2017-07-25 46 views
1

以下是我的数据集填充,它是通用数据集的一个布尔子集x在数据子集上使用df.iterrows()

fills = x.loc[(x['price'] == min_bid) & (x['bid?'] == 'T') & (x['type'] == 'trade')] 

fills 
         time price bid? type id quantity 
2509 2017-01-03 16:00:38.185 38.25 T trade 2422 400.0 
2514 2017-01-03 16:00:59.849 38.25 T trade 2422 400.0 
2623 2017-01-03 16:05:08.626 38.25 T trade 2422 200.0 
2624 2017-01-03 16:05:09.295 38.25 T trade 2422 600.0 
2749 2017-01-03 16:10:25.262 38.25 T trade 2422 100.0 
2922 2017-01-03 16:18:56.218 38.25 T trade 2422 1500.0 
2947 2017-01-03 16:20:08.441 38.25 T trade 2422 200.0 
2953 2017-01-03 16:20:38.836 38.25 T trade 2422 400.0 
2995 2017-01-03 16:25:06.441 38.25 T trade 2422 200.0 
2997 2017-01-03 16:25:07.438 38.25 T trade 2422 1100.0 
3053 2017-01-03 16:29:47.373 38.25 T trade 2422 600.0 
3064 2017-01-03 16:29:54.444 38.25 T trade 4844 4700.0 
3066 2017-01-03 16:29:54.700 38.25 T trade 2422 100.0 

通过索引我想在这里实现的是循环罢了,并为每一行我想从X获得一些值添加到两个运行总计之一。

quantity_cleared = 0 
quantity_remaining = 0 

for index, rows in fills.iterrows(): 
    offer_size = x['quantity'][(x['price'] == min_bid + tick_size) & (x['bid?'] == 'F') & (x['type'] == 'quote')].loc[:row].iloc[-1] 
    trades_done = x['quantity'][(x['price'] == min_bid + tick_size) & (x['bid?'] == 'F') & (x['type'] == 'trade')].loc[row:].sum() 

    if trades_done >= offer_size: 
     quantity_cleared += fills['quantity']['row'] 
    else: 
     quantity_remaining += fills['quantity']['row'] 

我的代码返回错误:

SystemError: <class 'TypeError'> returned a result with an error set 

任何意见,将不胜感激。谢谢!

+0

你可以提供一个自包含的例子证明了什么问题? – BrenBarn

回答

0

经过一番修改之后,我发现解决这个问题的方法不是找到一种方法将数据子集交叉引用到通用集,而是通过以不同方式定义子集。所以,相反的:

for index, rows in fills.iterrows(): 

用途:

for index,row in x.iloc[fills.index].iterrows():