Using Pandas Dataframe to Sell Worst Ranked Assets

Question

I have a pandas dataframe comprised of assets that are ranked in order of most to least valuable ("1" being the most and "5" being the least). I want to "sell" the least valuable assets until I hit the required amount. In the given scenario I want to be able to sell the least valuable assets until I have received $1000. I want the answer to be stored in a new data frame. I’ve tried to use .cumsum but haven’t had success in producing the wanted output.

Recreate Scenario:

df = pd.DataFrame({'Tickers': ['AAPL', 'TSLA', 'SGOL', 'BA', 'V'],
                   'Value': [400, 1300, 200, 600, 400],
                   'Rank': [1, 4, 3, 5, 2]})
df = df.sort_values(by=["Rank"])
assets_value = df['Value'].sum()
sell_amount = 1000
print(
    f'assets value = {assets_value} and the needed sell amount is {sell_amount}')
print(df)

Wanted Outcome:

Tickers     Sold      Available
BA          600       0
TSLA        400       900

Asked By: Carter Turbett

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Source

Answer 1

Here’s a way to do it:

df2 = df.sort_values('Rank', ascending=False)
df2 = df2.assign(cum=df2.Value.cumsum())
df2 = df2[df2.cum - df2.Value < sell_amount]
df2 = df2.assign(Available=df2.cum - sell_amount)
df2 = df2.assign(Sold=df2.Value - df2.Available * (df2.Available > 0))
df2 = df2.assign(Available=df2.Available * (df2.Available > 0)).set_index('Tickers')[['Sold', 'Available']]

Output:

         Sold  Available
Tickers
BA        600          0
TSLA      400        900

Explanation:

sort by decreasing Rank and add a column cum containing cumsum of Value
select rows where cum of prior rows is < sell_amount
set Available to be the surplus of cum over sell_amount
set Sold to be Value less (if positive) Available
set negative Available rows to zero
make Tickers the index and keep only the Sold and Available columns.

Answered By: constantstranger

Using Pandas Dataframe to Sell Worst Ranked Assets

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