I have the timeseries of Euro-US Dollar Exchange Rate at minute granularity spanning the entire 2015 year, including non-trading days (ex.weekends) where the timeseries value get repeated for the entire non-trading period.
I need to discard such periods by selecting only the data between Sunday 23:00 pm and Friday 23:00 pm.
I haven't found a solution yet for Pandas (I know how to select between times inside a day and select between days). I could simply shift the time by 1h and then select only the business days but this is a sub-optimal solution.
Any idea on how to achieve this?
Example of data:
Local time, Open, High, Low, Close, Volume
02.01.2015 22:58:00.000, 1.20008, 1.20016, 1.20006, 1.20009, 119.84
02.01.2015 22:59:00.000, 1.20009, 1.20018, 1.20004, 1.20017, 40.61
02.01.2015 23:00:00.000, 1.20017, 1.20017, 1.20017, 1.20017, 0
02.01.2015 23:01:00.000, 1.20017, 1.20017, 1.20017, 1.20017, 0
...
04.01.2015 22:58:00.000, 1.20017, 1.20017, 1.20017, 1.20017, 0
04.01.2015 22:59:00.000, 1.20017, 1.20017, 1.20017, 1.20017, 0
04.01.2015 23:00:00.000, 1.19495, 1.19506, 1.19358, 1.19410, 109.4
04.01.2015 23:01:00.000, 1.19408, 1.19414, 1.19052, 1.19123, 108.12
...