From http://stackoverflow.com/questions/10475488/calculating-crossing-intercept-points-of-a-series-or-dataframe

    Given a Series returns all the index values where the data values equal 
    the 'cross' value. 

    Direction can be 'rising' (for rising edge), 'falling' (for only falling 
    edge), or 'cross' for both edges

def cross(series, cross=0, direction='cross'):
    """
    From http://stackoverflow.com/questions/10475488/calculating-crossing-intercept-points-of-a-series-or-dataframe

    Given a Series returns all the index values where the data values equal 
    the 'cross' value. 

    Direction can be 'rising' (for rising edge), 'falling' (for only falling 
    edge), or 'cross' for both edges
    """
    # Find if values are above or bellow yvalue crossing:
    above=series.values > cross
    below=scipy.logical_not(above)
    left_shifted_above = above[1:]
    left_shifted_below = below[1:]
    x_crossings = []
    # Find indexes on left side of crossing point
    if direction == 'rising':
        idxs = (left_shifted_above & below[0:-1]).nonzero()[0]
    elif direction == 'falling':
        idxs = (left_shifted_below & above[0:-1]).nonzero()[0]
    else:
        rising = left_shifted_above & below[0:-1]
        falling = left_shifted_below & above[0:-1]
        idxs = (rising | falling).nonzero()[0]

    # Calculate x crossings with interpolation using formula for a line:
    x1 = series.index.values[idxs]
    x2 = series.index.values[idxs+1]
    y1 = series.values[idxs]
    y2 = series.values[idxs+1]
    x_crossings = (cross-y1)*(x2-x1)/(y2-y1) + x1

    return x_crossings