滑累计和python

问题描述

Open time   Open    High    Low Closing_price_usdt  Volume_usdt
2019-12-30-22H  7265.24 7281.33 7256.58 7269.04 5643397.6053299
2019-12-30-23H  7269.04 7288.88 7266.02 7276.47 3496291.56664438
2019-12-31-00H  7277.57 7285.49 7239.0  7246.0  5480337.35603218
2019-12-31-01H  7246.0  7255.0  7200.0  7251.0  12944037.55061038
2019-12-31-02H  7251.0  7269.0  7245.0  7265.4  6574092.80269061
2019-12-31-03H  7264.96 7266.74 7225.34 7246.99 5331202.45221019
2019-12-31-04H  7247.01 7250.0  7221.0  7236.39 4508747.90607631
2019-12-31-05H  7236.6  7263.15 7228.4  7240.37 5609366.20613776
2019-12-31-06H  7240.21 7268.48 7240.09 7264.06 4719385.57010436
2019-12-31-07H  7264.05 7267.0  7243.94 7244.98 4840785.79801116
2019-12-31-08H  7244.72 7255.02 7236.01 7250.37 4149434.68258942

我想创建一个名为“ R”的新列，以获取仅按14个周期计算的（数量*价格）.cumsum（）和volume.cumsum（）。湿滑的14期。换句话说，仅在14个周期内获得累计金额。

volume = df['Volume_usdt']
price = df['Closing_price_usdt']
df['R'] = ((volume * price).cumsum() / volume.cumsum()).ffill()

谢谢

解决方法

Open time   Open    High    Low Closing_price_usdt  Volume_usdt R
2019-12-30-22H  7265.24 7281.33 7256.58 7269.04 5643397.6053299 119994.4289267424
2019-12-30-23H  7269.04 7288.88 7266.02 7276.47 3496291.56664438    119993.58885296652
2019-12-31-00H  7277.57 7285.49 7239.0  7246.0  5480337.35603218    119992.77877982403
2019-12-31-01H  7246.0  7255.0  7200.0  7251.0  12944037.55061038   119991.99352517813
2019-12-31-02H  7251.0  7269.0  7245.0  7265.4  6574092.80269061    119991.22161482804
2019-12-31-03H  7264.96 7266.74 7225.34 7246.99 5331202.45221019    119990.46819418059
2019-12-31-04H  7247.01 7250.0  7221.0  7236.39 4508747.90607631    119989.777319988
2019-12-31-05H  7236.6  7263.15 7228.4  7240.37 5609366.20613776    119989.10188507008
2019-12-31-06H  7240.21 7268.48 7240.09 7264.06 4719385.57010436    119988.51559211954
2019-12-31-07H  7264.05 7267.0  7243.94 7244.98 4840785.79801116    119988.00414524872
2019-12-31-08H  7244.72 7255.02 7236.01 7250.37 4149434.68258942    119987.51608594923
2019-12-31-09H  7250.3  7250.54 7223.36 7229.18 6587934.91085111    119987.02424826368
2019-12-31-10H  7229.84 7244.0  7219.07 7229.2  12442827.1189019    119986.48999096375
2019-12-31-11H  7229.2  7255.15 7217.5  7245.01 8102199.20236629    119985.95738604155
2019-12-31-12H  7244.08 7256.94 7236.02 7243.39 5415351.79554907    119985.4254179181
2019-12-31-13H  7243.64 7248.0  7222.14 7247.99 6286547.0197346 119984.87618273347
2019-12-31-14H  7247.99 7252.0  7235.63 7239.43 7230857.23602761    119984.31644376695
2019-12-31-15H  7239.14 7320.0  7230.63 7237.68 22666262.73763661   119983.69886205425
2019-12-31-16H  7237.44 7261.02 7188.88 7195.96 21634828.47295358   119982.98965081113
2019-12-31-17H  7195.0  7225.62 7186.77 7211.49 7153008.84544945    119982.26831325727
2019-12-31-18H  7212.45 7213.56 7151.0  7168.12 11591594.57384476   119981.5021412825
2019-12-31-19H  7167.72 7174.04 7145.01 7168.86 9220725.5526175 119980.71148398018
2019-12-31-20H  7169.32 7185.0  7156.85 7173.32 5476270.84769673    119979.91252483618
2019-12-31-21H  7173.75 7187.89 7165.1  7176.41 3646460.18756114    119979.1179446736
2019-12-31-22H  7176.51 7188.93 7171.01 7186.19 2946479.05108401    119978.3280287224
2019-12-31-23H  7185.92 7208.41 7181.78 7200.48 4684235.22473528    119977.54853467083
2020-01-01-00H  7200.52 7206.29 7185.76 7195.23 3755763.59960018    119976.82049999568
2020-01-01-01H  7195.24 7196.25 7175.46 7177.02 3675856.57948543    119976.11691738569
2020-01-01-02H  7176.47 7230.0  7175.71 7216.27 6365952.54111276    119975.40658628644
2020-01-01-03H  7215.52 7244.87 7211.41 7242.85 4736719.38819138    119974.70558206929
2020-01-01-04H  7242.66 7245.0  7220.0  7225.01 5667367.29300603    119974.01365676238
2020-01-01-05H  7225.0  7230.0  7215.03 7217.27 3379093.84979077    119973.43902784
2020-01-01-06H  7217.26 7229.76 7216.65 7224.21 2489507.24663728    119972.98221449331
2020-01-01-07H  7224.24 7236.27 7221.51 7225.62 4493048.24570801    119972.54199323399
2020-01-01-08H  7225.88 7232.94 7199.11 7209.83 4528532.93295699    119972.14576063966
2020-01-01-09H  7209.83 7210.0  7180.0  7200.64 6584766.36902302    119971.76622711321
2020-01-01-10H  7200.29 7210.51 7188.0  7188.77 4580279.61372286    119971.39245794505
2020-01-01-11H  7189.07 7210.0  7185.2  7202.0  3872434.23941144    119971.01783386005