python - 从 Pandas DataFrame 中消除重复条目

Question

我有一个看起来像这样的 pandas DataFrame:

Date       positions      price                   
2009-03-03       buy   3.156071
2009-12-10       buy   7.015357
2010-02-02       buy   6.995000
2010-03-04      sell   7.525357
2013-09-24       buy  17.467857
2013-10-08       buy  17.176428
2014-01-16       buy  19.794643
2014-01-28       buy  18.089285
2014-04-02      sell  19.376785

这只是 DataFrame 的一个片段，但我想要做的是在位置列中包含“卖出”的两行之间的位置列中只有一行包含“买入”。换句话说，我想消除在初始购买信号之后重复出现的购买信号。

我想消除第一个已经发生的重复购买信号。因此，这意味着预期的输出，给定第一个数据帧将是:

Date       positions      price                 
2009-03-03       buy   3.156071
2010-03-04      sell   7.525357
2013-09-24       buy  17.467857
2014-04-02      sell  19.376785

Answer 1

不清楚您希望分组的buy 是什么。我选择了 sum 但也许你想要 mean

import pandas as pd

df = pd.DataFrame({'Date': {0: '2009-03-03',
  1: '2009-12-10',
  2: '2010-02-02',
  3: '2010-03-04',
  4: '2013-09-24',
  5: '2013-10-08',
  6: '2014-01-16',
  7: '2014-01-28',
  8: '2014-04-02'},
 'positions': {0: 'buy',
  1: 'buy',
  2: 'buy',
  3: 'sell',
  4: 'buy',
  5: 'buy',
  6: 'buy',
  7: 'buy',
  8: 'sell'},
 'price': {0: 3.156071,
  1: 7.015357000000001,
  2: 6.995,
  3: 7.5253570000000005,
  4: 17.467857000000002,
  5: 17.176428,
  6: 19.794643,
  7: 18.089285,
  8: 19.376785}})


df['g'] = (df['positions']=='sell').cumsum()
df = df.groupby(['g','positions']).sum().reset_index()
df.sort_values(by=['g','positions'], ascending=[True,False], inplace=True)

df[['positions','price']]

输出

   positions    price
0   buy     17.166428
2   sell    7.525357
1   buy     72.528213
3   sell    19.376785