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 1.117pandas resample friday
df.resample('W-FRI').last() # e.g., gets friday closing pricesCopyright © 2021 Codeinu
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