Reputation: 13
I have a sample time series data (stock) as below:
Date PX_OPEN PX_LAST
Date
2011-01-03 2011-01-03 31.18 31.26
2011-01-04 2011-01-04 31.42 31.02
2011-01-05 2011-01-05 31.10 30.54
2011-01-06 2011-01-06 30.66 30.54
2011-01-07 2011-01-07 31.50 30.66
2011-01-10 2011-01-10 30.82 30.94
I would like to add a new column GAP
based on the following conditions:
GAP = up
.GAP = down
.GAP = unch
. (Alternatively, up can be changed to +1, down to -1, and unch to 0.)I can do this with if and for loop, but that would defeat the efficiency of verctorized operation in Pandas. Can anyone help?
Upvotes: 0
Views: 81
Reputation: 16251
Use nested np.where
calls:
import numpy as np
df['GAP'] = np.where(df['PX_OPEN'] > df['PX_LAST'].shift(), 'up',
np.where(df['PX_OPEN'] < df['PX_LAST'].shift(), 'down', 'unch'))
Upvotes: 2