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first_base_price.py

from pprint import pprint

import numpy as np
import pandas as pd


def fill_first_base_price_of_above_one_window(df, indices):
    df["window_base_price"].at[indices[-1]] = df["base_price"].at[indices[0]]


def mock_data(values):
    return pd.DataFrame({
        "base_price": values,
        "windowing_values": values ** 2,
        }
        )


df = mock_data(values=np.array([0.3, 4.3, 5.6, 2.1, 0.6, 0.7, 0.3, 1.4, 1.5, 0.9]))
pprint(df)
print("-" * 50)

df["window"] = df["windowing_values"] > 1
df["window"] = df["window"].astype(int)
df["window_base_price"] = np.nan

pprint(df)
print("-" * 50)

above_one_indices = df.groupby(["window"]).groups[True]
window_indices = df.groupby((df['window'].shift() != df['window']).cumsum()).groups

[
    fill_first_base_price_of_above_one_window(df, indices)
    for group_, indices in window_indices.items()
    if set(indices).issubset(above_one_indices)
    ]

pprint(df)