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 1.117resample 5 minutes on date
df['timestamps'] = pd.to_datetime(df['timestamps'])
df.set_index('timestamps', inplace=True)
>>> df.resample('5T', how=ohlc_dict)
high close open low volume
timestamps
2016-08-09 12:35:00 536.7849 536.7849 536.7841 536.6141 0.656000
2016-08-09 12:40:00 536.6749 534.8416 536.6749 534.1801 2.277200
2016-08-09 12:45:00 538.5999 537.7289 534.8131 534.2303 2.971872
2016-08-09 12:50:00 539.2199 539.2199 537.9829 537.9829 1.115219resample ohlc pandas
data_ask_bid=pd.concat([data_ask, data_bid], axis=1, keys=['Ask', 'Bid'])Copyright © 2021 Codeinu
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