[英]python pandas - unable to resample timeseries data
我有看起來像這樣的時間序列數據:
ticker close
created_at
2020-06-10 18:30:00+00:00 TSLA 1017.419312
2020-06-10 17:02:00+00:00 TSLA 1014.354980
2020-06-10 17:03:00+00:00 TSLA 1014.922302
2020-06-10 17:04:00+00:00 TSLA 1015.626709
2020-06-10 17:05:00+00:00 TSLA 1016.400024
2020-06-10 17:06:00+00:00 TSLA 1017.223389
2020-06-10 17:07:00+00:00 TSLA 1016.110107
2020-06-10 17:08:00+00:00 TSLA 1016.109985
..........................................
我正在嘗試使用 5 分鍾間隔重新采樣這是我的代碼:
df = pd.read_sql_query("SELECT created_at,ticker,close FROM market_data_history WHERE ticker='TSLA' and CREATED_AT > '2020-06-10 00:01:00+00' AND created_at < '2020-06-11 00:01:00+00'",index_col='created_at',con=engine)
# df = pd.read_csv("market_data_history.csv", usecols = ['created_at','ticker','close','volume'])
print(df)
d=df.resample('5T')
print(d)
然而,output 只是顯示
DatetimeIndexResampler [freq=<5 * Minutes>, axis=0, closed=left, label=left, convention=start, base=0]
不知道為什么它沒有得到應用,有人可以幫忙嗎
resample
可以看成是一種group-by function。 您需要指定如何聚合重新采樣的數據。
例如:
df.resample("5T").max()
會產生:
ticker close
created_at
2020-06-10 17:00:00+00:00 TSLA 1015.626709
2020-06-10 17:05:00+00:00 TSLA 1017.223389
2020-06-10 17:10:00+00:00 NaN NaN
2020-06-10 17:15:00+00:00 NaN NaN
2020-06-10 17:20:00+00:00 NaN NaN
2020-06-10 17:25:00+00:00 NaN NaN
...
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