我有一个CSV文件,包含三列比特币历史记录,如下所示:
1500326826,2174.000000000000,0.027612680000
1500326826,2174.000000000000,0.158374090000
1500326826,2174.000000000000,0.100000000000
1500326834,2174.000000000000,2.000000000000
...
我试图让OHLC的间隔为10分钟,如下所示:
data_frame=
pd.read_csv('./btcmag/raw_initial_currency_data/krakenUSD.csv',
names=['Date_Time', 'Price', 'Volume'], index_col=0, parse_dates=True)
data_price = data_frame['Price'].resample('10Min').ohlc()
我尝试了不同的方式,例如:
data_price = data_frame.resample('10Min').ohlc()
但总是在命令行中得到这个:
data_price = data_frame['Price'].resample('10Min').ohlc()
File "/Users/john/.virtualenvs/btcmag/lib/python2.7/site-packages/pandas/core/generic.py", line 4729, in resample
base=base, key=on, level=level)
File "/Users/john/.virtualenvs/btcmag/lib/python2.7/site-packages/pandas/core/resample.py", line 969, in resample
return tg._get_resampler(obj, kind=kind)
File "/Users/john/.virtualenvs/btcmag/lib/python2.7/site-packages/pandas/core/resample.py", line 1091, in _get_resampler
"but got an instance of %r" % type(ax).__name__)
TypeError:
Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex,
but got an instance of 'Int64Index'
我是这方面的新手,甚至没有阅读我可以找出错误的文档。
答案 0 :(得分:1)
我认为这会奏效。
data_frame= pd.read_csv('./btcmag/raw_initial_currency_data/krakenUSD.csv', names=['Date_Time', 'Price', 'Volume'], index_col=0, parse_dates=True)
data_frame.index = pd.to_datetime(data_frame.index, unit='s')
data_price = data_frame['Price'].resample('10Min').ohlc()