Here is a sample of the data - https://i.imgur.com/z8ONFkq.png
Goal:
create a new timestamp column for when running_bid_max
greater than or equal to the value in ask_price_target_good
. Then create a separate timestamp column for when running_bid_min
is less than or equal to ask_price_target_bad
.
Note: This will be performed on a large amount of data and needs calculated as fast as possible. I'm hoping I don't have to iterate through all rows via iterrows()
running_bid_min
and running_bid_max
are calculated using a running.min()
and pd.running.max()
from a certain time frame in the future (this example is using a 5 minute timeline. So it will be the running min,max 5 minutes from the current time)
Printed Data:
(last 2 rows aren't formatting correctly. Will need to manually shift over if you copy & paste it somewhere else) -
time bid_price ask_price running_bid_max running_bid_min ask_price_target_good ask_price_target_bad
2019-07-24 07:59:44.432034 291.06 291.26 291.40 291.09 291.46 291.06
2019-07-24 07:59:46.393418 291.10 291.33 291.40 291.09 291.53 291.13
2019-07-24 07:59:48.425615 291.10 291.33 291.40 291.09 291.53 291.13
2019-07-24 07:59:50.084206 291.12 291.33 291.40 291.09 291.53 291.13
2019-07-24 07:59:52.326455 291.12 291.33 291.40 291.09 291.53 291.13
2019-07-24 07:59:54.428181 291.12 291.33 291.40 291.09 291.53 291.13
2019-07-24 07:59:58.550378 291.14 291.35 291.40 291.20 291.55 291.15
2019-07-24 08:00:00.837238 291.20 291.35 291.40 291.20 291.55 291.15
2019-07-24 08:00:57.338769 291.40 291.46 291.51 291.40 291.66 291.26
2019-07-24 08:00:59.058198 291.40 291.46 291.96 291.40 291.66 291.26
2019-07-24 08:01:00.802679 291.40 291.46 291.96 291.40 291.66 291.26
2019-07-24 08:01:02.781289 291.40 291.46 291.96 291.45 291.66 291.26
2019-07-24 08:01:04.645144 291.45 291.46 291.96 291.45 291.66 291.26
2019-07-24 08:01:06.491997 291.45 291.46 292.07 291.45 291.66 291.26
2019-07-24 08:01:08.586688 291.45 291.46 292.10 291.45 291.66 291.26
from Pandas: How do I return a row value once a column reaches a certain value of another column?
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