'how to calculate the rolling profit in a python pandas dataframe column?
I have buy and sell signals coming through and I want to calculate the rolling profit of those signals. I have a price and signal column and I want the rolling profit column to look something like this:
price signal Rolling_profit
50 buy 0
45 nan 0
30 nan 0
25 nan 0
75 sell 25
25 buy 0
30 nan 0
45 sell 45
Now the idea I had was to turn the sell signal prices negative and get the buy signal prices and just calculate the cumilative sum but that isnt necessarily the profit, is there a clean way to do this?
Solution 1:[1]
It is possible to use cumulative sum over a DataFrame.
sg['prof']=(sg['price']*(sg['sg'].map({'buy':-1,'sell':1}))).cumsum(axis=0)
Sources
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Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | Y U |