![](/img/trans.png)
[英]How to transform recurrent time series pandas data frame to pandas multi-index data frame
[英]Pandas dataframe how to get data from one time frame to another 1 min time frame in Time series data
如何将以下数据的时间序列数据从一个时间段更改为1分钟时间段
时间序列数据:
Open High Low Close
DateTime
2019-03-22 09:15:00 1342 1342 1342 1342
2019-03-22 09:15:09 1344 1344 1344 1344
2019-03-22 09:15:12 1344.4 1344.4 1344.4 1344.4
2019-03-22 09:15:17 1345 1345 1345 1345
2019-03-22 09:15:22 1344.4 1345.4 1344.4 1344.4
2019-03-22 09:15:24 1349 1349 1349 1349
2019-03-22 09:15:32 1346 1346 1346 1346
2019-03-22 09:15:36 1346 1346 1346 1346
2019-03-22 09:15:41 1346.25 1346.25 1346.25 1346.25
2019-03-22 09:15:43 1346.25 1346.25 1346.25 1346.25
2019-03-22 09:15:45 1346 1346 1346 1346
2019-03-22 09:15:55 1344.45 1344.45 1344.45 1344.45
2019-03-22 09:16:00 1344.4 1344.4 1344.4 1344.4
我希望有1分钟的时间范围数据。 确实与重采样功能,to_period ...等混淆。
如果要在重新采样后获得正确的OHLC值,则需要应用适当的聚合函数( first
对Open进行取值,对High取max
,对Low取min
, last
对Close取值):
df.resample('1T').agg({
'Open': 'first',
'High': 'max',
'Low': 'min',
'Close': 'last'})
输出:
Open High Low Close
DateTime
2019-03-22 09:15:00 1342.0 1349.0 1342.0 1344.45
2019-03-22 09:16:00 1344.4 1344.4 1344.4 1344.40
Resample返回一个Resampler对象,在该对象上应用了聚合函数,
df.resample('1T').last()
Open High Low Close
DateTime
2019-03-22 09:15:00 1344.45 1344.45 1344.45 1344.45
2019-03-22 09:16:00 1344.40 1344.40 1344.40 1344.40
如果仅希望更改时间段而不希望汇总值,请使用to_period
df.to_period('1T')
Open High Low Close
DateTime
2019-03-22 09:15 1342.00 1342.00 1342.00 1342.00
2019-03-22 09:15 1344.00 1344.00 1344.00 1344.00
2019-03-22 09:15 1344.40 1344.40 1344.40 1344.40
2019-03-22 09:15 1345.00 1345.00 1345.00 1345.00
2019-03-22 09:15 1344.40 1345.40 1344.40 1344.40
2019-03-22 09:15 1349.00 1349.00 1349.00 1349.00
2019-03-22 09:15 1346.00 1346.00 1346.00 1346.00
2019-03-22 09:15 1346.00 1346.00 1346.00 1346.00
2019-03-22 09:15 1346.25 1346.25 1346.25 1346.25
2019-03-22 09:15 1346.25 1346.25 1346.25 1346.25
2019-03-22 09:15 1346.00 1346.00 1346.00 1346.00
2019-03-22 09:15 1344.45 1344.45 1344.45 1344.45
2019-03-22 09:16 1344.40 1344.40 1344.40 1344.40
声明:本站的技术帖子网页,遵循CC BY-SA 4.0协议,如果您需要转载,请注明本站网址或者原文地址。任何问题请咨询:yoyou2525@163.com.