python - Multiple aggregations of the same column using pandas GroupBy.agg()

Question

Is there a pandas built-in way to apply two different aggregating functions f1, f2 to the same column df["returns"], without having to call agg() multiple times?

Example dataframe:

import pandas as pd
import datetime as dt
import numpy as np

pd.np.random.seed(0)
df = pd.DataFrame({
         "date"    :  [dt.date(2012, x, 1) for x in range(1, 11)], 
         "returns" :  0.05 * np.random.randn(10), 
         "dummy"   :  np.repeat(1, 10)
}) 

The syntactically wrong, but intuitively right, way to do it would be:

# Assume `f1` and `f2` are defined for aggregating.
df.groupby("dummy").agg({"returns": f1, "returns": f2})

Obviously, Python doesn't allow duplicate keys. Is there any other manner for expressing the input to agg()? Perhaps a list of tuples [(column, function)] would work better, to allow multiple functions applied to the same column? But agg() seems like it only accepts a dictionary.

Is there a workaround for this besides defining an auxiliary function that just applies both of the functions inside of it? (How would this work with aggregation anyway?)

Answer 1

You can simply pass the functions as a list:

In [20]: df.groupby("dummy").agg({"returns": [np.mean, np.sum]})
Out[20]:         
           mean       sum
dummy                    
1      0.036901  0.369012

or as a dictionary:

In [21]: df.groupby('dummy').agg({'returns':
                                  {'Mean': np.mean, 'Sum': np.sum}})
Out[21]: 
        returns          
           Mean       Sum
dummy                    
1      0.036901  0.369012

Answer 2

TLDR; Pandas groupby.agg has a new, easier syntax for specifying (1) aggregations on multiple columns, and (2) multiple aggregations on a column. So, to do this for pandas >= 0.25, use

df.groupby('dummy').agg(Mean=('returns', 'mean'), Sum=('returns', 'sum'))

           Mean       Sum
dummy                    
1      0.036901  0.369012

OR

df.groupby('dummy')['returns'].agg(Mean='mean', Sum='sum')

           Mean       Sum
dummy                    
1      0.036901  0.369012

---

Pandas >= 0.25: Named Aggregation

Pandas has changed the behavior of GroupBy.agg in favour of a more intuitive syntax for specifying named aggregations. See the 0.25 docs section on Enhancements as well as relevant GitHub issues GH18366 and GH26512.

From the documentation,

To support column-specific aggregation with control over the output column names, pandas accepts the special syntax in GroupBy.agg(), known as “named aggregation”, where

• The keywords are the output column names
• The values are tuples whose first element is the column to select and the second element is the aggregation to apply to that column. Pandas provides the pandas.NamedAgg namedtuple with the fields ['column', 'aggfunc'] to make it clearer what the arguments are. As usual, the aggregation can be a callable or a string alias.

You can now pass a tuple via keyword arguments. The tuples follow the format of (<colName>, <aggFunc>).

import pandas as pd

pd.__version__                                                                                                                            
# '0.25.0.dev0+840.g989f912ee'

# Setup
df = pd.DataFrame({'kind': ['cat', 'dog', 'cat', 'dog'],
                   'height': [9.1, 6.0, 9.5, 34.0],
                   'weight': [7.9, 7.5, 9.9, 198.0]
})

df.groupby('kind').agg(
    max_height=('height', 'max'), min_weight=('weight', 'min'),)

      max_height  min_weight
kind                        
cat          9.5         7.9
dog         34.0         7.5

Alternatively, you can use pd.NamedAgg (essentially a namedtuple) which makes things more explicit.

df.groupby('kind').agg(
    max_height=pd.NamedAgg(column='height', aggfunc='max'), 
    min_weight=pd.NamedAgg(column='weight', aggfunc='min')
)

      max_height  min_weight
kind                        
cat          9.5         7.9
dog         34.0         7.5

It is even simpler for Series, just pass the aggfunc to a keyword argument.

df.groupby('kind')['height'].agg(max_height='max', min_height='min')    

      max_height  min_height
kind                        
cat          9.5         9.1
dog         34.0         6.0       

Lastly, if your column names aren't valid python identifiers, use a dictionary with unpacking:

df.groupby('kind')['height'].agg(**{'max height': 'max', ...})

---

Pandas < 0.25

In more recent versions of pandas leading upto 0.24, if using a dictionary for specifying column names for the aggregation output, you will get a FutureWarning:

df.groupby('dummy').agg({'returns': {'Mean': 'mean', 'Sum': 'sum'}})
# FutureWarning: using a dict with renaming is deprecated and will be removed 
# in a future version

Using a dictionary for renaming columns is deprecated in v0.20. On more recent versions of pandas, this can be specified more simply by passing a list of tuples. If specifying the functions this way, all functions for that column need to be specified as tuples of (name, function) pairs.

df.groupby("dummy").agg({'returns': [('op1', 'sum'), ('op2', 'mean')]})

        returns          
            op1       op2
dummy                    
1      0.328953  0.032895

Or,

df.groupby("dummy")['returns'].agg([('op1', 'sum'), ('op2', 'mean')])

            op1       op2
dummy                    
1      0.328953  0.032895

Answer 3

Would something like this work:

In [7]: df.groupby('dummy').returns.agg({'func1' : lambda x: x.sum(), 'func2' : lambda x: x.prod()})
Out[7]: 
              func2     func1
dummy                        
1     -4.263768e-16 -0.188565