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pythonpandasfinance

Keep one week and one week after data if two dates are same

I have a dataset looks like this:

enter image description here

I want to keep the data one week before and one week after if "Date" equals "Fdate." For example, in the given data sample, 1/16/2011 is same in both columns for 1031, then I want to keep the data from 1/9/2011 to 1/23/2011 (based on Date). How can I achieve this?

Thank you in advance

Solution

  • You can convert to datetime, add ± 1W and select with between:

    df[['Date', 'Fdate']] = df[['Date', 'Fdate']].apply(pd.to_datetime)

delta = pd.DateOffset(days=7)
# or
# delta = pd.to_timedelta('7D')

df.loc[df['Date'].between(df['Fdate'].sub(delta), df['Fdate'].add(delta))]

    Output:

        Gvkey       Date      Fdate prec
4    1031 2011-01-09 2011-01-16  5,2
5    1031 2011-01-10 2011-01-16  5,3
6    1031 2011-01-11 2011-01-16  5,4
7    1031 2011-01-12 2011-01-16  5,5
8    1031 2011-01-13 2011-01-16  5,6
9    1031 2011-01-14 2011-01-16  5,7
10   1031 2011-01-15 2011-01-16  5,8
11   1031 2011-01-16 2011-01-16  5,9