I have currency quotes in pandas dataframe, column 0 - date/time, column 1 - close price.
And as its a 1 minute period, there are a lot of gaps.
So I need to apply .asfreq(freq='T') on close series, but also I must skip all weekends.
How do I do that? Unfourtunately, .asfreq(freq='BT') doesnt work
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Roman
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1`df = df.asfreq(freq='T'); df = df[df[0].dt.dayofweek.lt(5)]`? – Quang Hoang Nov 14 '19 at 04:48
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What ``.lt(5)`` means? – Roman Nov 14 '19 at 06:48
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And also df[0] throws ``KeyError: 0`` – Roman Nov 14 '19 at 07:11
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1Replace 0 with your first column name, lt means less than. – Quang Hoang Nov 14 '19 at 10:32