Python:如何填充取决于前一个值(前一行)的 Pandas 列？

Question

我正在构建一个金融应用程序。我的位置取决于前一个位置(前一行)以及“信号”列(同一行)。

DataFrame 称为 SPY。

position_arr = []
position = 0
for row in SPY['signal']:
    if row=='BUY' and position == 0:
        position = 1
    elif row=='SELL' and position == 0:
        position = -1
    elif row=='CLOSE SELL' and position == -1:
        position = 0
    elif row=='CLOSE BUY' and position == 1:
        position = 0
    position_arr.append(position)

SPY['position']=position_arr

有没有更好、更有效的方法来做到这一点？

Answer 1

您可以移动position列并在列轴上使用apply():

def apply_func(row):
    if row['signal']=='BUY' and row['pos_shifted'] == 0:
        position = 1
    elif row['signal']=='SELL' and row['pos_shifted'] == 0:
        position = -1
    elif row['signal']=='CLOSE SELL' and row['pos_shifted'] == -1:
        position = 0
    elif row['signal']=='CLOSE BUY' and row['pos_shifted'] == 1:
        position = 0
    return position

SPY['pos_shift'] = SPY['position'].shift()
SPY['position'] = SPY.apply(apply_func, axis=1)