У меня есть фрейм данных, который выглядит следующим образом:
underlyingSymbol symbol description averagePrice marketValue putCall shortQuantity longQuantity
0 COST COST_071720P285 COST Jul 17 2020 285.0 Put 1.947 0.080 PUT 0.0 1.0
1 COST COST_071720P290 COST Jul 17 2020 290.0 Put 2.493 -0.115 PUT 1.0 0.0
2 COST COST_071720C330 COST Jul 17 2020 330.0 Call 2.383 -2.370 CALL 1.0 0.0
3 COST COST_071720C335 COST Jul 17 2020 335.0 Call 1.587 1.200 CALL 0.0 1.0
4 GLD GLD_071720P151 GLD Jul 17 2020 151.0 Put 0.887 0.015 PUT 0.0 1.0
5 GLD GLD_071720P154 GLD Jul 17 2020 154.0 Put 1.413 -0.020 PUT 1.0 0.0
6 GLD GLD_071720C169 GLD Jul 17 2020 169.0 Call 1.583 -1.655 CALL 1.0 0.0
7 GLD GLD_071720C172 GLD Jul 17 2020 172.0 Call 1.137 0.450 CALL 0.0 1.0
Я пытался перевернуть знаки в столбце averagePrice
, но только если shortQuantity
больше longQuantity
Предполагается, что это будет конечный результат:
underlyingSymbol symbol description averagePrice marketValue putCall shortQuantity longQuantity
0 COST COST_071720P285 COST Jul 17 2020 285.0 Put 1.947 0.080 PUT 0.0 1.0
1 COST COST_071720P290 COST Jul 17 2020 290.0 Put -2.493 -0.115 PUT 1.0 0.0
2 COST COST_071720C330 COST Jul 17 2020 330.0 Call -2.383 -2.370 CALL 1.0 0.0
3 COST COST_071720C335 COST Jul 17 2020 335.0 Call 1.587 1.200 CALL 0.0 1.0
4 GLD GLD_071720P151 GLD Jul 17 2020 151.0 Put 0.887 0.015 PUT 0.0 1.0
5 GLD GLD_071720P154 GLD Jul 17 2020 154.0 Put -1.413 -0.020 PUT 1.0 0.0
6 GLD GLD_071720C169 GLD Jul 17 2020 169.0 Call -1.583 -1.655 CALL 1.0 0.0
7 GLD GLD_071720C172 GLD Jul 17 2020 172.0 Call 1.137 0.450 CALL 0.0 1.0