'How to store High or Low values (trading)
I would like to develop a code which add a Series to my DataFrame; the Series should store the lowest value of the Close until a new low is reached. When a new low is reached a new value should appear in the Series. The starting code is:
import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
ticker = 'EURUSD=X'
df = yf.download(ticker, start='2020-1-1')
df['fixed_low'] = ...?
So, for example, if the most recent low of EURUSD is 1.1000, in the column 'fixed_low' that value should stay until a new low is reached (let's say 1.0999). Then, if the asset is still going down, the column should store new low values until a new low will last for some time, and so on. I hope I was clear. Thank you
Solution 1:[1]
import yfinance as yf
import numpy as np
ticker = 'EURUSD=X'
df = yf.download(ticker, start='2021-2-1', end= '2021-3-1')
minimum = np.min(df['Close'])#you saved the minimum
print('minimum', minimum)
df1 = yf.download(ticker, start='2021-3-2', end= '2022-5-1')
for i in df1['Close'].values:
if i < minimum:
minimum = i
print('update minimum', minimum)
Two dataframes are created. In the first we find the minimum, in the second we update the minimum value.
ticker = 'EURUSD=X'
df = yf.download(ticker, start='2020-1-1')
df['fixed_low'] = np.nan
low = np.inf
for i in range(0, len(df)):
if df.loc[df.index[i], 'Low'] < low:
low = round(df.loc[df.index[i], 'Low'], 6)
df.loc[df.index[i], 'fixed_low'] = low
Output df
Open High Low ... Adj Close Volume fixed_low
Date ...
2019-12-31 1.120448 1.124101 1.120072 ... 1.120230 0 1.120072
2020-01-01 1.122083 1.122838 1.115947 ... 1.122083 0 1.115947
2020-01-02 1.121894 1.122712 1.116682 ... 1.122083 0 1.115947
2020-01-03 1.117081 1.118068 1.112570 ... 1.117144 0 1.112570
2020-01-06 1.116246 1.120825 1.115810 ... 1.116196 0 1.112570
... ... ... ... ... ... ... ...
2022-05-06 1.053974 1.059839 1.048537 ... 1.053974 0 1.047285
Before the loop, I set the value of the low variable to the largest. If the current minimum is less than low, then an update occurs. df['fixed_low'] set all values to nan first.
Sources
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Source: Stack Overflow
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Solution 1 |