how to get correct row data with certain restrict in pandas? - pandas

Question

I want to extract the correct row based on certain condition.
The dataframe contains a column entry with the entry signals.
A valid entry only when there is no order in market. Therefore, only the first signal is valid in two consecutive signals
A valid exit is 5 bars later after entry.
Here is my code and dataframe
import pandas as pd
df = pd.DataFrame({'entry':[0,1,0,1,0,0,0,1,0,0,0,0,0,0]})
df['exit'] = df['entry'].shift(5)
df['state'] = np.select([df['entry'] == 1, df['exit'] == 1], [1, 0], default=np.nan)
df['state'].ffill(inplace=True)
df['state'].fillna(value=0, inplace=True)
df['change'] = df['state'].diff()
print(df)
entrysig = df[df['change'].eq(1)]
exitsig = df[df['change'].eq(-1)]
tradelist = pd.DataFrame({'entry': entrysig.index, 'exit': exitsig.index})
tradelist['wantedexit'] = [6, 12]
print(tradelist)
The output is like :
entry exit state change
0 0 NaN 0.0 NaN
1 1 NaN 1.0 1.0
2 0 NaN 1.0 0.0
3 1 NaN 1.0 0.0
4 0 NaN 1.0 0.0
5 0 0.0 1.0 0.0
6 0 1.0 0.0 -1.0
7 1 0.0 1.0 1.0
8 0 1.0 0.0 -1.0
9 0 0.0 0.0 0.0
10 0 0.0 0.0 0.0
11 0 0.0 0.0 0.0
12 0 1.0 0.0 0.0
13 0 0.0 0.0 0.0
entry exit wantedexit
0 1 6 6
1 7 8 12
In this example, the first trade entered at bar 1 exit at 6 is correct, it enters at bar 1 and exit after 5 bars which is 6.
The entry on bar 3 is ignored because there is currently an order in market which entered at bar 1.
The second trade entered at bar 7 and exit bar 8 is not correct, because the trade only last for 1 bar while my condition is to exit after 5 bars.
The exit at bar 8 is there because there is an invalid signal at bar 3.
The 'wantedexit' column should be the correct exit bar index.