如何计算每天52周的熊猫高/低?

问题描述：

我有一个具有典型OHLC值的简单数据框.我想从中计算每天52周的高/低(或其他时间范围)，并将结果放入数据框，以便我可以跟踪所有记录的高/低的每日走势.

I have a simple dataframe with typical OHLC values. I want to calculate daily 52 weeks high/low (or other time range) from it and put the result into a dataframe, so that I can track the daily movement of all record high/low.

例如，如果时间范围仅为3天，则3天的高/低将为: (三天最高价:最近三天的最高最高价")

For example, if the time range is just 3-day, the 3-day high/low would be: (3-Day High: Maximum 'High' value in the last 3 days)

Out[21]: 
             Open   High    Low  Close    Volume  3-Day-High 3-Day-Low 
Date                                                       
2015-07-01  273.6  273.6  273.6  273.6         0       273.6     273.6
2015-07-02  276.0  276.0  267.0  268.6  15808300       276.0     267.0
2015-07-03  268.8  269.0  256.6  259.8  20255200       276.0     256.6
2015-07-06  261.0  261.8  223.0  235.0  53285100       276.0     223.0
2015-07-07  237.2  237.8  218.4  222.0  38001700       269.0     218.4
2015-07-08  207.0  219.4  196.0  203.4  48558100       261.8     196.0
2015-07-09  207.4  233.8  204.2  233.6  37835900       237.8     196.0
2015-07-10  235.4  244.8  233.8  239.2  23299900       244.8     196.0

有什么简单的方法可以做到吗?谢谢大家！

Is there any simple way to do it and how? Thanks guys!

答

上述方法已在最新版本的python中替换. 改用这个: Series.rolling(min_periods = 1，window = 252，center = False).max()

The above method has been replaced in the latest versions of the python Use this instead: Series.rolling(min_periods=1, window=252, center=False).max()

如何计算每天52周的熊猫高/低?

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