下面是我的数据集填充,它是通用数据集 x 的布尔子集。
fills = x.loc[(x['price'] == min_bid) & (x['bid?'] == 'T') & (x['type'] == 'trade')]
fills
time price bid? type id quantity
2509 2017-01-03 16:00:38.185 38.25 T trade 2422 400.0
2514 2017-01-03 16:00:59.849 38.25 T trade 2422 400.0
2623 2017-01-03 16:05:08.626 38.25 T trade 2422 200.0
2624 2017-01-03 16:05:09.295 38.25 T trade 2422 600.0
2749 2017-01-03 16:10:25.262 38.25 T trade 2422 100.0
2922 2017-01-03 16:18:56.218 38.25 T trade 2422 1500.0
2947 2017-01-03 16:20:08.441 38.25 T trade 2422 200.0
2953 2017-01-03 16:20:38.836 38.25 T trade 2422 400.0
2995 2017-01-03 16:25:06.441 38.25 T trade 2422 200.0
2997 2017-01-03 16:25:07.438 38.25 T trade 2422 1100.0
3053 2017-01-03 16:29:47.373 38.25 T trade 2422 600.0
3064 2017-01-03 16:29:54.444 38.25 T trade 4844 4700.0
3066 2017-01-03 16:29:54.700 38.25 T trade 2422 100.0
我在这里想要实现的是循环遍历 fills 的索引,并且对于每一行我想从 x 获取一些值以添加到任何一个两个跑步总数。
quantity_cleared = 0
quantity_remaining = 0
for index, rows in fills.iterrows():
offer_size = x['quantity'][(x['price'] == min_bid + tick_size) & (x['bid?'] == 'F') & (x['type'] == 'quote')].loc[:row].iloc[-1]
trades_done = x['quantity'][(x['price'] == min_bid + tick_size) & (x['bid?'] == 'F') & (x['type'] == 'trade')].loc[row:].sum()
if trades_done >= offer_size:
quantity_cleared += fills['quantity']['row']
else:
quantity_remaining += fills['quantity']['row']
我的代码返回错误:
SystemError: <class 'TypeError'> returned a result with an error set
任何建议都将不胜感激。谢谢!
答案 0 :(得分:0)
经过一些修补,我发现解决这个问题的方法不是找到一种方法将数据子集交叉引用到通用集,而是通过以不同的方式定义子集。所以,而不是:
for index, rows in fills.iterrows():
使用:
for index,row in x.iloc[fills.index].iterrows():