Home How to get the previous rows close and apply it to the next row in a new column called previous close

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How to get the previous rows close and apply it to the next row in a new column called previous close

May 14, 2022

I have a bunch of daily ohlc data like so:

date,volume,open,close,high,low
2022-05-02,1756159.0,118.38,119.57,120.34,116.49
2022-05-03,3217838.0,119.72,122.4,123.98,119.09
2022-05-04,2460350.0,121.69,126.3,126.69,121.44
2022-05-05,2123645.0,124.62,122.15,125.21,120.8
2022-05-06,1629034.0,120.88,121.08,121.88,118.0
2022-05-09,1861704.0,119.13,113.11,119.13,112.64
2022-05-10,2141753.0,115.44,116.64,117.94,113.14
2022-05-11,1607013.0,115.7,113.99,118.0,113.84
2022-05-12,1338023.0,113.61,116.13,116.25,112.78
2022-05-13,1328411.0,117.38,119.38,120.715,117.27

I want to return a new dataframe which contains a new column called previous close, which will be set to the close of the previous day.

I’ve tried:

     final_df.loc[0, 'previous close'] = final_df.loc[0, 'c']

        for i in range(1, len(df)):
            final_df.loc[i, 'previouse close'] = df.loc[i-1, 'c']

And using np.where() but I’ve had no luck. Here’s an example of how I need it to look:

|------------|-----------|--------|--------|---------|--------|----------------|
| date       | volume    | open   | close  | high    | low    | previous close |
|------------|-----------|--------|--------|---------|--------|----------------|
| 2022-05-02 | 1756159.0 | 118.38 | 119.57 |  120.34 | 116.49 |                |
|------------|-----------|--------|--------|---------|--------|----------------|
| 2022-05-03 | 3217838.0 | 119.72 |  122.4 |  123.98 | 119.09 |         119.57 |
|------------|-----------|--------|--------|---------|--------|----------------|
| 2022-05-04 | 2460350.0 | 121.69 |  126.3 |  126.69 | 121.44 |         122.4  |
|------------|-----------|--------|--------|---------|--------|----------------|
| 2022-05-05 | 2123645.0 | 124.62 | 122.15 |  125.21 |  120.8 |         126.3  |
|------------|-----------|--------|--------|---------|--------|----------------|
| 2022-05-06 | 1629034.0 | 120.88 | 121.08 |  121.88 |  118.0 |        122.15  |
|------------|-----------|--------|--------|---------|--------|----------------|

>Solution :

You can use Series.shift

df['previous close'] = df['close'].shift()

If you want to fill the row only when date difference is exactly 1 day

df['date'] = pd.to_datetime(df['date'])
df['previous close'] = df['close'].shift().mask(df['date'].diff().ne(pd.Timedelta(days=1)), pd.NA)

print(df)

        date     volume    open   close     high     low  previous close
0 2022-05-02  1756159.0  118.38  119.57  120.340  116.49             NaN
1 2022-05-03  3217838.0  119.72  122.40  123.980  119.09          119.57
2 2022-05-04  2460350.0  121.69  126.30  126.690  121.44          122.40
3 2022-05-05  2123645.0  124.62  122.15  125.210  120.80          126.30
4 2022-05-06  1629034.0  120.88  121.08  121.880  118.00          122.15
5 2022-05-09  1861704.0  119.13  113.11  119.130  112.64             NaN
6 2022-05-10  2141753.0  115.44  116.64  117.940  113.14          113.11
7 2022-05-11  1607013.0  115.70  113.99  118.000  113.84          116.64
8 2022-05-12  1338023.0  113.61  116.13  116.250  112.78          113.99
9 2022-05-13  1328411.0  117.38  119.38  120.715  117.27          116.13