我有一个包含每日OHLCV数据的DataFrame。
我可以用以下方式计算范围:
s['Range'] = s['High'] - s['Low']
简单。现在我想计算一个我称之为s['OIR']
的新列(OIR = Open-In-Range)
['OIR']
列检查我们是否在范围内开盘,并通过测试我们是否在昨天的低点和低于昨天的高点开盘来测试。我需要引用前面的行,我不太清楚如何做到这一点。返回值为True / False。
感谢。
编辑:我是StackExchange和Python的新手。不确定从哪里删除样本数据。这是数据帧的图像。
http://i47.tinypic.com/142eb2a.png
示例数据:字典转换为DataFrame
{'High': {<Timestamp: 2007-03-02 00:00:00>: 1384.5,
<Timestamp: 2007-03-05 00:00:00>: 1373.0},
'Last': {<Timestamp: 2007-03-02 00:00:00>: 1365.0,
<Timestamp: 2007-03-05 00:00:00>: 1351.5},
'Low': {<Timestamp: 2007-03-02 00:00:00>: 1364.25,
<Timestamp: 2007-03-05 00:00:00>: 1350.5},
'OIR': {<Timestamp: 2007-03-02 00:00:00>: False,
<Timestamp: 2007-03-05 00:00:00>: False},
'Open': {<Timestamp: 2007-03-02 00:00:00>: 1378.5,
<Timestamp: 2007-03-05 00:00:00>: 1356.75},
'Range': {<Timestamp: 2007-03-02 00:00:00>: 20.25,
<Timestamp: 2007-03-05 00:00:00>: 22.5},
'Volume': {<Timestamp: 2007-03-02 00:00:00>: 1706906,
<Timestamp: 2007-03-05 00:00:00>: 1984041}}
答案:
s['OIR'] = ((s['Open'] < s['High'].shift(1)) & (s['Open'] > s['Low'].shift(1)))
答案 0 :(得分:7)
以您建议的方式引用以前的行最好使用Series.shift()
函数完成:
In [1]: df = DataFrame(randn(10,3),columns=['O','L','H'])
In [2]: df
Out[2]:
O L H
0 0.605412 0.739866 -0.280222
1 -0.707852 0.785651 0.855183
2 -0.087119 0.518924 0.932167
3 -0.913352 0.369825 1.277771
4 0.434593 -2.942903 0.802413
5 0.075669 -0.135914 1.374454
6 1.112062 0.314946 0.882468
7 -0.706078 -0.202243 0.838088
8 -1.668152 0.414585 0.809932
9 1.452937 -0.048245 0.635499
In [3]: df['OIR'] = ((df.L.shift() <= df.O) & (df.O <= df.H.shift()))
In [4]: df
Out[4]:
O L H OIR
0 0.605412 0.739866 -0.280222 False
1 -0.707852 0.785651 0.855183 False
2 -0.087119 0.518924 0.932167 False
3 -0.913352 0.369825 1.277771 False
4 0.434593 -2.942903 0.802413 True
5 0.075669 -0.135914 1.374454 True
6 1.112062 0.314946 0.882468 True
7 -0.706078 -0.202243 0.838088 False
8 -1.668152 0.414585 0.809932 False
9 1.452937 -0.048245 0.635499 False