df_filtered = df.query('a > 0 and 0 < b < 2')

#If you need to refer to python variables in your query, the documentation says, "You can refer to variables in the environment by prefixing them with an ‘@’ character like @a + b". Note that the following are valid: df.query('a in list([1,2])'), s = set([1,2]); df.query('a in @s'). – 
#teichert