I have the following data and I am trying the following code:
Name Sensex_index Start_Date End_Date
AAA 0.5 20/08/2016 25/09/2016
AAA 0.8 26/08/2016 29/08/2016
AAA 0.4 30/08/2016 31/08/2016
AAA 0.9 01/09/2016 05/09/2016
AAA 0.5 12/09/2016 22/09/2016
AAA 0.3 24/09/2016 29/09/2016
ABC 0.9 01/01/2017 15/01/2017
ABC 0.5 23/01/2017 30/01/2017
ABC 0.7 02/02/2017 15/03/2017
so what i do is, If the sensex index of (with same name) increases from lower index and moves to higher index, then the Termination date is the previous value, for example, I am looking for the following output. To find the actual start and termination date from the above datatype.
Name Sensex_index Actual_Start Termination_Date
AAA 0.5 20/08/2016 31/08/2016
AAA 0.8 20/08/2016 31/08/2016
AAA 0.4 20/08/2016 31/08/2016 [high to low; low to high,terminate]
AAA 0.9 01/09/2016 29/09/2016
AAA 0.5 01/09/2016 29/09/2016
AAA 0.3 01/09/2016 29/09/2016 [end of AAA]
ABC 0.9 01/01/2017 30/01/2017
ABC 0.5 01/01/2017 30/01/2017 [high to low; low to high,terminate]
ABC 0.7 02/02/2017 15/03/2017 [end of ABC]
I use the following code which was working before but now i get index error,
#Find the rows where price change from high to low and then to high
df['change'] = df.groupby('Name')['Sensex_index'].apply(lambda x: x.rolling(3,center=True).apply(lambda y: True if (y[1]<y[0] and y[1]<y[2]) else False))
#Find the last row for each name
df.iloc[df.groupby('Name')['change'].tail(1).index, -1] = 1.0
#Set End_Date as Termination_Date for those changing points
df['Termination_Date'] = df.apply(lambda x: x.End_Date if x.change>0 else np.nan, axis=1)
#Set Actual_Start
df['Actual_Start'] = df.apply(lambda x: x.Start_Date if (x.name==0
or x.Name!=
df.iloc[x.name-1]['Name']
or df.iloc[x.name-1]['change']>0)
else np.nan, axis=1)
#back fill the Termination_Date for other rows.
df.Termination_Date.fillna(method='bfill', inplace=True)
#forward fill the Actual_Start for other rows.
df.Actual_Start.fillna(method='ffill', inplace=True)
print(df)
I get the following error:
File "/usr/local/lib/python2.7/dist-packages/pandas/core/indexing.py", line 1554, in _is_valid_list_like
raise IndexError("positional indexers are out-of-bounds")
Index Error!
IndexError: positional indexers are out-of-bounds