回答編集履歴
4
欠損処理忘れていたので追加
answer
CHANGED
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@@ -47,7 +47,8 @@
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df_diff = df1.groupby("SymbolName").diff()
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# 上昇2、下降1、変動なし3、欠損None
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df_diff["Sign"] = df_diff["CalcPrice"].apply(lambda x: 1 if x < 0 else 2 if x > 0 else 3)
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df_diff["Sign"] = df_diff["CalcPrice"].apply((lambda x: 1 if x < 0 else 2 if x > 0 else 3 if x == 0 else None))
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# 30秒以内変動がないものを欠損
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df_diff["Sign"] = df_diff["Sign"].mask((df_diff["CurrentPriceTime"] < pd.Timedelta(seconds=30)) & (df_diff["Sign"] == 3))
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3
30秒の条件訂正
answer
CHANGED
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@@ -50,7 +50,7 @@
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df_diff["Sign"] = df_diff["CalcPrice"].apply(lambda x: 1 if x < 0 else 2 if x > 0 else 3)
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# 30秒以内変動がないものを欠損
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df_diff["Sign"] = df_diff["Sign"].mask((df_diff["CurrentPriceTime"]
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df_diff["Sign"] = df_diff["Sign"].mask((df_diff["CurrentPriceTime"] < pd.Timedelta(seconds=30)) & (df_diff["Sign"] == 3))
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# 時間外を0
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df_diff.loc[~InTime, "Sign"] = 0
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2
勘違いしていたので修正
answer
CHANGED
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@@ -1,5 +1,5 @@
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1
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-
9:00から15:00の内11:30から12:30は
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1
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9:00から15:00の内11:30から12:30は0
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2
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-
同一銘柄の
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2
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同一銘柄のを上がったら2、下がったら1、変動なしのうち30秒以上は3、30秒以内は欠損にしています
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3
3
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4
4
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```python
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import datetime
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@@ -36,23 +36,26 @@
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df["CurrentPriceTime"] = pd.to_datetime(df["CurrentPriceTime"]).dt.tz_localize(None)
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-
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InTime= df["CurrentPriceTime"].dt.time.apply(
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lambda d: (datetime.time(8) < d < datetime.time(11, 30))
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| (datetime.time(12, 30) < d < datetime.time(15))
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)
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df1 = df.loc[
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df1 = df.loc[:, ["SymbolName", "CurrentPriceTime", "CalcPrice"]]
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df1
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df_diff = df1.groupby("SymbolName").diff()
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# 30秒以上は欠損
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df_diff["
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df_diff["Sign"] = df_diff["CalcPrice"].apply(lambda x: 1 if x < 0 else 2 if x > 0 else 3)
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df_diff["CurrentPriceTime"] < pd.Timedelta(seconds=30)
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)
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# 30秒以内変動がないものを欠損
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-
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df_diff["Sign"] = df_diff["Sign"].mask((df_diff["CurrentPriceTime"] > pd.Timedelta(seconds=30)) & (df_diff["Sign"] == 3))
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# 時間外を0
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df_diff.loc[~InTime, "Sign"] = 0
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df["Sign"] = df_diff["Sign"]
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df
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```
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1
抽出の書き方変更
answer
CHANGED
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@@ -41,7 +41,7 @@
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| (datetime.time(12, 30) < d < datetime.time(15))
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)
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df1 = df[df["InTime"]
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df1 = df.loc[df["InTime"], ["SymbolName", "CurrentPriceTime", "CalcPrice"]]
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df1
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