熊猫错误计算时差(以秒为单位)

时间:2018-07-13 12:26:11

标签: python-3.x pandas time-series

我正在尝试通过熊猫帧提取时间差(秒)。我通过文本文件读取数据。但是在应用diff函数对数据进行分组之后,我得到了一个错误。

#load data
# this format loads file when there is a 'tab' delimiter in the text file
data = pd.read_csv(file, sep='\t', lineterminator='\n')

# filter data by desired field, traded venues are XLON_SET1, _BATE, _CHIX, _TRQX, XOFF_SET1 etc
dataFil = data[data['VENUE'] == "XLON_SET1"]
# then we need to group them by time-stamp to be sure, to clean up the time-series. This will cause TIME_STAMP and PRICE to become index instead of columns with data
dataFil = dataFil.groupby(['TIME_STAMP', 'PRICE']).sum()
#dataFil = dataFil.groupby(['TIME_STAMP']).sum()

dataFil['date'] = dataFil.index.get_level_values('TIME_STAMP')
dataFil['PRICE'] = dataFil.index.get_level_values('PRICE')
dataFil.head() #or dataFil

我得到以下数据

  

QUANTITY BID ASK MKT_BID MKT_ASK date PRICE TIME_STAMP PRICE
  2018-01-22 08:30:01.306 2.769 3409 0.0 0.0 0.0 0.0 0.0 2018-01-22   08:30:01.306 2.769 2018-01-22   08:30:04.306 2.769 2691 0.0 0.0 0.0 0.0 2018-01-22 08:30:04.306 2.769   2018-01-22 08:30:11.306 2.769 2000 0.0 0.0 0.0 0.0 2018-01-22   08:30:11.306 2.769 2018-01-22   08:30:51.065 2.769 572 0.0 0.0 0.0 0.0 2018-01-22 08:30:51.065 2.769   2018-01-22 08:31:26.068 2.768 649 0.0 0.0 0.0 0.0 0.0 2018-01-22   08:31:26.068 2.768

但是当我使用:(选中此线程:Pandas calculate time difference

df = dataFil
df.assign(seconds=df.date.diff().dt.seconds)

我遇到以下错误

TypeError                                 Traceback (most recent call last)
<ipython-input-170-3be32e0aad41> in <module>()
      1 df = dataFil
----> 2 df.assign(seconds=df.date.diff().dt.seconds)

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\series.py in diff(self, periods)
   1525         diffed : Series
   1526         """
-> 1527         result = algorithms.diff(_values_from_object(self), periods)
   1528         return self._constructor(result, index=self.index).__finalize__(self)
   1529 

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\algorithms.py in diff(arr, n, axis)
   1545             out_arr[res_indexer] = result
   1546         else:
-> 1547             out_arr[res_indexer] = arr[res_indexer] - arr[lag_indexer]
   1548 
   1549     if is_timedelta:

TypeError: unsupported operand type(s) for -: 'str' and 'str'

1 个答案:

答案 0 :(得分:1)

我认为需要将列use Symfony\Component\Form\Extension\Core\Type\ChoiceType; /** * @inheritdoc */ public function configureFormFields(FormMapper $formMapper) { parent::configureFormFields($formMapper); $subject = $this->getSubject(); if (null === $subject->getId()) { $subject->setType('permanent'); } $formMapper->add('type', ChoiceType::class, [ 'label' => 'config.label_type', 'choices' => [ 'config.label_permanent' => 'permanent', 'config.label_automatic' => 'automatic', 'config.label_temporary' => 'temporary' ], 'required' => false ]); } 转换为date s-最好在read_csv

datetime

或按to_datetime转换列:

data = pd.read_csv(file, sep='\t', lineterminator='\n', paarse_dates=['TIME_STAMP'])