Extend Pandas DataFrame with custom functions and attributes

At Quantego.com we love working with Pandas Dataframes. We use them to store and analyze results from simulation runs. On top of our data matrix and a multi-level index we also need to accommodate custom plotting functions and attributes from the previous simulation run.

Subclassing pandas.DataFrame for this task was a no-brainer. The new version 0.16.1 (to be released in the next days) includes some fixes to make working with subclasses of complex data-frames (DF) easier. Here an example of what can be done. First define two new classes for pandas.Series (single col DF) and pandas.DataFrame . You can define new functions or attributes, as needed.

class CustomSeries(pandas.Series):
    def _constructor(self):
        return CustomSeries

    def custom_series_function(self):
        return 'OK'

class CustomDataFrame(pandas.DataFrame):
    "My custom dataframe"
    def __init__(self, *args, **kw):
        super(CustomDataFrame, self).__init__(*args, **kw)

    def _constructor(self):
        return CustomDataFrame

    _constructor_sliced = CustomSeries

    def custom_frame_function(self):
        return 'OK'

Notice _constructor  and _constructor_sliced . They make sure you get the correct class back, when slicing the DF.

Via self  you have convenient access to all Pandas functions and can even roll your own.