模拟大熊猫的追踪止损

Question

我有一个带有标准库存数据（开盘，高，低，收盘，成交量）的数据框

我正在尝试模拟尾随止损，而不使用循环。

现在的代码如下：

# i is the index at which we take a trade in
# and I want to go through the rest of the data frame to see if it would
# hit a trailing stop

if direction == +1:  # only long trades in this example
    peg_price = entry_price * (1 - peg_offset)   # peg_offset is the gap between the trade and the stop (0.2 in testing)
    for j in range(i + 1, len(df)):
        low = df['low'][j]
        if low <= peg_price:
            date = df['date'][i]

            trade_date.append(df['date'][i])
            trade_exit_date.append(df['date'][j])
            trade_price.append(entry_price)
            trade_exit.append(peg_price)
            trade_profit.append(peg_price - entry_price)
            skip_to = j + 1
        else:
            low = df['high'][j]
            peg_price = max(high * (1 - peg_offset), peg_price)

因此，以伪代码表示的逻辑流为：

// we have a trade at index 'i'
stop_value = df['stop'][i] * stop_offset (for example set the stop 20% lower)

for j in df[i+1:]:
    // did we hit the stop
    if value['low'][j] <= stop_value:
        break, recover value of j and stop_value
    else:
        stop_value = max(value['high'][j] * stop_offset, stop_value)

如何在没有循环的情况下实现熊猫式的操作？