Is numpy accumulate the right thing for this?

I've got a pandas.Series of integers that looks like this:

1959-09-22    191.0
1959-09-23    196.0
1959-09-24    222.0
1959-09-25    232.0
1959-09-28    232.0
1959-09-29    242.0
1959-09-30    241.0
1959-10-01    247.0
1959-10-02    251.0
1959-10-05    275.0
1959-10-06    294.0
1959-10-07    313.0
1959-10-08    332.0
1959-10-09    343.0
1959-10-12    346.0
1959-10-13    344.0
1959-10-14    351.0
1959-10-15    336.0
1959-10-16    330.0
1959-10-19    319.0
1959-10-20    329.0
1959-10-21    356.0
1959-10-22    374.0

What I want to do is process this list so the difference between consecutive integers is never less than 10%. If it is, then keep the last value until the difference exceeds 10% from the current value.

What is the most pythonic way of doing this?

As some background, this is a list of financial positions, and the idea is to reduce trading costs by not trading small differences in overall position.