2022-08-22

Pandas Similar rows Search

How would I filter data on multiple criteria through the spreadsheet using python(pandas)?

I am trying to filter transactions with all Curr1=USD, where Trade Time within 1 minute, Have the same Notional 1 and have the Price within .5% spread between transactions. Then the row with the furthest(highest) Maturity would be moved to a different Sheet in excel.

Example of the data: GoogleDrive Excel File

Thank you in advance!



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