pandas 以 5 分钟为间隔对 DataFrame 进行分组
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Group DataFrame in 5-minute intervals
提问by Sam c21
How do I get just the 5 minute data using Python/pandas out of this csv? For every 5 minute interval I'm trying to get the DATE, TIME,OPEN, HIGH, LOW, CLOSE, VOLUME for that 5 minute interval.
如何使用 Python/pandas 从这个 csv 中获取 5 分钟的数据？对于每 5 分钟的间隔，我试图获取该 5 分钟间隔的日期、时间、打开、高、低、关闭、音量。
DATE TIME OPEN HIGH LOW CLOSE VOLUME
02/03/1997 09:04:00 3046.00 3048.50 3046.00 3047.50 505
02/03/1997 09:05:00 3047.00 3048.00 3046.00 3047.00 162
02/03/1997 09:06:00 3047.50 3048.00 3047.00 3047.50 98
02/03/1997 09:07:00 3047.50 3047.50 3047.00 3047.50 228
02/03/1997 09:08:00 3048.00 3048.00 3047.50 3048.00 136
02/03/1997 09:09:00 3048.00 3048.00 3046.50 3046.50 174
02/03/1997 09:10:00 3046.50 3046.50 3045.00 3045.00 134
02/03/1997 09:11:00 3045.50 3046.00 3044.00 3045.00 43
02/03/1997 09:12:00 3045.00 3045.50 3045.00 3045.00 214
02/03/1997 09:13:00 3045.50 3045.50 3045.50 3045.50 8
02/03/1997 09:14:00 3045.50 3046.00 3044.50 3044.50 152
回答by ayhan
You can use df.resampleto do aggregation based on a date/time variable. You'll need a datetime index and you can specify that while reading the csv file:
您可以使用df.resample基于日期/时间变量进行聚合。您将需要一个日期时间索引，您可以在读取 csv 文件时指定它：
df = pd.read_csv("filename.csv", parse_dates = [["DATE", "TIME"]], index_col=0)
This will result in a dataframe with an index where date and time are combined (source):
这将产生一个带有索引的数据框，其中日期和时间组合在一起（源）：
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
After that you can use resample to get the sum, mean, etc. of those five minute intervals.
之后，您可以使用 resample 来获取这五分钟间隔的总和、均值等。
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
(Tis used for minute frequency. Hereis a list of other units.)
（T用于分钟频率。这是其他单位的列表。）
