I have python pandas data frame
trades = pd.DataFrame({"Qty":[-25,0,25,50,75,0,25,0,-25,0,-25,-50,0,-25,50,0]})
print trades
Qty
0 -25
1 0
2 25
3 50
4 75
5 0
6 25
7 0
8 -25
9 0
10 -25
11 -50
12 0
13 -25
14 50
15 0
Qty is cummulative qty sold/bought, when it goes to 0, the position is flat.
I want to assign group ids, so that I can extract executed trades from the orders placed.
Qty Trade_Group
0 -25 1
1 0 1
2 25 2
3 50 2
4 75 2
5 0 2
6 25 3
7 0 3
8 -25 4
9 0 4
10 -25 5
11 -50 5
12 0 5
13 -25 6
14 50 6
15 0 6
With out explicity iterating through rows and assigning Trade_Group values, how can I construct Trade_group column?
Thanks for the time!