Question

我有一个数据框，filled_orders，像这样：

   price  amount  side  fees                   timestamp
0      0       2  bids     0  2019-06-25 12:24:46.570000
1      3       2  asks     0  2019-06-25 12:22:46.570000
2      2       4  bids     0  2019-06-25 12:22:46.570000
3      5       1  asks     0  2019-06-25 12:24:46.570000
4      1       4  asks     0  2019-06-26 12:24:46.570000

然后这样一个循环：

for index, row in filled_orders.iterrows():
 if row.side == 'asks':
    filled_orders = filled_orders.drop(index)
elif row.side == 'bids':
    filled_orders = filled_orders.drop(index)

我需要做的是循环执行，直到剩下一个asks或一个bids。我在循环上方尝试过的操作如下：

while (filled_orders.side == 'bids').empty == True or (filled_orders.side == 'asks').empty == True:

最后，在上面的数据框示例中，我需要以下内容：

   price  amount  side  fees                   timestamp
4      1       4  asks     0  2019-06-26 12:24:46.570000

基本上，无论我在该代码中输入了什么内容，最后我需要的只是只有bids或asks的行

但是这行不通...有什么主意吗？谢谢！

完整代码如下：

while (filled_orders.side == 'bids').any() == False or (filled_orders.side == 'asks').any() == False:
     for index, row in filled_orders.iterrows():


            if row.side == 'asks':
                if filled_orders.index.contains(filled_orders.first_valid_index()):
                    if filled_orders.loc[index, 'amount'] == filled_orders.loc[filled_orders.first_valid_index(), 'amount'] and filled_orders.loc[filled_orders.first_valid_index(), 'side'] == 'bids':
                        filled_orders = filled_orders.drop(filled_orders.first_valid_index())
                        filled_orders = filled_orders.drop(index)


                    elif filled_orders.loc[index, 'amount'] < filled_orders.loc[filled_orders.first_valid_index(), 'amount'] and filled_orders.loc[filled_orders.first_valid_index(), 'side'] == 'bids':
                        filled_orders.at[filled_orders.first_valid_index(), 'amount'] = float(filled_orders.at[filled_orders.first_valid_index(), 'amount'])  - float(filled_orders.at[index, 'amount'])
                        filled_orders = filled_orders.drop(index)

                    elif filled_orders.loc[index, 'amount'] > filled_orders.loc[filled_orders.first_valid_index(), 'amount'] and filled_orders.loc[filled_orders.first_valid_index(), 'side'] == 'bids':
                        filled_orders.at[index, 'amount'] = float(filled_orders.at[index, 'amount']) - float(filled_orders.at[filled_orders.first_valid_index(), 'amount'])
                        filled_orders = filled_orders.drop(filled_orders.first_valid_index())

            if row.side == 'bids':
                if filled_orders.index.contains(filled_orders.first_valid_index()):
                    if filled_orders.loc[index, 'amount'] == filled_orders.loc[filled_orders.first_valid_index(), 'amount'] and filled_orders.loc[filled_orders.first_valid_index(), 'side'] == 'asks':          
                        filled_orders = filled_orders.drop(filled_orders.first_valid_index())
                        filled_orders = filled_orders.drop(index)

                    elif filled_orders.loc[index, 'amount'] < filled_orders.loc[filled_orders.first_valid_index(), 'amount'] and filled_orders.loc[filled_orders.first_valid_index(), 'side'] == 'asks':
                        filled_orders.at[filled_orders.first_valid_index(), 'amount'] = filled_orders.at[filled_orders.first_valid_index(), 'amount']  - filled_orders.at[index, 'amount']
                        filled_orders = filled_orders.drop(index)

                    elif filled_orders.loc[index, 'amount'] > filled_orders.loc[filled_orders.first_valid_index(), 'amount'] and filled_orders.loc[filled_orders.first_valid_index(), 'side'] == 'asks':
                        filled_orders.at[index, 'amount'] = float(filled_orders.at[index, 'amount']) - float(filled_orders.at[filled_orders.first_valid_index(), 'amount'])
                        filled_orders = filled_orders.drop(filled_orders.first_valid_index())

我收到的错误如下：

AttributeError: 'NoneType' object has no attribute 'side'

Answer 1

根据您的示例数据和所需的输出，您不能只是：

df.loc[df['side'].isin(['bids', 'asks'])].tail(1)

    price   amount  side    fees    timestamp
4   1   4   asks    0   2019-06-26 12:24:46.570000

熊猫：在for循环之前执行while循环，直到满足特定条件为止

1 个答案: