I need to create a column with the max of the value in column A and the value of the row before of column B. This will provide a list of max values which is updated over the time.

I was thinking writing this code:

SPY['Peak Equity']=SPY['Close price']-SPY['Peak Equity'].shift(-1)

but it doesn't work.

Could you please help me? Many thanks in advance!

Yes I'm a beginner ... :-)

CodePudding user response：

I think expanding is what you are looking for.

SPY['Peak Equity'] = SPY['Close Price'].expanding(1).max()

You can see detail of expanding function here: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.rolling.html

CodePudding user response：

Your question is a bit unclear, but it seems like you're looking for .cummax():

With a df like

df = pd.DataFrame({"A": [2, 1, 2, 3, 1, 5, 4, 7]})

   A
0  2
1  1
2  2
3  3
4  1
5  5
6  4
7  7

this

df["B"] = df["A"].cummax()

gives you

   A  B
0  2  2
1  1  2
2  2  2
3  3  3
4  1  3
5  5  5
6  4  5
7  7  7