基于值的列计算

Question

使用yfinance得到下面的df，我如何计算" day_delta ";带+/-%增量的列

symbol  Datetime                    Value_Type  Open_Value  Day_Delta
AAPL    2021-09-20 09:30:00-04:00   Close      143.839996    
AAPL    2021-09-20 10:00:00-04:00   Close      142.940002   
AAPL    2021-09-20 10:30:00-04:00   Close      142.750000            
AAPL    2021-09-20 11:00:00-04:00   Close      143.089905   
AAPL    2021-09-20 11:30:00-04:00   Close      142.490494   

Answer 1

解决方案:

1. 将Datetime分隔为两列:Date和Time

   symbol  Date             Time       Open_Value
   AAPL    2021-09-20  09:30:00-04:00  143.800003
   

2. 对'symbol'和'Date'进行排序并删除重复项

   stock_day_open = stock_data.sort_values(['symbol', 'Date', 'Time', 'Open_Value'], ascending[True, True, True, True])
   stock_day_open = stock_day_open.drop_duplicates(['symbol','Date'], keep='first')
   

3. 合并到new_df添加列

4. 计算'Day_Delta'