Python 大熊猫重新采样后的汇总
我有一个包含货币对的买入/卖出价格的文件(代码片段): 我编写此脚本是为了提取日期时间、出价和要价,并找到30秒间隔内的平均和第一次出价和要价:Python 大熊猫重新采样后的汇总,python,pandas,dataframe,Python,Pandas,Dataframe,我有一个包含货币对的买入/卖出价格的文件(代码片段): 我编写此脚本是为了提取日期时间、出价和要价,并找到30秒间隔内的平均和第一次出价和要价: from datetime import datetime as dt import pandas as pd import re date = [] bid = [] ask = [] time_format = "%Y-%m-%d %H:%M:%S" with open("2020-01-22_pro_EURGBP.txt", "r") as
from datetime import datetime as dt
import pandas as pd
import re
date = []
bid = []
ask = []
time_format = "%Y-%m-%d %H:%M:%S"
with open("2020-01-22_pro_EURGBP.txt", "r") as prices:
next(prices)
for line in prices:
date_string = re.findall("\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}", line)[0]
date_parsed = dt.strptime(date_string, time_format)
date.append(date_parsed)
split = line.split()
bid.append(split[2])
ask.append(split[3])
df = pd.DataFrame({"Bid": bid, "Ask": ask}, dtype="float64", index=date)
mean = df.resample("30S").mean()
first = df.resample("30S").first()
final = pd.merge(mean, first, left_index=True, right_index=True)
final = final.rename(
columns={
"Bid_x": "Average Bid",
"Ask_x": "Average Ask",
"Bid_y": "First Bid",
"Ask_y": "First Ask",
}
)
final = final.rename_axis("Datetime")
print(final)
使用以下输出代码段:
Average Bid Average Ask First Bid First Ask
Datetime
2020-01-22 00:00:00 0.849325 0.849662 0.84919 0.84945
2020-01-22 00:00:30 0.849570 0.849937 0.84957 0.84994
2020-01-22 00:01:00 0.849501 0.849819 0.84956 0.84994
但是,例如,对于00:00:00到00:00:29.999999之间的时间,我希望它向上取整到00:00:30窗口,00:00:30到00:00:59.999999到00:01:00窗口,依此类推。我不知道如何解决这个问题。如果您使用pandas的datetime,您可以使用round方法: 比如:
date.round('min')
使用选项closed='right'进行重采样。
date.round('min')