我有一个函数,我想在数据帧中逐行应用并输出一个带有结果的新列。通常这对于一个lambda
函数来说很简单,或者.map()
但我被卡住了,因为该函数需要一个带有窗口的滚动最小值/最大值,而 lambda 显然只会看到该行。
这是功能:
def divergence(series_1, series_2, local_window = 5, reference_window = 15):
min_1_local = series_1.rolling(local_window).min().iloc[-1]
min_1_reference = series_1.rolling(reference_window).min().iloc[-1]
min_2_local = series_1.rolling(local_window).min().iloc[-1]
min_2_reference = series_1.rolling(reference_window).min().iloc[-1]
max_1_local = series_1.rolling(local_window).max().iloc[-1]
max_1_reference = series_1.rolling(reference_window).max().iloc[-1]
max_2_local = series_1.rolling(local_window).max().iloc[-1]
max_2_reference = series_1.rolling(reference_window).max().iloc[-1]
if ( (min_1_local < min_1_reference)
& (min_2_local > min_2_reference)
& (series_2.iloc[-1] > series_2.iloc[-2]) ):
return 1
elif ( (max_1_local > max_1_reference)
& (max_2_local < max_2_reference)
& (series_2.iloc[-1] < series_2.iloc[-2]) ):
return -1
else:
return 0
这是我的数据的样子:
Measure1 Measure2
Date
2018-09-18 05:00:00 1912.345679 -28.291456
2018-09-18 06:00:00 1910.802469 -28.351495
2018-09-18 07:00:00 1916.666667 -27.988846
2018-09-18 08:00:00 1907.253086 -28.039686
2018-09-18 09:00:00 1907.098765 -28.091198
有任何想法吗?