Python Pandas在多个索引上按小时搜索

Question

我有一个多索引熊猫数组，我试图在上午9：30〜10：00之间找到最小值和最大值。 我可以迭代数组并检查时间是否匹配。 但这应该是通过熊猫的方式...

有没有办法对交易日的30分钟进行分组/搜索？ 我正在尝试对其进行分组，但是由于其具有上市前的价值，因此仅使用[：30]就无法正常工作。

import pytz
from datetime import datetime, date, time
from datetime import timedelta
import matplotlib.pyplot as pyplot
from collections import defaultdict
import pandas as pd
from pandas.tseries.resample import TimeGrouper
from pandas.tseries.offsets import DateOffset
from pandas.tseries.index import DatetimeIndex
from pandas import Timestamp

def my_grouper(ts):
    "Function to apply to the index of the DataFrame to break it into groups."
    #pdb.set_trace()
    # Returns midnight of the supplied date.
    return pd.core.datetools.normalize_date(ts)


def first_thirty_minutes(frame):
    "Function to apply to the resulting groups."
    start = frame.index.searchsorted("09:30:00")
    end = frame.index.searchsorted("10:00:00")
    return frame.iloc[start:end]


hist = pd.read_csv("ES2.txt" ,index_col=0 )
eastern = pytz.timezone('US/Eastern')
hist.index = pd.DatetimeIndex(hist.index).tz_localize('UTC').tz_convert('US/Eastern')
data = hist.groupby(my_grouper).apply(first_thirty_minutes)

数据：

DateTime,Hour,Open,High,Low,Close,Volume
1997-09-11 00:00:00-04:00,1997-09-11 00:33:00-04:00,1176.25,1176.25,1174.5,1174.5,4
1997-09-11 00:00:00-04:00,1997-09-11 00:34:00-04:00,1173.75,1173.75,1173.75,1173.75,1
1997-09-11 00:00:00-04:00,1997-09-11 01:45:00-04:00,1173.25,1173.25,1173.25,1173.25,1
1997-09-11 00:00:00-04:00,1997-09-11 04:08:00-04:00,1172.75,1172.75,1172.75,1172.75,1
1997-09-11 00:00:00-04:00,1997-09-11 04:09:00-04:00,1172.5,1172.5,1172.5,1172.5,2
1997-09-11 00:00:00-04:00,1997-09-11 04:10:00-04:00,1172.5,1172.5,1172.5,1172.5,1
1997-09-11 00:00:00-04:00,1997-09-11 04:11:00-04:00,1172.0,1172.0,1172.0,1172.0,1
1997-09-11 00:00:00-04:00,1997-09-11 04:20:00-04:00,1172.0,1172.0,1172.0,1172.0,1
1997-09-11 00:00:00-04:00,1997-09-11 04:21:00-04:00,1171.75,1172.25,1171.75,1172.25,4
1997-09-11 00:00:00-04:00,1997-09-11 04:22:00-04:00,1172.0,1172.0,1171.5,1171.5,2
1997-09-11 00:00:00-04:00,1997-09-11 04:25:00-04:00,1171.0,1171.0,1171.0,1171.0,1
1997-09-11 00:00:00-04:00,1997-09-11 04:31:00-04:00,1170.5,1170.5,1170.5,1170.5,1

Answer 1

经过更多的挖掘后，我发现这条线通过使用between_time修复了算法

返回frame.between_time（start_time ='9：30'，end_time = '10：00'）