python计算公式_python-基于Pandas Dataframe中的多个列计算公式...

将concat与max一起使用：

df['TR'] = pd.concat([(df['high'] - df['low']),

(df['high'] - df['adjclose'].shift(1)).abs(),

(df['low'] - df['adjclose'].shift(1))], axis=1).max(axis=1)

样品：

df = pd.DataFrame({'high':[4,5,4,5,5,4],

'low':[7,8,9,4,2,3],

'adjclose':[1,3,5,7,1,0]})

print (df)

adjclose high low

0 1 4 7

1 3 5 8

2 5 4 9

3 7 5 4

4 1 5 2

5 0 4 3

df['TR'] = pd.concat([(df['high']-df['low']),

(df['high'] - df['adjclose'].shift(1)).abs(),

(df['low'] - df['adjclose'].shift(1))], axis=1).max(axis=1)

print (df)

adjclose high low TR

0 1 4 7 -3.0

1 3 5 8 7.0

2 5 4 9 6.0

3 7 5 4 1.0

4 1 5 2 3.0

5 0 4 3 3.0

详情：

print (pd.concat([(df['high']-df['low']),

(df['high'] - df['adjclose'].shift(1)).abs(),

(df['low'] - df['adjclose'].shift(1))], axis=1))

0 1 2

0 -3 NaN NaN

1 -3 4.0 7.0

2 -5 1.0 6.0

3 1 0.0 -1.0

4 3 2.0 -5.0

5 1 3.0 2.0

Numpy解决方案有所不同,因为行中的NaN最大值仍是NaN：

df['TR1'] = np.max(np.c_[(df['high']-df['low']),

(df['high'] - df['adjclose'].shift(1)).abs(),

(df['low'] - df['adjclose'].shift(1))], axis=1)

print (df)

adjclose high low TR1

0 1 4 7 NaN

1 3 5 8 7.0

2 5 4 9 6.0

3 7 5 4 1.0

4 1 5 2 3.0

5 0 4 3 3.0

print (np.c_[(df['high']-df['low']),

(df['high'] - df['adjclose'].shift(1)).abs(),

(df['low'] - df['adjclose'].shift(1))])

[[-3. nan nan]

[-3. 4. 7.]

[-5. 1. 6.]

[ 1. 0. -1.]

[ 3. 2. -5.]

[ 1. 3. 2.]]