Pandas-根据列值在一行中查找第一次出现

Question

我有以下 dataframe：

 Row    Bid_price   Bid_volume  Ask_price   Ask_volume
 2      2999.0      786.7      -500.0       1403.2
 3      3000.0      786.7      -499.9       1407.2
 4      2950.0      787.3      -250.1       1407.2
---------------------
 56     125.1       2691       36.9         3113.1
 57     125         2691.1     37           3133.1
---------------------
 117    41.4        3029.7     2999         3835.7
 118    40.05       3029.7     3000         3835.7
---------------------
 123    39.4        3129.7     NaN          NaN
 124    36.1        3129.7     NaN          NaN
 125    36          3134.7     NaN          NaN

我需要取第一对Bid_price and Bid_volume (2999.0 and 786.7)并与所有对Ask_price and Ask_volume进行比较。 只要Bid_volume < Ask_volume AND Bid_price > Ask_price我跳转到下一对Bid_price and Bid_volume并再次与所有对Ask_price and Ask_volume进行比较。 Bid_Price减少， Bid_Volume增加， Ask_Price增加， Ask_Volume增加。 Bid_Price, Bid_Volume的长度相同，但Ask_Price和Ask_Volume较短。

output 应该是Bid_volume is > Ask_volume AND Bid_price < Ask_price的第一个实例，因此满足条件。 这是Bid_Price and Bid_Volume对的第 124 行的情况，与 Ask_Price 和Ask_Price and Ask_Volume对的第 56 行匹配。

所需的 output 应该是：

Row      Bid_price    Bid_volume  
124      36.1         3129.7

Row      Ask_price    Ask_volume
56       36.9         3113.1

我的问题是我只能评估每一行的条件。 这不返回任何内容：

BidAsk = BidAsk[(BidAsk["Bid_volume"] > BidAsk["Ask_volume"]) & (BidAsk["Bid_price"] < BidAsk["Ask_price"])]
BidAsk[["Bid_price","Bid_volume"]]

这在这里给出了一个回溯错误：

BidAsk = BidAsk.where((BidAsk["Bid_volume"] > BidAsk["Ask_volume"]) & (BidAsk["Bid_Price"] < BidAsk["Ask_Price"]))
BidAsk[["Bid_price", "Bid_volume"]]

非常感谢任何帮助。 谢谢！

Answer 1

第一种方法不返回任何内容，因为这两个条件始终为假，您必须反转比较符号。

BidAsk = BidAsk[(BidAsk["Bid_volume"] < BidAsk["Ask_volume"]) & (BidAsk["Bid_price"] > BidAsk["Ask_price"])]

Answer 2

希望我理解正确，此脚本将找到满足条件Bid_volume is > Ask_volume AND Bid_price < Ask_price Bid_price Bid_volume

如果我有这个 dataframe：

   Bid_price  Bid_volume  Ask_price  Ask_volume
0     2999.0       786.7     -500.0      1403.2
1     3000.0       786.7     -499.9      1407.2
2     2950.0       787.3     -250.1      1407.2
3     2500.0       792.8     -250.0      1593.2
4     2000.0       798.9     -200.1      1593.2
5     1400.0      2000.0     1200.0      1600.0
6       36.1      3129.7        NaN         NaN

然后：

import pandas as pd
from io import StringIO

txt = '''Bid_price   Bid_volume  Ask_price   Ask_volume
2999.0      786.7      -500.0       1403.2
3000.0      786.7      -499.9       1407.2
2950.0      787.3      -250.1       1407.2
2500.0      792.8      -250.0       1593.2
2000.0      798.9      -200.1       1593.2
1400.0     2000.0      1200.0       1600.0
  36.1     3129.7             '''

df = pd.read_fwf(StringIO(txt))

max_price = df.Ask_price.max()
max_volume = df.Ask_volume.max()

mask = pd.concat([df.Bid_price < max_price, df.Bid_volume > max_volume], axis=1).all(axis=1)

print( df.loc[mask, ['Bid_price', 'Bid_volume']].head(1) )

印刷：

   Bid_price  Bid_volume
6       36.1      3129.7

编辑（根据更新的问题）：

import pandas as pd
from io import StringIO

txt = ''' Row    Bid_price   Bid_volume  Ask_price   Ask_volume
 2      2999.0      786.7      -500.0       1403.2
 3      3000.0      786.7      -499.9       1407.2
 4      2950.0      787.3      -250.1       1407.2
 56     125.1       2691       36.9         3113.1
 57     125         2691.1     37           3133.1
 117    41.4        3029.7     2999         3835.7
 118    40.05       3029.7     3000         3835.7
 123    39.4        3129.7     NaN          NaN
 124    36.1        3129.7     NaN          NaN
 125    36          3134.7     NaN          NaN'''

df = pd.read_fwf(StringIO(txt))

def get_indexes(df):
    for idx1, bid_price, bid_volume in zip(df.index, df.Bid_price, df.Bid_volume):
        for idx2, ask_price, ask_volume in zip(df.index, df.Ask_price, df.Ask_volume):
            if bid_volume > ask_volume and bid_price < ask_price:
                return idx1, idx2, bid_price, bid_volume, ask_price, ask_volume

print(df)
print()

result = get_indexes(df)
if result:
    print('Bid Price   =', result[2])
    print('Bid Volume  =', result[3])
    print('Ask Price   =', result[4])
    print('Ask Volume  =', result[5])
    print('Index bid   =', result[0])
    print('Index ask   =', result[1])

印刷：

   Row  Bid_price  Bid_volume  Ask_price  Ask_volume
0    2    2999.00       786.7     -500.0      1403.2
1    3    3000.00       786.7     -499.9      1407.2
2    4    2950.00       787.3     -250.1      1407.2
3   56     125.10      2691.0       36.9      3113.1
4   57     125.00      2691.1       37.0      3133.1
5  117      41.40      3029.7     2999.0      3835.7
6  118      40.05      3029.7     3000.0      3835.7
7  123      39.40      3129.7        NaN         NaN
8  124      36.10      3129.7        NaN         NaN
9  125      36.00      3134.7        NaN         NaN

Bid Price   = 36.1
Bid Volume  = 3129.7
Ask Price   = 36.9
Ask Volume  = 3113.1
Index bid   = 8
Index ask   = 3