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Pyspark to map the exchange rate value in dataframe

Time:07-23

I have two dataframes df1 and a a separate dataframe for USD exchange_ratedf2:

#df1#

from_curr to_curr Date value_to_convert
AED EUR 2017-01-12 2000
AED EUR 2018-03-20 189
UAD EUR 2021-05-18 12.5
DZD EUR 2017-01-12 130
SEK EUR 2017-01-12 1000
GNF EUR 2017-08-03 1300

df2: #currency_table#

from_curr To_curr Date rate_exchange
AED EUR 2017-01-01 -5,123
UAD EUR 2021-05-26 -9.5
AED EUR 2018-03-10 -5,3
DZD EUR 2017-01-01 -6,12
GNF EUR 2017-08-01 -7,03
SEK EUR 2017-01-29 -12

I would like to create a Pyspark function that convert value_to_convert from df1 using the exchange_rate from currency_table (by looking in the exchange_rate dataframe corresponding to the date group from currency ) while joining both dataframes on from_curr field and date field, each value should be converted with rate_exchange from the right date to get df3 like

from_curr to_curr Date value_to_convert converted_value
AED EUR 2017-01-12 2000 390
AED EUR 2018-03-20 189 35,66
UAD EUR 2021-05-18 12.5 1,31
DZD EUR 2017-01-12 130 21,24
SEK EUR 2017-01-12 1000 83,33
GNF EUR 2017-08-03 1300 184,92

converted_value=(value_to_convert)/(|rate_exchange|) Do you have any idea please?

CodePudding user response:

Here's a dirty way of doing it with a join().

data_sdf = spark.sparkContext.parallelize(data_ls). \
    toDF(['from_curr', 'to_curr', 'dt', 'val_to_convert']). \
    withColumn('dt', func.col('dt').cast('date'))

#  --------- ------- ---------- -------------- 
# |from_curr|to_curr|        dt|val_to_convert|
#  --------- ------- ---------- -------------- 
# |      AED|    EUR|2017-01-12|        2000.0|
# |      AED|    EUR|2018-03-20|         189.0|
# |      UAD|    EUR|2021-05-18|          12.5|
# |      DZD|    EUR|2017-01-12|         130.0|
# |      SEK|    EUR|2017-01-12|        1000.0|
# |      GNF|    EUR|2017-08-03|        1300.0|
#  --------- ------- ---------- -------------- 

curr_sdf = spark.sparkContext.parallelize(curr_ls). \
    toDF(['from_curr', 'to_curr', 'dt', 'rate_exchange']). \
    withColumn('dt', func.col('dt').cast('date')). \
    withColumnRenamed('dt', 'from_curr_start_dt')

#  --------- ------- ------------------ ------------- 
# |from_curr|to_curr|from_curr_start_dt|rate_exchange|
#  --------- ------- ------------------ ------------- 
# |      AED|    EUR|        2017-01-01|       -5.123|
# |      UAD|    EUR|        2021-05-26|         -9.5|
# |      AED|    EUR|        2018-03-10|         -5.3|
# |      DZD|    EUR|        2017-01-01|        -6.12|
# |      GNF|    EUR|        2017-08-01|        -7.03|
# |      SEK|    EUR|        2017-01-29|        -12.0|
#  --------- ------- ------------------ ------------- 

We join the the two dataframes on currencies (not on dates), so all exchange dates are mapped to the currencies. From there, we retain the exchange date closest to the currency date using datediff().

data_sdf. \
    join(curr_sdf, ['from_curr', 'to_curr'], 'left'). \
    withColumn('dt_diff', func.abs(func.datediff('dt', 'from_curr_start_dt'))). \
    withColumn('min_dt_diff', func.min('dt_diff').over(wd.partitionBy('from_curr', 'dt'))). \
    filter(func.col('dt_diff') == func.col('min_dt_diff')). \
    withColumn('converted_value', func.col('val_to_convert') / func.abs(func.col('rate_exchange'))). \
    drop('dt_diff', 'min_dt_diff'). \
    show()

#  --------- ------- ---------- -------------- ------------------ ------------- ------------------ 
# |from_curr|to_curr|        dt|val_to_convert|from_curr_start_dt|rate_exchange|   converted_value|
#  --------- ------- ---------- -------------- ------------------ ------------- ------------------ 
# |      GNF|    EUR|2017-08-03|        1300.0|        2017-08-01|        -7.03| 184.9217638691323|
# |      AED|    EUR|2017-01-12|        2000.0|        2017-01-01|       -5.123| 390.3962521959789|
# |      DZD|    EUR|2017-01-12|         130.0|        2017-01-01|        -6.12|21.241830065359476|
# |      AED|    EUR|2018-03-20|         189.0|        2018-03-10|         -5.3|35.660377358490564|
# |      UAD|    EUR|2021-05-18|          12.5|        2021-05-26|         -9.5|1.3157894736842106|
# |      SEK|    EUR|2017-01-12|        1000.0|        2017-01-29|        -12.0| 83.33333333333333|
#  --------- ------- ---------- -------------- ------------------ ------------- ------------------ 
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