python stock statistics, if statement on each row of dataframe

Question

I have a dataframe with stock OHLC and would like to find how many times it crosses option strikes ( a single summary statistic).

dataframe

    open    high    low     close   volume  datetime    datetime2   n_strike    strk_diff   pinned_min
datetime2                                       
2021-08-20 09:30:00-04:00   147.4400    147.5619    147.1201    147.3725    1660122.0   1629466200000   2021-08-20 13:30:00+00:00   145     2.3725  1
2021-08-20 09:31:00-04:00   147.3800    147.6600    147.1200    147.1350    430097.0    1629466260000   2021-08-20 13:31:00+00:00   145     2.1350  1
2021-08-20 09:32:00-04:00   147.1297    147.4800    147.0400    147.0550    308090.0    1629466320000   2021-08-20 13:32:00+00:00   145     2.0550  1
2021-08-20 09:33:00-04:00   147.1000    147.3199    147.0200    147.2348    285100.0    1629466380000   2021-08-20 13:33:00+00:00   145     2.2348  1
2021-08-20 09:34:00-04:00   147.2367    147.2600    146.9600    147.1250    290185.0    1629466440000   2021-08-20 13:34:00+00:00   145     2.1250  1
...     ...     ...     ...     ...     ...     ...     ...     ...     ...     ...
2022-07-15 15:55:00-04:00   149.8900    149.9800    149.8400    149.9550    525630.0    1657914900000   2022-07-15 19:55:00+00:00   150     0.0450  0
2022-07-15 15:56:00-04:00   149.9600    150.0000    149.9100    149.9900    675573.0    1657914960000   2022-07-15 19:56:00+00:00   150     0.0100  0
2022-07-15 15:57:00-04:00   149.9900    150.0000    149.9400    149.9900    464692.0    1657915020000   2022-07-15 19:57:00+00:00   150     0.0100  0
2022-07-15 15:58:00-04:00   149.9900    150.0500    149.9200    150.0300    753358.0    1657915080000   2022-07-15 19:58:00+00:00   150     0.0300  0
2022-07-15 15:59:00-04:00   150.0300    150.2500    149.9700    150.1700    1978823.0   1657915140000   2022-07-15 19:59:00+00:00   150     0.1700

for each row in the dataframe I want to know how many of the strike prices it crosses and thus creating a new column.
my code is as follows:

#make a list of the strikes
strikes = [*range(0,(round(df_expfri['high'].max())+5), 5)]

for row in df_temp:
    H = df_temp['high']
    L = df_temp['low']
    count = 0
    for x in strikes:
        if x < L :
            continue
        elif x > H:
            continue
        elif x > L & x < H:
            count +=1
print (count)

and the error i’m getting is below. If I’m interpreting the error correctly; I believe my variable H and L are series’ and that is what is causing my problem but am unsure of how to resolve it.

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
Input In [133], in <cell line: 7>()
     10 count = 0
     11 for x in strikes:
---> 12     if x < L :
     13         continue
     14     elif x > H:

File C:ProgramDataAnaconda3libsite-packagespandascoregeneric.py:1535, in NDFrame.__nonzero__(self)
   1533 @final
   1534 def __nonzero__(self):
-> 1535     raise ValueError(
   1536         f"The truth value of a {type(self).__name__} is ambiguous. "
   1537         "Use a.empty, a.bool(), a.item(), a.any() or a.all()."
   1538     )

ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().

thank you in advance

Asked By: J.Billman

||

Source

Answer 1

The problem is that even though you are declaring the row variable on for you are accessing it directly from the dataframe.

Replace the for line with:

for _, row in df_temp.iterrows():

And the H and L variables:

H = row['high']
L = row['low']

docs for pd.DataFrame.iterrows

Answered By: Lucas Martiniano

python stock statistics, if statement on each row of dataframe

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