python - 排除未来信号

Question

我不知道我是否以正确的方式解决了这个问题 - 1 信号应该返回 1 买入，然后没有 1 买入，直到 -1 信号然后返回 -1 卖出。-1 卖出也是如此。有人有任何智能输入吗？

    df.loc[0, "Buy"] = 0
    x = 0
    for i in range(len(df)):
        if df.loc[i, "Signal"] == 1 and x == 0:
            df.loc[i, "Buy"] = 1
            x = 1
            y=0
        elif df.loc[i, "Signal"] == -1 and y == 0:
            df.loc[i, "Buy"] = -1
            x = 0
            y=1
        else:
            df.loc[i+1, "Buy"] = ""



Dataframe
Signal  Buy
0   
1       1
1   
1   
0   
0   
-1      -1
0   
0   
1       1
1   
0   
0   
-1      -1
0   
-1  
0   
-1  
0   
0   

标签： pythonpandas