【发布时间】:2020-09-30 22:23:07
【问题描述】:
我有一个名为“optns”的 pandas 数据框,其中包含有关 S&P500 期权的信息,有 3 列:“日期”、“最佳报价”、“货币报价”。我创建了一个新的数据框“价格”,它有 8 列代表“Money Ticker”的不同值。我想用相应日期的“最佳报价”值填充此数据框。我写了一个代码,但它远没有效率,甚至可能是错误的:
for j in range(0,price.shape[0]):
for i in range(0,optns.shape[0]):
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Call OTM 10%'):
price.loc[j,'Call OTM 10%']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Call OTM 7%'):
price.loc[j,'Call OTM 7%']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Call OTM 5%'):
price.loc[j,'Call OTM 5%']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Call ATM'):
price.loc[j,'Call ATM']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Put ATM'):
price.loc[j,'ATM']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Put OTM 5%'):
price.loc[j,'Put OTM 5%']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Put OTM 7%'):
price.loc[j,'Put OTM 7%']=optns.loc[i,'best_offer']
if (price.loc[j,'Date']==optns.loc[i,'Date']) and (optns.loc[i,'Money Ticker']== 'Put OTM 10%'):
price.loc[j,'Put OTM 10%']=optns.loc[i,'best_offer']
我该怎么做?谢谢!
【问题讨论】:
标签: pandas python-2.7 dataframe for-loop if-statement