遍历股票价格的行和列python

Question

I have a code below

result, diff = [], []

for index, row in final.iterrows():
    for column in final.columns:
        if ((final['close'] - final['open']) > 20):
            diff = final['close'] - final['open']
            result = 1
        elif ((final['close'] - final['open']) < -20):
            diff = final['close'] - final['open']
            result = -1
        elif (-20 < (final['close'] - final['open']) < 20 ):
            diff = final['close'] - final['open']
            result = 0
        else:
            continue

The intention is to for every time stamp, check if close - open is greater than 20 pips, then assign a buy value to it. If it's less than -20 assign a sell value, if in between assign a 0.

I am getting this error

The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
[Finished in 35.418s

Answer 1

Someone experienced with pandas would give a better answer, but since no one is answering here's mine. You generally don't want to iterate directly with pandas.Dataframes as that defeats the purpose. A pandas solution would look more like:

import pandas as pd

data = {
    'symbol': ['WZO', 'FDL', 'KXW', 'GYU', 'MIR', 'YAC', 'CDE', 'DSD', 'PAM', 'BQE'],
    'open': [356, 467, 462, 289, 507, 654, 568, 646, 440, 625],
    'close': [399, 497, 434, 345, 503, 665, 559, 702, 488, 608]
}
df = pd.DataFrame.from_dict(data)
df['diff'] = df['close'] - df['open']
df.loc[(df['diff'] < 20) & (df['diff'] > -20), 'result'] = 0
df.loc[df['diff'] >= 20, 'result'] = 1
df.loc[df['diff'] <= -20, 'result'] = -1

df now contains:

  symbol  open  close  diff  result
0    WZO   356    399    43     1.0
1    FDL   467    497    30     1.0
2    KXW   462    434   -28    -1.0
3    GYU   289    345    56     1.0
4    MIR   507    503    -4     0.0
5    YAC   654    665    11     0.0
6    CDE   568    559    -9     0.0
7    DSD   646    702    56     1.0
8    PAM   440    488    48     1.0
9    BQE   625    608   -17     0.0

Regarding your code, I'll repeat my comment from above: You are iterating by row , but then using the whole DataFrame final in your conditions. I think you meant to do row there. You don't need to iterate over columns grabbing your values by index. Your conditions miss for when final['close'] - final['open'] is exactly 20. result, diff = [], [] are lists at the top, but then assigned as integers in the loop. Perhaps you want result.append() ?