Question

我想基于列price = P选择列type中的值，列timestamp最接近ts给定的当前时间戳。请做出任何贡献。

输入df trade

   amount block_trade_id currency direction  index_price      instrument_name      iv  ...      price strike  tick_direction      timestamp  trade_id  trade_seq type
0      0.2            NaN      BTC       buy      6107.34   BTC-21MAR20-6125-P  148.99  ...     0.0190   6125               0  1584748972666  42629952         21    P
0      7.1            NaN      BTC      sell      5428.75   BTC-26JUN20-8000-C  122.21  ...     0.1380   8000               0  1584608399553  42450837        221    C
0      1.0            NaN      BTC      sell      5743.13  BTC-25SEP20-15000-P  133.16  ...     1.5660  15000               2  1584736336172  42623548        993    P
0      0.6            NaN      BTC       buy      6185.00   BTC-25SEP20-9000-P  116.23  ...     0.5810   9000               2  1584729697095  42617591       2734    P
0      1.2            NaN      BTC      sell      6609.72    BTC-3APR20-7750-C  129.47  ...     0.0470   7750               1  1584717196991  42612192          3    C

我的代码：

'''get current timestamp '''
ts = calendar.timegm(time.gmtime())
print(ts)

'''get  current Future price'''
idx = trade['timestamp'].sub(ts).abs().idxmin()
fut_price = trade['price'].loc[(trade['type'].loc['P'])&(trade.loc[[idx]])]

Answer 1

条件选择是通过Boolean

获取掩码的目标

fut_price = trade['price'].loc[(trade['type']=='P')&(trade.index==idx)]

根据条件选择数据框值

1 个答案: