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 1.117use 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)resample ohlc pandas
data_ask_bid=pd.concat([data_ask, data_bid], axis=1, keys=['Ask', 'Bid'])Copyright © 2021 Codeinu
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