<p>您可以使用<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.rolling_max.html" rel="nofollow">^{<cd1>}</a>和<a href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.rolling_min.html" rel="nofollow">^{<cd2>}</a>:</p>
<pre><code>>>> df["3-Day-High"] = pd.rolling_max(df.High, window=3, min_periods=1)
>>> df["3-Day-Low"] = pd.rolling_min(df.Low, window=3, min_periods=1)
>>> df
Open High Low Close Volume 3-Day-High 3-Day-Low
Date
2015-07-01 273.6 273.6 273.6 273.6 0 273.6 273.6
2015-07-02 276.0 276.0 267.0 268.6 15808300 276.0 267.0
2015-07-03 268.8 269.0 256.6 259.8 20255200 276.0 256.6
2015-07-06 261.0 261.8 223.0 235.0 53285100 276.0 223.0
2015-07-07 237.2 237.8 218.4 222.0 38001700 269.0 218.4
2015-07-08 207.0 219.4 196.0 203.4 48558100 261.8 196.0
2015-07-09 207.4 233.8 204.2 233.6 37835900 237.8 196.0
2015-07-10 235.4 244.8 233.8 239.2 23299900 244.8 196.0
</code></pre>
<p>请注意,与您的示例一致,这将使用最后三个<em>记录的天数</em>,而不管这些行之间的任何间隔的大小(例如07-03和07-06之间)。在</p>