How to reset cumsum after change in sign of values?

In [46]: d = np.random.randn(10, 1) * 2

In [47]: df = pd.DataFrame(d.astype(int), columns=['data'])

I am trying to create a cumsum column where it should reset after a sign change in data column, like this

   data  custom_cumsum
0    -2  -2
1    -1  -3 
2     1   1
3    -3  -3
4    -1  -4
5     2   2 
6     0   2 
7     3   5 
8    -1  -1 
9    -2  -3 

I am able to achieve this with df.iterrows(). I am trying to avoid iterrows and do it with vector operations. There are couple of questions on resetting cumsum when there is NaN. I am not able to achieve this cumsum with those solutions.

1 answer

  • answered 2018-03-20 17:09 Wen

    Create new key to groupby, then do cumsum within each group

    New key Create: By using the sign change , if change we add one then it will belong to nest group

    df.groupby(df.data.lt(0).astype(int).diff().ne(0).cumsum()).data.cumsum()
    Out[798]: 
    0   -2
    1   -3
    2    1
    3   -3
    4   -4
    5    2
    6    2
    7    5
    8   -1
    9   -3
    Name: data, dtype: int64