In python, how can I reference the previous row and calculate something against it? Specifically, I am working with dataframes in pandas - I have a data frame full of stock price information that looks like this:
Date Close Adj Close
251 2011-01-03 147.48 143.25
250 2011-01-04 147.64 143.41
249 2011-01-05 147.05 142.83
248 2011-01-06 148.66 144.40
247 2011-01-07 147.93 143.69
Here is how I created this dataframe:
url = 'http://ichart.finance.yahoo.com/table.csv?s=IBM&a=00&b=1&c=2011&d=11&e=31&f=2011&g=d&ignore=.csv'
data = data = pandas.read_csv(url)
## now I sorted the data frame ascending by date
data = data.sort(columns='Date')
Starting with row number 2, or in this case, I guess it's 250 (PS - is that the index?), I want to calculate the difference between 2011-01-03 and 2011-01-04, for every entry in this dataframe. I believe the appropriate way is to write a function that takes the current row, then figures out the previous row, and calculates the difference between them, the use the pandas apply the function to update the dataframe with the value.
Is that the right approach? If so, should I be using the index to determine the difference? (note - I'm still in python beginner mode, so index may not be the right term, nor even the correct way to implement this)