pandas dataframe 中的 2 列在某些给定条件下的差异

Question

I have a sheet like this. I need to calculate absolute of "CURRENT HIGH" - "PREVIOUS DAY CLOSE PRICE" of particular "INSTRUMENT" and "SYMBOL".
So I used.shift(1) function of pandas dataframe to create a lagged close column and then I am subtracting current HIGH and lagged close column but that also subtracts between 2 different "INSTRUMENTS" and "SYMBOL". But if a new SYMBOL or INSTRUMENTS appears I want First row to be NULL instead of subtracting current HIGH and lagged close column.
What should I do?

Answer 1

I believe you need if all days are consecutive per groups:

df['new'] = df['HIGH'].sub(df.groupby(['INSTRUMENT','SYMBOL'])['CLOSE'].shift())