Reputation: 2033
I have a pandas dataframe in which I want to check if a future value is greater than the given value for a range of future dates. For example
np.where((df['Close'].shift(-1) - df['Close']) > 0 , 1, 0)
This will give me if next value is greater than current value, I want to check if current value is greater than say next 5 values ?
Upvotes: 1
Views: 758
Reputation: 36545
You could use pd.rolling_max
for this, something like
window = 5
pd.rolling_max(df['Close'], window).shift(-window) - df['Close']) > 0
Upvotes: 1