Answers for "how to use group by in python to get 15 mins candle data from 1 min candle"

Python

how to use group by in python to get 15 mins candle data from 1 min candle

df.head()
Out[7]: 
                       OPEN    HIGH     LOW   CLOSE  VOLUME 
DATE_TIME                                                   
1997-02-03 09:04:00  3046.0  3048.5  3046.0  3047.5      505
1997-02-03 09:05:00  3047.0  3048.0  3046.0  3047.0      162
1997-02-03 09:06:00  3047.5  3048.0  3047.0  3047.5       98
1997-02-03 09:07:00  3047.5  3047.5  3047.0  3047.5      228
1997-02-03 09:08:00  3048.0  3048.0  3047.5  3048.0      136

Posted by: Guest on November-23-2020

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how to use group by in python to get 15 mins candle data from 1 min candle

df.resample("5T").mean()
Out[8]: 
                       OPEN    HIGH     LOW   CLOSE  VOLUME 
DATE_TIME                                                   
1997-02-03 09:00:00  3046.0  3048.5  3046.0  3047.5    505.0
1997-02-03 09:05:00  3047.6  3047.9  3046.8  3047.3    159.6
1997-02-03 09:10:00  3045.6  3045.9  3044.8  3045.0    110.2
1997-02-03 09:15:00  3043.6  3044.0  3042.8  3043.2     69.2
1997-02-03 09:20:00  3044.7  3045.2  3044.5  3045.0     65.8
1997-02-03 09:25:00  3043.8  3044.0  3043.5  3043.7     59.0
1997-02-03 09:30:00  3044.6  3045.0  3044.3  3044.6     56.0
1997-02-03 09:35:00  3044.5  3044.5  3043.5  3044.5     44.0

Posted by: Guest on November-23-2020

Source

how to use group by in python to get 15 mins candle data from 1 min candle

df = pd.read_csv("filename.csv", parse_dates = [["DATE", "TIME"]], index_col=0)

Posted by: Guest on November-23-2020

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