Question

这是csv数据的结构：

Date_Time         Open     High     Low      Close     Volume        
2015-05-21 15:30  2128.00  2132.00  2127.25  2128.50  160643
2015-05-21 14:30  2129.25  2130.25  2126.25  2128.25   68195
2015-05-21 13:30  2128.50  2129.50  2125.75  2129.00   59661
2015-05-21 12:30  2129.75  2130.75  2128.00  2128.25   40547
2015-05-21 11:30  2130.00  2130.50  2127.75  2129.50   73274

我希望对此数据框进行切片并按时过滤，并显示09:30至10:30（一小时）之间的所有日期。

import pandas as pd
import datetime

ESData=pd.read_csv('ES-60min-Data.csv', index_col="Date_Time",sep=";")
print ESData.head()

df_initial_balance = ESData.between_time(start_time="09:30",end_time="10:30")
print df_initial_balance.head()

我试过了：

    df_initial_balance = ESData.between_time(start_time="09:30",end_time="10:30")

但得到此错误：

追踪（最近一次通话）：打开高低收盘量文件＆＃34; C：/Users/tmgike/Dropbox/anders/Trading/Python/Pandas/range_analysis_ES.py" ;,第8行，

Date_Time                                                   
    df_initial_balance = ESData.between_time(start_time="09:30",end_time="10:30")
2015-05-21 15:30  2128.00  2132.00  2127.25  2128.50  160643
  File "C:\Python27\lib\site-packages\pandas\core\generic.py", line 2992, in between_time
2015-05-21 14:30  2129.25  2130.25  2126.25  2128.25   68195
2015-05-21 13:30  2128.50  2129.50  2125.75  2129.00   59661
2015-05-21 12:30  2129.75  2130.75  2128.00  2128.25   40547
2015-05-21 11:30  2130.00  2130.50  2127.75  2129.50   73274
    raise TypeError('Index must be DatetimeIndex')
TypeError: Index must be DatetimeIndex

我在Stackoverflow上查找了DatetimeIndex，但在日期时间列上尝试按时过滤时找不到类似的问题。

Answer 1

您需要传递parse_dates=[0]：

In [170]:
t="""Date_Time,Open,High,Low,Close,Volume        
2015-05-21 15:30,2128.00,2132.00,2127.25,2128.50,160643
2015-05-21 14:30,2129.25,2130.25,2126.25,2128.25,68195
2015-05-21 13:30,2128.50,2129.50,2125.75,2129.00,59661
2015-05-21 12:30,2129.75,2130.75,2128.00,2128.25,40547
2015-05-21 11:30,2130.00,2130.50,2127.75,2129.50,73274"""

ESData=pd.read_csv(io.StringIO(t), index_col="Date_Time", parse_dates=[0])
df_initial_balance = ESData.between_time(start_time="12:30",end_time="14:30")
df_initial_balance

Out[170]:
                        Open     High      Low    Close  Volume        
Date_Time                                                              
2015-05-21 14:30:00  2129.25  2130.25  2126.25  2128.25           68195
2015-05-21 13:30:00  2128.50  2129.50  2125.75  2129.00           59661
2015-05-21 12:30:00  2129.75  2130.75  2128.00  2128.25           40547

在尝试按时过滤数据时，获取TypeError（＆＃39;索引必须是DatetimeIndex＆＃39;）

1 个答案: