[pandas] accumulate column and reset everyday

from io import StringIO
import pandas as pd
import numpy as np

text = """time       price  quantity  initiator
2016-07-13 16:19:31   6.20      8000         B
2016-07-13 16:19:45   6.19      5176         S
2016-07-13 16:25:08   6.24     15000         NaN
2016-07-13 16:25:08   6.24      2847         S
2016-07-13 16:25:08   6.24     39829         B
2016-07-13 16:25:08   6.24      2398         B
2016-07-13 16:25:08   6.24      1844         NaN
2016-07-13 16:25:08   6.24      9538         S
2016-07-13 16:25:08   6.24       459         B
2016-07-13 16:25:08   6.24      1082         B
2016-07-14 16:19:31   6.20      8000         B
2016-07-14 16:19:45   6.19      5176         S
2016-07-14 16:25:08   6.24     15000         NaN
2016-07-14 16:25:08   6.24      2847         S
2016-07-14 16:25:08   6.24     39829         B
2016-07-14 16:25:08   6.24      2398         B
2016-07-14 16:25:08   6.24      1844         NaN
2016-07-14 16:25:08   6.24      9538         S
2016-07-14 16:25:08   6.24       459         B
2016-07-14 16:25:08   6.24      1082         B"""
df = pd.read_csv(StringIO(text), sep='\s{2,}', engine='python', index_col=0, parse_dates=[0])

# B: add; S: subtract; NaN: do nothing
"""
Use np.where() and notnull to create series of [-1, 0, 1]s.
Multiply this series by df.quantity and use cumsum()
"""
def accumulator(df):
    initiator = np.where(df.initiator == 'B', 1, -1) * df.initiator.notnull()
    return pd.DataFrame((df.quantity * initiator).cumsum(), df.index, ['acc_quantity'])

pd.concat([df, df.groupby(df.index.strftime('%Y-%m-%d')).apply(accumulator)], axis=1)