[Python] Find minimum and maximum values in OHLC data

I would like to find (in python) the local minimum and maximum values in OHLC data, under the condition that the distance between these values is at least +-5%.

Temporal Condition

Note that

• for an UP movement (close>open), low price comes BEFORE high price
• for a DOWN movement (close<open), low price comes AFTER high price

The best way to explain what I would like to achieve is by a graphical example:



OHLC data is in this format:

open_time open high low close
2023-07-02 0.12800000 0.12800000 0.12090000 0.12390000
2023-07-03 0.12360000 0.13050000 0.12220000 0.12830000
2023-07-04 0.12830000 0.12830000 0.12320000 0.12410000
2023-07-05 0.12410000 0.12530000 0.11800000 0.11980000
2023-07-06 0.11990000 0.12270000 0.11470000 0.11500000


The result should be something like:

date1 val1 date2 val2 <---up
date2 val2 date3 val3 <---down
date3 val3 date4 val4 <---up
date4 val4 date5 val5 <---down
.
.
.


As for the data in the example the result should be:

2023-07-02 0.1280 2023-07-02 0.1209 -5.55%
2023-07-02 0.1209 2023-07-03 0.1305 7.94%
2023-07-03 0.1305 2023-07-06 0.1147 -12.11%


Is there a name for this task?


ADDENDUM

I add a new example, with a different condition (+-3%).

This is the data:

2022-02-25 38340.4200 39699.0000 38038.4600 39237.0600
2022-02-26 39237.0700 40300.0000 38600.4600 39138.1100
2022-02-27 39138.1100 39881.7700 37027.5500 37714.4300
2022-02-28 37714.4200 44200.0000 37468.2800 43181.2700
2022-03-01 43176.4100 44968.1300 42838.6800 44434.0900


And the final result shold be:

2022-02-25 38038 2022-02-26 40300 5.95%
2022-02-26 40300 2022-02-26 38600 -4.22%
2022-02-26 38600 2022-02-27 39881 3.32%
2022-02-27 39881 2022-02-27 37027 -7.16%
2022-02-27 37027 2022-02-28 44200 19.37%
2022-02-28 44200 2022-03-01 42838 -3.08%

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