我想将每日(ohlcv)重新采样/转换为Weekly(ohlcv)。是否可以用熊猫做到这一点?
样本数据如下(每日1周数据)采用Dictonary格式:
{'High': {<Timestamp: 2007-03-02 00:00:00>: 1384.5,
<Timestamp: 2007-03-05 00:00:00>: 1373.0,
<Timestamp: 2007-03-06 00:00:00>: 1378.75,
<Timestamp: 2007-03-07 00:00:00>: 1381.75,
<Timestamp: 2007-03-08 00:00:00>: 1388.75},
'Last': {<Timestamp: 2007-03-02 00:00:00>: 1365.0,
<Timestamp: 2007-03-05 00:00:00>: 1351.5,
<Timestamp: 2007-03-06 00:00:00>: 1374.5,
<Timestamp: 2007-03-07 00:00:00>: 1372.0,
<Timestamp: 2007-03-08 00:00:00>: 1384.5},
'Low': {<Timestamp: 2007-03-02 00:00:00>: 1364.25,
<Timestamp: 2007-03-05 00:00:00>: 1350.5,
<Timestamp: 2007-03-06 00:00:00>: 1362.0,
<Timestamp: 2007-03-07 00:00:00>: 1370.75,
<Timestamp: 2007-03-08 00:00:00>: 1369.25},
'Open': {<Timestamp: 2007-03-02 00:00:00>: 1378.5,
<Timestamp: 2007-03-05 00:00:00>: 1356.75,
<Timestamp: 2007-03-06 00:00:00>: 1365.25,
<Timestamp: 2007-03-07 00:00:00>: 1374.0,
<Timestamp: 2007-03-08 00:00:00>: 1370.0},
'Volume': {<Timestamp: 2007-03-02 00:00:00>: 1706906,
<Timestamp: 2007-03-05 00:00:00>: 1984041,
<Timestamp: 2007-03-06 00:00:00>: 1397911,
<Timestamp: 2007-03-07 00:00:00>: 1255484,
<Timestamp: 2007-03-08 00:00:00>: 798237}}
谢谢和问候。
答案 0 :(得分:7)
在DataFrame中获取数据后,您可以执行以下操作:
ohlc_dict = {
'Open':'first',
'High':'max',
'Low':'min',
'Close':'last',
'Volume':'sum'
}
DataFrame.resample('W-Fri', how=ohlc_dict)
这将为您提供截至周五结束的一周的欧姆数据。
答案 1 :(得分:2)
从官方文档改编的示例:
# Weekly means
In [1305]: ts.resample('W', how='mean')
Out[1305]:
2011-01-01 -0.319569
2011-01-02 -0.337703
2011-01-03 0.117258
Freq: W
您可以将日期偏移到一周中的特定日期,例如'W-SUN'
或'W-MON'
。
答案 2 :(得分:1)
在熊猫版本0.18.0
之后,函数how
中不推荐使用resample
参数,因此建议的解决方案变为:
ohlc_dict = {
'Open':'first',
'High':'max',
'Low':'min',
'Close':'last',
'Volume':'sum'
}
df = df.resample('W').agg(ohlc_dict)