尝试使用 DatetimeIndex 重新采样 Pandas dataframe 时出现 AttributeError

Question

基本上我从 coingecko API 获得比特币市场数据。 我想将该代码数据重新采样为每小时 OHLC（高开低收），以便我可以运行一些图表分析。

我将数据从 RangeIndex 转换为 DatetimeIndex，然后尝试重新采样...

    import pandas as pd
    import json
    import requests

    API_URL = 'https://api.coingecko.com/api/v3'

    r = requests.get(API_URL + '/coins/bitcoin/market_chart?vs_currency=usd&days=1&interval=hourly')

    data = r.json()

    df = pd.DataFrame(data)

    df.index = pd.to_datetime(df.index)

    ohlc = df.index.resample('1h').ohlc()

所以现在我收到一个错误：

"AttributeError: 'DatetimeIndex' object has no attribute 'resample'"

Answer 1

GroupBy.ohlc()应该是一个groupby object。

df = pd.DataFrame(data['prices'], columns = ['dateTime', 'price'])
df['date'] = pd.to_datetime(df['dateTime'], unit='ms')

# method1
df.set_index('date')['price'].resample('1h').ohlc()

# method2
df['hr'] = df['date'].dt.strftime('%Y-%m-%d %H:00')
df.groupby('hr')['price'].ohlc()

---

result:
                         open          high           low         close
hr                                                                      
2021-02-01 01:00  32835.839519  33438.836060  32835.839519  33389.974454
2021-02-01 02:00  33400.422170  33663.000232  33260.343246  33569.816646
2021-02-01 03:00  33581.206956  33633.454861  33437.081539  33466.178320
2021-02-01 04:00  33473.881292  33680.926267  33473.881292  33512.310031
2021-02-01 05:00  33496.550836  33692.662741  33442.771302  33692.295982
2021-02-01 06:00  33674.363254  33931.304243  33372.640454  33372.640454
2021-02-01 07:00  33466.277250  33718.499099  33410.173005  33543.580113
2021-02-01 08:00  33691.622420  34155.668712  33577.491467  34155.668712
2021-02-01 09:00  34541.989582  34541.989582  34246.591606  34255.313422
2021-02-01 10:00  34254.311054  34318.042807  34009.930110  34043.516502
2021-02-01 11:00  34102.209535  34181.236131  33960.033182  34181.236131
2021-02-01 12:00  34196.688991  34196.688991  33677.872302  33677.872302
2021-02-01 13:00  33658.073761  33831.043558  33616.263612  33616.263612
2021-02-01 14:00  33506.144521  33698.288934  33298.355558  33458.379708
2021-02-01 15:00  33449.472954  33540.119075  33137.424801  33137.424801
2021-02-01 16:00  33129.661923  33444.487621  33129.661923  33444.487621
2021-02-01 17:00  33427.510914  33966.758995  33328.452664  33966.758995
2021-02-01 18:00  33883.647812  33883.647812  33692.664177  33753.657270
2021-02-01 19:00  33568.840250  33904.003721  33568.840250  33817.161851
2021-02-01 20:00  33716.826906  33857.417730  33663.339958  33757.230256
2021-02-01 21:00  33608.964863  33692.950108  33508.713475  33553.086495
2021-02-01 22:00  33475.494546  33629.985564  33423.225607  33423.225607
2021-02-01 23:00  33396.069559  33614.188165  33361.882597  33405.990357
2021-02-02 00:00  33423.242711  33912.467287  33423.242711  33626.927090
2021-02-02 01:00  33578.032588  33578.032588  33470.631802  33470.631802