我的数据框看起来像这样:
timestamp topAsk topBid CPA midprice CPB spread s
0 2019-03-14 00:00:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
1 2019-03-14 00:01:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
2 2019-03-14 00:02:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
3 2019-03-14 00:03:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
4 2019-03-14 00:04:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
5 2019-03-14 00:05:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
6 2019-03-14 00:06:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
7 2019-03-14 00:07:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
8 2019-03-14 00:08:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
9 2019-03-14 00:09:00 0.00005000 0.00004957 0.00004979 0.00004979 0.00004979 4.3E-7 0.008636272343844145410725045190
当我尝试使用以下代码行添加新列时:df['gamma'] = ((df['midprice'] - df['CPB']) / df['spread'])
我有以下错误消息= Pandas error: [<class 'decimal.DivisionUndefined'>]
是因为我的专栏df['spread']
真的很小吗?我有点卡住了,谢谢!
df.info()显示:
decimal.InvalidOperation: [<class 'decimal.DivisionUndefined'>]
意味着你有一个使用0/0
值的Decimal
分区。通过首先测试df['spread']
是否为0很容易找到变通方法,但是你真的应该试着找出为什么以及如何将一个除数的值设为null。在那种情况下,我会使用NaN作为结果。代码可以是:
df['gamma'] = df.apply(lambda x:
(x['midprice'] - x['CPB']) / x['spread'] if x['spread'] != 0
else decimal.Decimal('NaN'), axis=1)