使用 Python 的 ETL 和 ELT
Jake Roach
Data Engineer
必须正确转换数据,才能为下游用户提供价值

pandas 提供强大的表格数据转换工具
.loc[].to_datetime().loc[] 可同时转换 DataFrame 的两维
# 仅保留非零行
cleaned = raw_stock_data.loc[raw_stock_data["open"] > 0, :]
# 移除多余列
cleaned = raw_stock_data.loc[:, ["timestamps", "open", "close"]]
# 合并为一步
cleaned = raw_stock_data.loc[raw_stock_data["open"] > 0, ["timestamps", "open", "close"]]
.iloc[] 使用整数索引过滤 DataFrame
cleaned = raw_stock_data.iloc[[0:50], [0, 1, 2]]
为满足下游用例,常需转换数据类型
.to_datetime()# "timestamps" 列目前形如: "20230101085731"
# 将 "timestamps" 列转换为 datetime 类型
cleaned["timestamps"] = pd.to_datetime(cleaned["timestamps"], format="%Y%m%d%H%M%S")
Timestamp('2023-01-01 08:57:31')
# "timestamps" 列目前形如: 1681596000011
# 将 "timestamps" 列转换为 datetime 类型
cleaned["timestamps"] = pd.to_datetime(cleaned["timestamps"], unit="ms")
Timestamp('2023-04-15 22:00:00.011000')
数据转换存在风险:
# 多种方式检查 DataFrame
cleaned = raw_stock_data.loc[raw_stock_data["open"] > 0, ["timestamps", "open", "close"]]
print(cleaned.head())
# 返回最小与最大记录
print(cleaned.nsmallest(10, ["timestamps"]))
print(cleaned.nlargest(10, ["timestamps"]))
使用 Python 的 ETL 和 ELT