滚动日期范围内的价格变化百分比

时间:2019-09-11 17:16:47

标签: pandas loops stock rate

我需要确定在1天滚动日期范围内,每个符号的变化百分比超过3%的实例。输出应包括每个符号的日期范围和增加百分比。样本数据包括我认为需要填写的所有适用字段。整个数据约为700万个订单项。

原始数据

    +--------+-----------+--------+
    | Symbol |   Date    | Price  |
    +--------+-----------+--------+
    | AAPL   | 9/10/2019 | 4.3912 |
    | AAPL   | 4/5/2019  | 3.6599 |
    | AAPL   | 9/10/2019 | 3.5299 |
    | AAPL   | 9/9/2019  | 2.7766 |
    | AAPL   | 9/8/2019  | 2.6845 |
    | AAPL   | 2/2/2019  | 2.6501 |
    | AAPL   | 2/1/2019  | 2.3    |
    | F      | 9/10/2019 | 4.3912 |
    | F      | 4/5/2019  | 3.6599 |
    | F      | 9/10/2019 | 3.5299 |
    | F      | 9/9/2019  | 2.7766 |
    | F      | 9/8/2019  | 2.6845 |
    | F      | 2/2/2019  | 2.6501 |
    | F      | 2/1/2019  | 2.3    |
    +--------+-----------+--------+

输出

    +--------+------------+-----------+--------+
    | Symbol | Start Date | End Date  | Delta  |
    +--------+------------+-----------+--------+
    | AAPL   | 2/1/2019   | 2/2/2019  | 15.22% |
    | AAPL   | 2/2/2019   | 2/3/2019  | 38.10% |
    | AAPL   | 9/8/2019   | 9/9/2019  | 3.43%  |
    | AAPL   | 9/9/2019   | 9/10/2019 | 58.15% |
    | F      | 2/1/2019   | 2/2/2019  | 15.22% |
    | F      | 2/2/2019   | 2/3/2019  | 38.10% |
    | F      | 9/8/2019   | 9/9/2019  | 3.43%  |
    | F      | 9/9/2019   | 9/10/2019 | 58.15% |
    +--------+------------+-----------+--------+

0 个答案:

没有答案