假设我们有以下数据框：
timestamp open high low close delta atr last_index bearish bullish_turning_point
2 04-10-2024 01:54:44 18370.00 18377.75 18367.50 18376.00 32 0 1949 False True
5 04-10-2024 03:21:14 18376.50 18383.00 18375.25 18381.25 28 0 3899 False True
7 04-10-2024 04:38:54 18378.50 18386.25 18378.25 18385.50 133 0 5199 False True
9 04-10-2024 05:30:27 18384.00 18389.50 18378.75 18388.25 135 0 6499 False True
12 04-10-2024 06:06:12 18371.00 18378.00 18369.50 18378.00 130 0 8449 False True
14 04-10-2024 06:33:44 18372.25 18383.75 18372.00 18376.25 67 0 9749 False True
18 04-10-2024 07:21:14 18377.50 18387.75 18376.25 18380.00 8 0 12349 False True
22 04-10-2024 07:47:58 18388.00 18396.75 18385.25 18389.50 -30 0 14949 False True
25 04-10-2024 08:06:17 18390.75 18397.00 18387.50 18392.00 -25 0 16899 False True
28 04-10-2024 08:33:32 18384.75 18398.00 18383.25 18394.00 89 0 18849 False True
30 04-10-2024 08:54:35 18391.25 18403.00 18387.75 18399.25 84 0 20149 False True
34 04-10-2024 09:11:15 18388.75 18396.25 18385.75 18392.25 15 0 22749 False True
43 04-10-2024 10:02:22 18343.50 18350.50 18341.25 18350.50 113 0 28599 False True
46 04-10-2024 10:14:44 18352.00 18361.75 18352.00 18360.00 -42 0 30549 False True
49 04-10-2024 10:35:49 18354.00 18361.25 18347.75 18358.00 49 0 32499 False True
52 04-10-2024 10:54:18 18362.25 18372.00 18361.50 18372.00 180 0 34449 False True
56 04-10-2024 11:12:32 18369.25 18379.50 18367.00 18376.50 78 0 37049 False True
59 04-10-2024 11:27:27 18370.00 18376.50 18367.50 18373.25 54 0 38999 False True
65 04-10-2024 12:01:53 18377.75 18388.25 18377.50 18383.25 108 0 42899 False True
73 04-10-2024 12:25:04 18382.00 18386.25 18381.00 18384.75 65 0 48099 False True
如何找到每行之前距离“open”最近的“最近”？例如
对于第 30 行 (
closeopencloseopen尝试：
def find_closest_value(idx):
g = df.loc[: idx.iat[-1]]
close_ = g.loc[idx.iat[-1], "close"]
closest_open_to_close = (g.loc[: idx.iat[-2], "open"] - close_).abs().argmin()
return g.index[closest_open_to_close]
df["nearest"] = df.index.to_frame().expanding(min_periods=2).apply(find_closest_value)
print(df)
打印：
timestamp open high low close delta atr last_index bearish bullish_turning_point nearest
2 04-10-2024 01:54:44 18370.00 18377.75 18367.50 18376.00 32 0 1949 False True NaN
5 04-10-2024 03:21:14 18376.50 18383.00 18375.25 18381.25 28 0 3899 False True 2.0
7 04-10-2024 04:38:54 18378.50 18386.25 18378.25 18385.50 133 0 5199 False True 5.0
9 04-10-2024 05:30:27 18384.00 18389.50 18378.75 18388.25 135 0 6499 False True 7.0
12 04-10-2024 06:06:12 18371.00 18378.00 18369.50 18378.00 130 0 8449 False True 7.0
14 04-10-2024 06:33:44 18372.25 18383.75 18372.00 18376.25 67 0 9749 False True 5.0
18 04-10-2024 07:21:14 18377.50 18387.75 18376.25 18380.00 8 0 12349 False True 7.0
22 04-10-2024 07:47:58 18388.00 18396.75 18385.25 18389.50 -30 0 14949 False True 9.0
25 04-10-2024 08:06:17 18390.75 18397.00 18387.50 18392.00 -25 0 16899 False True 22.0
28 04-10-2024 08:33:32 18384.75 18398.00 18383.25 18394.00 89 0 18849 False True 25.0
30 04-10-2024 08:54:35 18391.25 18403.00 18387.75 18399.25 84 0 20149 False True 25.0
34 04-10-2024 09:11:15 18388.75 18396.25 18385.75 18392.25 15 0 22749 False True 30.0
43 04-10-2024 10:02:22 18343.50 18350.50 18341.25 18350.50 113 0 28599 False True 2.0
46 04-10-2024 10:14:44 18352.00 18361.75 18352.00 18360.00 -42 0 30549 False True 2.0
49 04-10-2024 10:35:49 18354.00 18361.25 18347.75 18358.00 49 0 32499 False True 46.0
52 04-10-2024 10:54:18 18362.25 18372.00 18361.50 18372.00 180 0 34449 False True 14.0
56 04-10-2024 11:12:32 18369.25 18379.50 18367.00 18376.50 78 0 37049 False True 5.0
59 04-10-2024 11:27:27 18370.00 18376.50 18367.50 18373.25 54 0 38999 False True 14.0
65 04-10-2024 12:01:53 18377.75 18388.25 18377.50 18383.25 108 0 42899 False True 9.0
73 04-10-2024 12:25:04 18382.00 18386.25 18381.00 18384.75 65 0 48099 False True 28.0