Created
August 24, 2018 11:43
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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]) | |
def actual_calc(row): | |
if row['Open'] > row['Adj Close']: | |
return 0 | |
return 1 | |
df['Open 2'] = df['Open'].shift(-1) | |
df['Max 7'] = df['Open'].rolling(7).max() | |
df['Min 7'] = df['Open'].rolling(7).min() | |
df['Change'] = df['Open'] - df['Open 2'] | |
df['Mean Change 7'] = df['Change'].rolling(7).mean() | |
df['Drop 7'] = df['Change'].rolling(7).apply(count_drop) | |
df['Up 7'] = df['Change'].rolling(7).apply(count_up) | |
df['Actual'] = df.apply(actual_calc, axis=1) |
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