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def count_drop(numbers): | |
return len([x for x in numbers if x < 0]) | |
def count_up(numbers): | |
return len([x for x in numbers if x > 0]) | |
df.rename(columns={'Value': 'Value USD'}, inplace=True) | |
df['Value 2'] = df['Value USD'].shift(-1) | |
df['Max 7'] = df['Value USD'].rolling(7).max() | |
df['Min 7'] = df['Value USD'].rolling(7).min() | |
df['Change'] = df['Value USD'] - df['Value 2'] | |
df['Mean Change 7'] = df['Change'].rolling(7).mean() | |
df['Drop 7'] = df['Change'].rolling(7).apply(count_drop, raw=True) | |
df['Up 7'] = df['Change'].rolling(7).apply(count_up, raw=True) | |
def decider(row): | |
if row['Drop 7'] < row['Up 7'] and row['Mean Change 7'] > 0 and row['Change'] > 0: | |
return 2 | |
elif row['Drop 7'] == row['Up 7'] and row['Mean Change 7'] > 0 and row['Change'] >= 0: | |
return 1 | |
elif row['Drop 7'] > row['Up 7'] and row['Mean Change 7'] < 0 and row['Change'] >= 0: | |
return 0 | |
elif row['Drop 7'] < row['Up 7'] and row['Mean Change 7'] > 0 or row['Change'] >= 0: | |
return -1 | |
elif row['Drop 7'] < row['Up 7'] and row['Mean Change 7'] < 0 or row['Change'] < 0: | |
return -2 | |
elif row['Drop 7'] < row['Up 7'] and row['Mean Change 7'] > 0 and row['Change'] < 0: | |
return -3 | |
elif row['Drop 7'] > row['Up 7'] and row['Mean Change 7'] < 0 and row['Change'] < 0: | |
return -4 | |
df['Predict'] = df.apply(decider, axis=1) |
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