使用GroupBy从长格式到宽格式

Question

I have been trying to figure out how to do the following with no success. I tried sampling, grouping ... got stuck.

I have the following pandas dataframe example:

date             |  price  |
09/09/2018 08:30 |  22.1   |
09/09/2018 08:35 |  22.12  |
09/09/2018 08:40 |  22.20  |
09/09/2018 08:45 |  22.13  |
09/09/2018 08:50 |  22.19  |
09/09/2018 08:55 |  22.39  |

I want to group the dates in 15 minutes and get the following dataframe.

date_15          |  price_1  |  price_2  |  price 3  |
09/09/2018 08:30 |   22.1    |   22.12   |   22.20   |
09/09/2018 08:45 |   22.13   |   22.19   |   22.39   |

Then I would set_index('date_15') and do a join which I can do myself.

Could you please help with the above?

Answer 1

Do a groupby on the date every 15 minutes using the pd.Grouper , and then create a new DataFrame with the result:

df['date'] = pd.to_datetime(df.date, errors='coerce')
v = df.groupby(pd.Grouper(key='date', freq='15min'))['price'].apply(list)

pd.DataFrame(v.tolist(), index=v.index).add_prefix('price ')

                     price 0  price 1  price 2
date                                          
2018-09-09 08:30:00    22.10    22.12    22.20
2018-09-09 08:45:00    22.13    22.19    22.39