_1       1001            87543   
4    1/1/2008 1/31/2008  Name_2       1002           268456   
5    2/1/2008 2/29/2008  Name_2       1002            53210   

  transaction_amount  transaction_count  
0         7890123.45              67890  
1          987654.32             109876  
2      1265789433.98             777888  
3          432098987              87987  
4          890123.45              97890  
5          987654.32             109876  

and the values in the transaction_amount column are decimal.Decimals:

In [64]: data.loc[0, 'transaction_amount']
Out[64]: Decimal('7890123.45')