pandas resample / TimeGrouper中的错误
[英]Bug in pandas resample/TimeGrouper
问题描述
Here is a reproducible example: 
这是一个可重复的例子：
from pandas import DataFrame, Timestamp, TimeGrouper
i = [Timestamp('2015-10-07 03:50:01.543999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:02.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:02.180000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:04.380000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:14.744000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:17.380000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:19.860000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:19.996000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:32.823999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:41.956000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:41.956000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.828000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:46.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:49.047999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:53.668000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:53.668000+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'),
Timestamp('2015-10-07 03:50:55.464000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:57.123999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:02.127999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:02.327999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:07.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:07.484000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.520000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:16.996000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:16.996000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:23.888000+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:24.671999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:26.719999+0000', tz='UTC'),
Timestamp('2015-10-07 03:51:26.719999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:29.924000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.888000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:05.888000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:29.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:33.676000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:33.987999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:33.987999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:33.248000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:48.259999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:48.259999+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'),
Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:59.743999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:00.244000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:00.248000+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:00.356000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:00.380000+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:03.012000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:14.055999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:18.447999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:18.447999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:18.472000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:18.472000+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:27.259999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.840000+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:30.840000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:31.631999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:41.776000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:44.119999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:52.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:52.319999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:54.239999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'),
Timestamp('2015-10-07 03:53:54.311999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:05.980000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:08.959999+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:08.959999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:09.144000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:12.751999+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:16.963999+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:16.963999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:17.460000+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:34.519999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:34.519999+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC'),
Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC')]
p = [1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5,
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.75, 1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.75, 1965.75, 1965.75,
1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25,
1965.25, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.75, 1965.75, 1965.5,
1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75,
1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.75, 1965.5, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
1965.5, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25,
1965.5, 1965.25, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5,
1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1964.75, 1964.75, 1964.75, 1964.75,
1964.75, 1964.75, 1964.75, 1964.75, 1964.5, 1964.5, 1964.5, 1964.75, 1964.75, 1964.75,
1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.25, 1965.25,
1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.0, 1965.0, 1965.25,
1965.25, 1965.25, 1965.25, 1965.25, 1965.25]
Now let's create the DataFrame: 现在让我们创建DataFrame：
df = DataFrame(data=p, index=i, columns=['price'])
What data looks like for the minute 03:54 : 03:54分钟的数据是什么样的：
df[df.index >= Timestamp('2015-10-07 03:54:00+00:00')].head(12)
price
2015-10-07 03:54:02.648000+00:00 1965.00
2015-10-07 03:54:02.648000+00:00 1965.00
2015-10-07 03:54:02.648000+00:00 1965.00
2015-10-07 03:54:02.648000+00:00 1965.00
2015-10-07 03:54:02.648000+00:00 1965.00
2015-10-07 03:54:02.648000+00:00 1965.00
2015-10-07 03:54:02.648000+00:00 1964.75
2015-10-07 03:54:02.648000+00:00 1964.75
2015-10-07 03:54:02.648000+00:00 1964.75
2015-10-07 03:54:02.648000+00:00 1964.75
2015-10-07 03:54:04.268000+00:00 1964.75
2015-10-07 03:54:04.268000+00:00 1964.75
The first price is 1965.00 . 第一个价格是1965.00 。 Now let's create 1-minute bars using pandas resample method: 现在让我们使用pandas resample方法创建1分钟的条形图：
df.resample(rule='1Min', how='ohlc', closed='left', label='left')
price
open high low close
2015-10-07 03:50:00+00:00 1965.25 1965.75 1965.25 1965.50
2015-10-07 03:51:00+00:00 1965.75 1965.75 1965.25 1965.50
2015-10-07 03:52:00+00:00 1965.75 1965.75 1965.25 1965.75
2015-10-07 03:53:00+00:00 1965.50 1965.75 1965.25 1965.50
2015-10-07 03:54:00+00:00 1964.75 1965.25 1964.50 1965.25
The open price is 1964.75 when it should be 1965.00 at 03:54 . 开盘价是1964.75 ，应该是1965.00在03:54 。
Adding a row column shows the issue perfectly: 添加行列可以完美地显示问题：
df['row'] = range(1, df.shape[0] + 1)
grouped = df.groupby(TimeGrouper(freq='1Min', closed='left', label='left'))
grouped.get_group(Timestamp('2015-10-07 03:54:00+00:00')).head(12)
price row
2015-10-07 03:54:02.648000+00:00 1964.75 189
2015-10-07 03:54:02.648000+00:00 1964.75 188
2015-10-07 03:54:02.648000+00:00 1964.75 187
2015-10-07 03:54:02.648000+00:00 1964.75 186
2015-10-07 03:54:02.648000+00:00 1965.00 185
2015-10-07 03:54:02.648000+00:00 1965.00 181
2015-10-07 03:54:02.648000+00:00 1965.00 183
2015-10-07 03:54:02.648000+00:00 1965.00 182
2015-10-07 03:54:02.648000+00:00 1965.00 180
2015-10-07 03:54:02.648000+00:00 1965.00 184
2015-10-07 03:54:04.268000+00:00 1964.75 190
2015-10-07 03:54:04.268000+00:00 1964.75 191
The class TimeGrouper changes the order of the rows when the timestamp is identical. TimeGrouper类在时间戳相TimeGrouper更改行的顺序。
A temporary solution is to sort each group by the row column before applying the ohlc transformation. 临时解决方案是在应用ohlc转换之前按行列对每个组进行排序。
Thanks for looking into it! 感谢您的关注！
1 个解决方案
解决方案1
0 2015-11-26 19:45:45
Following code may work for you. 以下代码可能适合您。
df = DataFrame(data=p, index=i, columns=['price'])
df = df.reset_index().drop_duplicates(subset='index').set_index('index')
df.resample(rule='1Min', how='ohlc', closed='left', label='left')
it shows o/p as 它显示o / p为
price
open high low close
index
2015-10-07 03:50:00+00:00 1965.25 1965.75 1965.25 1965.50
2015-10-07 03:51:00+00:00 1965.75 1965.75 1965.25 1965.50
2015-10-07 03:52:00+00:00 1965.75 1965.75 1965.25 1965.75
2015-10-07 03:53:00+00:00 1965.50 1965.75 1965.25 1965.50
2015-10-07 03:54:00+00:00 1965.00 1965.25 1964.50 1965.25
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pandas：TimeGrouper 的文档在哪里？ - pandas: where is the documentation for TimeGrouper?
是否有等效于 Pandas TimeGrouper 的 PySpark？ - Is there a PySpark equivalent of Pandas TimeGrouper?
熊猫盘中8Min重采样错误？ - pandas intraday 8Min resample bug?
熊猫TimeGrouper和Pivot？ - Pandas TimeGrouper and Pivot?
Pandas TimeGrouper on multiindex - Pandas TimeGrouper on multiindex
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