Question

我有2个数据集（cex2.txt和cex3），我想在熊猫中重新采样。使用一个数据集，我得到预期的输出，而另一个没有。数据集是刻度数据，格式完全相同。实际上，这2个数据集仅来自两个不同的日子。

import pandas as pd
import datetime as dt

pd.set_option ('display.mpl_style', 'default')


time_converter = lambda x: dt.datetime.fromtimestamp(float(x))
data_frame = pd.read_csv('cex2.txt', sep=';', converters={'time': time_converter})

data_frame.drop('Unnamed: 7', axis=1, inplace=True)
data_frame.drop('low', axis=1, inplace=True)
data_frame.drop('high', axis=1, inplace=True)
data_frame.drop('last', axis=1, inplace=True)

data_frame = data_frame.reindex_axis(['time', 'ask', 'bid', 'vol'], axis=1)

data_frame.set_index(pd.DatetimeIndex(data_frame['time']), inplace=True)

ask = data_frame['ask'].resample('15Min', how='ohlc')
bid = data_frame['bid'].resample('15Min', how='ohlc')
vol = data_frame['vol'].resample('15Min', how='sum')

print ask

来自cex2.txt数据集的

我得到了错误的输出：

                      open  high  low  close
1970-01-01 01:00:00   NaN   NaN  NaN    NaN
1970-01-01 01:15:00   NaN   NaN  NaN    NaN
1970-01-01 01:30:00   NaN   NaN  NaN    NaN
1970-01-01 01:45:00   NaN   NaN  NaN    NaN
1970-01-01 02:00:00   NaN   NaN  NaN    NaN
1970-01-01 02:15:00   NaN   NaN  NaN    NaN
1970-01-01 02:30:00   NaN   NaN  NaN    NaN
1970-01-01 02:45:00   NaN   NaN  NaN    NaN
1970-01-01 03:00:00   NaN   NaN  NaN    NaN
1970-01-01 03:15:00   NaN   NaN  NaN    NaN

从cex3.txt数据集我得到正确的值：

                         open      high       low     close
2014-08-10 13:30:00  0.003483  0.003500  0.003483  0.003485
2014-08-10 13:45:00  0.003485  0.003570  0.003467  0.003471
2014-08-10 14:00:00  0.003471  0.003500  0.003470  0.003494
2014-08-10 14:15:00  0.003494  0.003500  0.003493  0.003498
2014-08-10 14:30:00  0.003498  0.003549  0.003498  0.003500
2014-08-10 14:45:00  0.003500  0.003533  0.003487  0.003533
2014-08-10 15:00:00  0.003533  0.003600  0.003520  0.003587

我真的很有智慧。有谁知道为什么会这样？

编辑：以下是数据来源： https://dl.dropboxusercontent.com/u/14055520/cex2.txt https://dl.dropboxusercontent.com/u/14055520/cex3.txt 谢谢！

Python Pandas重新采样，奇怪的行为

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