我有一个由日期时间戳记索引的pandas数据帧$product
,我想只保留日期范围内的行:Monday @ 00:00 - Friday @ 21:59。为此,我写了以下这一行:
data_ask_bid
尽管逻辑索引似乎存在问题,因为它抛出错误'具有多个元素的数组的真值是不明确的。使用a.any()或a.all()'。我在代码中哪里出了问题?
答案 0 :(得分:1)
我认为您可以使用支票值numpy.in1d
:
mask1 = np.in1d(data_ask_bid.index.weekday, [0,1,2,3])
mask2 = data_ask_bid.index.weekday == 4
mask3 = data_ask_bid.index.hour < 22
mask = mask1 | (mask2 & mask3)
data_ask_bid = data_ask_bid[mask]
样品:
start = pd.to_datetime('2017-02-10 15:00:00')
rng = pd.date_range(start, periods=20, freq='7h')
data_ask_bid = pd.DataFrame({'a': range(20)}, index=rng)
#print (data_ask_bid)
w = data_ask_bid.index.weekday
mask1 = np.in1d(w, [0,1,2,3])
mask2 = w == 4
mask3 = data_ask_bid.index.hour < 22
mask = mask1 | (mask2 & mask3)
print (mask)
[ True False False False False False False False False True True True
True True True True True True True True]
data_ask_bid = data_ask_bid[mask]
print (data_ask_bid)
a
2017-02-10 15:00:00 0
2017-02-13 06:00:00 9
2017-02-13 13:00:00 10
2017-02-13 20:00:00 11
2017-02-14 03:00:00 12
2017-02-14 10:00:00 13
2017-02-14 17:00:00 14
2017-02-15 00:00:00 15
2017-02-15 07:00:00 16
2017-02-15 14:00:00 17
2017-02-15 21:00:00 18
2017-02-16 04:00:00 19
<强>计时强>:
start = pd.to_datetime('2017-02-10 15:00:00')
N = 1000000
rng = pd.date_range(start, periods=N, freq='H')
data_ask_bid = pd.DataFrame({'a': range(N)}, index=rng)
print (data_ask_bid)
def jez(data_ask_bid):
w = data_ask_bid.index.weekday
mask1 = np.in1d(w, [0,1,2,3])
mask2 = w == 4
mask3 = data_ask_bid.index.hour < 22
data_ask_bid = data_ask_bid[mask1 | (mask2 & mask3)]
return (data_ask_bid)
print (jez(data_ask_bid))
print (data_ask_bid[(((data_ask_bid.index.weekday >= 0) & (data_ask_bid.index.weekday <= 3)) | ((data_ask_bid.index.weekday == 4) & (data_ask_bid.index.hour < 22)))])
In [273]: %timeit (jez(data_ask_bid))
10 loops, best of 3: 142 ms per loop
In [274]: %timeit (data_ask_bid[(((data_ask_bid.index.weekday >= 0) & (data_ask_bid.index.weekday <= 3)) | ((data_ask_bid.index.weekday == 4) & (data_ask_bid.index.hour < 22)))])
1 loop, best of 3: 267 ms per loop
答案 1 :(得分:0)
刚刚发现Pandas不能使用0 <= data_ask_bid.index.weekday <= 3
类型的子句,所以我需要将它分成两个单独的条款才能使它工作:
data_ask_bid = data_ask_bid[(((data_ask_bid.index.weekday >= 0) & (data_ask_bid.index.weekday <= 3)) | ((data_ask_bid.index.weekday == 4) & (data_ask_bid.index.hour < 22)))]