How to fiind the earliest value in OHLC data if condition satisfies and fetch it's index?

Question

I am dealing with OHLC data of a stock in pandas. I have set 'date' column as index. Other columns are - open, high, low and close.

low = df['2021']['low'][0] shall give first value in low column/first low of year 2021

How do I find the earliest value in 'high' column which is 1000 pts away & falls after the date of low. For example, if such first low is 12000, How do I fetch first high that's bigger than 13000(12000+1000) ?

Also, how to fetch index of such high when found?

I'm a beginner in python/pandas. Any suggestions would be welcome. Thank you.

[try to add a data and expected df](https://stackoverflow.com/questions/20109391/how-to-make-good-reproducible-pandas-examples) — Danila Ganchar, Oct 04 '21 at 14:35

score 1 · Accepted Answer · answered Oct 04 '21 at 15:07

1

The first low in 2021

first_low = df.loc["2021","Low"][0]

The first occurrence High is higher than +1000:

df.loc["2021":].query(f"High>{first_low+1000}").head(1).index

The "2021": has the : incase you would have to look even further in time for such a condition, irrelevant for 2021, but it could still be helpful.

answered Oct 04 '21 at 15:07

Borut Flis

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That worked like a charm. Thank you! – Rishabh Sahni Oct 05 '21 at 17:33
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Could you please tell me how do I convert the grabbed index inta string so that I could use it to slice the dataframe? – Rishabh Sahni Oct 05 '21 at 17:34
put it in str(). – Borut Flis Oct 05 '21 at 17:49
I did but output is DatetimeIndex(['2021-05-24 03:45:00+00:00'], dtype='datetime64[ns, UTC]', name='time', freq=None) I just want to grab '2021-05-24 03:45:00+00:00' as a string. – Rishabh Sahni Oct 05 '21 at 17:57

How to fiind the earliest value in OHLC data if condition satisfies and fetch it's index?

1 Answers1