How to use previous values from Dataframe in if statement

Question

I have DataFrame df

df=pd.DataFrame([[47,55,47,50], [33,37,30,25],[61,65,54,57],[25,26,21,22], [25,29,23,28]], columns=['open','high','low','close'])

print(df)

    open    high    low     close
0   47      55      47      50
1   33      37      30      25
2   61      65      54      57
3   25      26      21      22
4   25      29      23      20

I want to use previous values in if statement to compare. Logic is as below:

 if (close[i-1]/close[i] > 2) and (high[i] < low[i-1]) and 
((open[i] > high[i-1]) or (open[i] <low[i-1])) :

I have written a code :

for idx,i in df.iterrows():
    if idx !=0 :
        if ((prv_close/i['close'])>2) and (i['high'] < prv_low) and ((i['open'] > prv_high) or (i['open'] < prv_low)):
            print("Successful")
        else: 
            print("Not Successful")

    prv_close = i['close']
    prv_open = i['open']
    prv_low = i['low']
    prv_high = i['high']

output:

Not Successful
Not Successful
Successful
Not Successful

But For millions of rows it's taking too much time. Is there any other way to implement it faster?

P.S : Action to be taken on data are different in if statement. For simplicity I'm using print statement. My columns may not have same order this is why I'm using iterrows() instead of itertuples().

Any suggestions are welcome. Thanks.

piRSquared · Accepted Answer · 2018-02-09 14:01:06Z

1

d0 = df.shift()

cond0 = (d0.close / df.close) > 2
cond1 = df.high < d0.low
cond2 = df.open > d0.high
cond3 = df.open < d0.low

mask = cond0 & cond1 & (cond2 | cond3)

mask

0    False
1    False
2    False
3     True
4    False
dtype: bool

answered Feb 9, 2018 at 14:01

piRSquared

296k68 gold badges509 silver badges654 bronze badges

Sign up to request clarification or add additional context in comments.

1 Comment

Sociopath Over a year ago

Thanks. This will work. Now I just need to get index from series mask for further processing.

Collectives™ on Stack Overflow

How to use previous values from Dataframe in if statement

1 Answer 1

1 Comment

Your Answer

Hot Network Questions

Collectives™ on Stack Overflow

1 Answer 1

1 Comment

Your Answer

Sign up or log in

Post as a guest

Related