将 JSON 请求转换为数据框中的一行答案

【问题标题】：Converting a JSON request to a row in dataframe将 JSON 请求转换为数据框中的一行
【发布时间】：2021-07-09 14:49:18
【问题描述】：

我已将以下字符串转换为 JSON：

data = {"MessageCode":1502,
"MessageVersion":4,
"ApplicationType":0,
"TokenID":0,
"ExchangeSegment":1,
"ExchangeInstrumentID":22,
"ExchangeTimeStamp":1309954231,
"Bids":[{"Size":21,"Price":1999.15,"TotalOrders":2,"BuyBackMarketMaker":0},
{"Size":20,"Price":1999.1,"TotalOrders":1,"BuyBackMarketMaker":0},
{"Size":40,"Price":1999.05,"TotalOrders":1,"BuyBackMarketMaker":0},
{"Size":185,"Price":1999,"TotalOrders":6,"BuyBackMarketMaker":0},
{"Size":7,"Price":1998.8,"TotalOrders":2,"BuyBackMarketMaker":0}],
"Asks":[{"Size":1,"Price":1999.8,"TotalOrders":1,"BuyBackMarketMaker":0},
{"Size":3,"Price":1999.85,"TotalOrders":1,"BuyBackMarketMaker":0},
{"Size":34,"Price":1999.9,"TotalOrders":2,"BuyBackMarketMaker":0},
{"Size":199,"Price":2000,"TotalOrders":10,"BuyBackMarketMaker":0},
{"Size":1,"Price":2000.05,"TotalOrders":1,"BuyBackMarketMaker":0}],
"Touchline":{"BidInfo":{"Size":21,"Price":1999.15,"TotalOrders":2,"BuyBackMarketMaker":0},
"AskInfo":{"Size":1,"Price":1999.8,"TotalOrders":1,"BuyBackMarketMaker":0},
"LastTradedPrice":1999.9,
"LastTradedQunatity":12,
"TotalBuyQuantity":145954,
"TotalSellQuantity":81287,
"TotalTradedQuantity":114118,
"AverageTradedPrice":1999.65,
"LastTradedTime":1309954224,
"LastUpdateTime":1309954231,
"PercentChange":0.6365580576173091,
"Open":1997.65,
"High":2006.6,
"Low":1989.1,
"Close":1987.25,
"TotalValueTraded":null,
"BuyBackTotalBuy":0,
"BuyBackTotalSell":0},
"BookType":1,
"XMarketType":1,
"SequenceNumber":476310325663841}

我想将 data["Bids"][0][0] (即 Size:21) 转换为一列，然后将 data["Bids"][0][1] 转换为另一列和 data["Bids"] [0][2] 进入第三个......同样我想要 37 个这样的列，即：

1: Date (now.day)
2. Time (convert ExchangeTimeStamp to current time)
3. ExchangeInstrumentID
4-33. [bid_size1, bid_price1, bid_totalorder1, bid_size2, bid_price2, bid_totalorder2, ....bid_size5, bid_price5, bid_totalorder5, ask_size1, ask_price1, ask_totalorder1, ...ask_size5, ask_price5, ask_totalorder5]
34. LastTradedPrice
35. LastTradedQunatity
36. LastTradedTime (converted to present timestamp)
37. LastUpdateTime (converted to present timestamp)

这是我尝试过的：

rename = {'TotalOrders':'_totalorder'}
df = pd.concat([pd.DataFrame(d['Bids']).rename(columns=rename).add_prefix('bid'), 
            pd.DataFrame(d['Asks']).rename(columns=rename).add_prefix('ask')], axis=1)

这给了我 6 列而不是 6*5 = 30 列。请帮忙

【问题讨论】：

标签： python dataframe datetime

【解决方案1】：

试试：

data = """{
    "MessageCode": 1502,
    "MessageVersion": 4,
    "ApplicationType": 0,
    "TokenID": 0,
    "ExchangeSegment": 1,
    "ExchangeInstrumentID": 22,
    "ExchangeTimeStamp": 1309954231,
    "Bids": [
        {
            "Size": 21,
            "Price": 1999.15,
            "TotalOrders": 2,
            "BuyBackMarketMaker": 0
        },
        {
            "Size": 20,
            "Price": 1999.1,
            "TotalOrders": 1,
            "BuyBackMarketMaker": 0
        },
        {
            "Size": 40,
            "Price": 1999.05,
            "TotalOrders": 1,
            "BuyBackMarketMaker": 0
        },
        {"Size": 185, "Price": 1999, "TotalOrders": 6, "BuyBackMarketMaker": 0},
        {"Size": 7, "Price": 1998.8, "TotalOrders": 2, "BuyBackMarketMaker": 0}
    ],
    "Asks": [
        {"Size": 1, "Price": 1999.8, "TotalOrders": 1, "BuyBackMarketMaker": 0},
        {
            "Size": 3,
            "Price": 1999.85,
            "TotalOrders": 1,
            "BuyBackMarketMaker": 0
        },
        {
            "Size": 34,
            "Price": 1999.9,
            "TotalOrders": 2,
            "BuyBackMarketMaker": 0
        },
        {
            "Size": 199,
            "Price": 2000,
            "TotalOrders": 10,
            "BuyBackMarketMaker": 0
        },
        {
            "Size": 1,
            "Price": 2000.05,
            "TotalOrders": 1,
            "BuyBackMarketMaker": 0
        }
    ],
    "Touchline": {
        "BidInfo": {
            "Size": 21,
            "Price": 1999.15,
            "TotalOrders": 2,
            "BuyBackMarketMaker": 0
        },
        "AskInfo": {
            "Size": 1,
            "Price": 1999.8,
            "TotalOrders": 1,
            "BuyBackMarketMaker": 0
        },
        "LastTradedPrice": 1999.9,
        "LastTradedQunatity": 12,
        "TotalBuyQuantity": 145954,
        "TotalSellQuantity": 81287,
        "TotalTradedQuantity": 114118,
        "AverageTradedPrice": 1999.65,
        "LastTradedTime": 1309954224,
        "LastUpdateTime": 1309954231,
        "PercentChange": 0.6365580576173091,
        "Open": 1997.65,
        "High": 2006.6,
        "Low": 1989.1,
        "Close": 1987.25,
        "TotalValueTraded": null,
        "BuyBackTotalBuy": 0,
        "BuyBackTotalSell": 0
    },
    "BookType": 1,
    "XMarketType": 1,
    "SequenceNumber": 476310325663841
}"""

import json

df = pd.json_normalize(json.loads(data))
df["ExchangeTimeStamp"] = pd.to_datetime(df["ExchangeTimeStamp"], unit="s")
df["Touchline.LastTradedTime"] = pd.to_datetime(
    df["Touchline.LastTradedTime"], unit="s"
)
df["Touchline.LastUpdateTime"] = pd.to_datetime(
    df["Touchline.LastUpdateTime"], unit="s"
)
asks = df["Asks"].explode()
df = df.explode("Bids")
df["Asks"] = asks

a = df.pop("Asks").apply(pd.Series).add_prefix("Asks_")
b = df.pop("Bids").apply(pd.Series).add_prefix("Bids_")

df = pd.concat([df, a, b], axis=1)
print(df)

打印：

   MessageCode  MessageVersion  ApplicationType  TokenID  ExchangeSegment  ExchangeInstrumentID   ExchangeTimeStamp  BookType  XMarketType   SequenceNumber  Touchline.BidInfo.Size  Touchline.BidInfo.Price  Touchline.BidInfo.TotalOrders  Touchline.BidInfo.BuyBackMarketMaker  Touchline.AskInfo.Size  Touchline.AskInfo.Price  Touchline.AskInfo.TotalOrders  Touchline.AskInfo.BuyBackMarketMaker  Touchline.LastTradedPrice  Touchline.LastTradedQunatity  Touchline.TotalBuyQuantity  Touchline.TotalSellQuantity  Touchline.TotalTradedQuantity  Touchline.AverageTradedPrice Touchline.LastTradedTime Touchline.LastUpdateTime  Touchline.PercentChange  Touchline.Open  Touchline.High  Touchline.Low  Touchline.Close Touchline.TotalValueTraded  Touchline.BuyBackTotalBuy  Touchline.BuyBackTotalSell  Asks_Size  Asks_Price  Asks_TotalOrders  Asks_BuyBackMarketMaker  Bids_Size  Bids_Price  Bids_TotalOrders  Bids_BuyBackMarketMaker
0         1502               4                0        0                1                    22 2011-07-06 12:10:31         1            1  476310325663841                      21                  1999.15                              2                                     0                       1                   1999.8                              1                                     0                     1999.9                            12                      145954                        81287                         114118                       1999.65      2011-07-06 12:10:24      2011-07-06 12:10:31                 0.636558         1997.65          2006.6         1989.1          1987.25                       None                          0                           0        1.0     1999.80               1.0                      0.0       21.0     1999.15               2.0                      0.0
0         1502               4                0        0                1                    22 2011-07-06 12:10:31         1            1  476310325663841                      21                  1999.15                              2                                     0                       1                   1999.8                              1                                     0                     1999.9                            12                      145954                        81287                         114118                       1999.65      2011-07-06 12:10:24      2011-07-06 12:10:31                 0.636558         1997.65          2006.6         1989.1          1987.25                       None                          0                           0        3.0     1999.85               1.0                      0.0       20.0     1999.10               1.0                      0.0
0         1502               4                0        0                1                    22 2011-07-06 12:10:31         1            1  476310325663841                      21                  1999.15                              2                                     0                       1                   1999.8                              1                                     0                     1999.9                            12                      145954                        81287                         114118                       1999.65      2011-07-06 12:10:24      2011-07-06 12:10:31                 0.636558         1997.65          2006.6         1989.1          1987.25                       None                          0                           0       34.0     1999.90               2.0                      0.0       40.0     1999.05               1.0                      0.0
0         1502               4                0        0                1                    22 2011-07-06 12:10:31         1            1  476310325663841                      21                  1999.15                              2                                     0                       1                   1999.8                              1                                     0                     1999.9                            12                      145954                        81287                         114118                       1999.65      2011-07-06 12:10:24      2011-07-06 12:10:31                 0.636558         1997.65          2006.6         1989.1          1987.25                       None                          0                           0      199.0     2000.00              10.0                      0.0      185.0     1999.00               6.0                      0.0
0         1502               4                0        0                1                    22 2011-07-06 12:10:31         1            1  476310325663841                      21                  1999.15                              2                                     0                       1                   1999.8                              1                                     0                     1999.9                            12                      145954                        81287                         114118                       1999.65      2011-07-06 12:10:24      2011-07-06 12:10:31                 0.636558         1997.65          2006.6         1989.1          1987.25                       None                          0                           0        1.0     2000.05               1.0                      0.0        7.0     1998.80               2.0                      0.0

【讨论】：