How to implement flipflop logic for buy / sell signals using NaN and fill in python pandas?
I have two series of buy and sell signals in my python dataframe. Logic is the trigger I am trying to implement - I can only sell after I buy, and I cannot buy before I have already sold. So basically, 1 and -1 should only happen after they've already happened.
buy = [ 0, 0, 0, 1, 0, 0, 1, 1, 1, 0, 0, 0, 1, 0]
sell = [ 0, 0, 0, -1, -1, 0, 0, 0, 0, 0, 0, 0, -1, 0]
expected = [ 0, 0, 0, 1, -1, 0, 1, 0, 0, 0, 0, 0, -1, 0]
How can I do this without a for loop? Perhaps with vectors + fillna + NaN values or merge?
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