你可以groupby通过自定义使用Series：

df = pd.DataFrame({'a': [1, 1, -1, 1, -1, -1]})
print (df)
   a
0  1
1  1
2 -1
3  1
4 -1
5 -1

print ((df.a != df.a.shift()).cumsum())
0    1
1    1
2    2
3    3
4    4
5    4
Name: a, dtype: int32

for i, g in df.groupby([(df.a != df.a.shift()).cumsum()]):
    print (i)
    print (g)
    print (g.a.tolist())

   a
0  1
1  1
[1, 1]
2
   a
2 -1
[-1]
3
   a
3  1
[1]
4
   a
4 -1
5 -1
[-1, -1]