Answers for "resample ohlc pandas"

Python

resample pandas

df.resample("W").agg(['min','max','mean','std'])

#  resample("3T") ==> 3 minutes
#  resample("30S") ==> 30 seconds
#  resample("1H") ==> 1 hour
#  resample("D") ==> day
#  resample("W") ==> week
#  resample("M") ==> month
#  resample("Y") ==> year  
#  resample("Q") ==> quarter
#  Ex. 2018-01-01 ==> 2018-03-01 , 2018-06-01 , 2018-09-01 , 2018-12-01 
#####################################
#  .mean() 
#  .max()
#  .min() 
#  .sum()
......
#  .agg(['min','max',...]) specified functions are applied for every column

Posted by: Guest on September-25-2021

resample ohlc pandas

In [101]: df.resample('1H').agg({'openbid': 'first', 
                                 'highbid': 'max', 
                                 'lowbid': 'min', 
                                 'closebid': 'last'})
Out[101]: 
                      lowbid  highbid  closebid  openbid
ctime                                                   
2015-09-30 23:00:00  1.11687  1.11712   1.11708    1.117

Posted by: Guest on May-16-2021

Source

use functions to resample pandas

#We can also use custom functions and apply them when resampling using the .apply(method_name) method
#This is an example used in a downsampling example
def custom_resampler(arraylike):
    return np.sum(arraylike) + 5
data.resample('Q').apply(custom_resampler)

Posted by: Guest on August-13-2021

pandas resample documentation

B         business day frequency
C         custom business day frequency (experimental)
D         calendar day frequency
W         weekly frequency
M         month end frequency
SM        semi-month end frequency (15th and end of month)
BM        business month end frequency
CBM       custom business month end frequency
MS        month start frequency
SMS       semi-month start frequency (1st and 15th)
BMS       business month start frequency
CBMS      custom business month start frequency
Q         quarter end frequency
BQ        business quarter endfrequency
QS        quarter start frequency
BQS       business quarter start frequency
A         year end frequency
BA, BY    business year end frequency
AS, YS    year start frequency
BAS, BYS  business year start frequency
BH        business hour frequency
H         hourly frequency
T, min    minutely frequency
S         secondly frequency
L, ms     milliseconds
U, us     microseconds
N         nanoseconds

Posted by: Guest on November-05-2020

resample ohlc pandas

data_ask_bid=pd.concat([data_ask, data_bid], axis=1, keys=['Ask', 'Bid'])

Posted by: Guest on June-13-2020

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