Comparing Pandas Dataframe Rows & Dropping rows with overlapping dates

Question

I have a dataframe filled with trades taken from a trading strategy. The logic in the trading strategy needs to be updated to ensure that trade isn\'t taken if the strategy

Answer 1

You should use some kind of boolean mask to do this kind of operation.

One way is to create a dummy column for the next trade:

df['EntryNextTrade'] = df['EntryDate'].shift()

Use this to create the mask:

msk = df['EntryNextTrade'] > df'[ExitDate']

And use loc to look at the subDataFrame where msk is True, and only the specified columns:

df.loc[msk, ['EntryDate', 'ExitDate']]