Stack Overflow
Stack Overflow

Questions tagged [pandas-resample]

Relating to up- or down-sampling time series data in the Python package pandas, specifically the methods pandas.DataFrame.resample() and pandas.Series.resample().

314 questions
0
votes
0 answers

How to speed up resample with for loop?

I want to get the value of rsi on h1 for each m15 candle, this is how I do this. However, with data larger than 500000 lines, this is very time consuming, is there any better way. Note that it is mandatory to resample each row to get the correct…
Vũ Nhật Vượng
  • 1
0
votes
0 answers

Error while resampling from daily to monthly frequency

I have a csv data with daily frequency as shown below: d = pd.read_csv("DGS5.csv") d['DATE'] = pd.to_datetime(d.DATE) d.set_index('DATE', inplace=True) print(d) DGS5 DATE 1962-01-02 3.88 1962-01-03 3.87 1962-01-04 …
sam
  • 71
  • 1
  • 3
  • 14
0
votes
1 answer

How to seperate dataframe in group with a five minutes interval?

I have a dataframe like this: timestamp id data1 2022-12-12 10:03:02 a1 x1 2022-12-12 10:03:02 a2 c1 2022-12-12 10:04:12 a1 x2 2022-12-12 10:04:12 a2 c2 2022-12-12 10:05:02 a1 x3 2022-12-12 10:05:02 a2 c3 2022-12-12…
user398843
  • 159
  • 8
0
votes
2 answers

Using .resemple() in python to go from weekly to monthly time series

Is it possible to use .resample() to take the last observation in a month of a weekly time series to create a monthly time series from the weekly time series? I don't want to sum or average anything, just take the last observation of each…
Yago
  • 63
  • 5
0
votes
0 answers

How to include columns with strings in Pandas resample

I have daily data from capital trades and I would like to resample and get the weekly value of buys and sells for each stock here is the data I have tried df = trades.set_index("Date") # df.index = df.index -…
Denis Mwaniki
  • 1
  • 2
0
votes
1 answer

How to use the resampling function to create 23 hour average data

I want to make an average every 23 hours from 10:00 a.m to 9:00 a.m. the next day. but i can't find solution newDf = Data_s.resample(rule='H').mean() I think I can change this code, but I don't know how. My data are divided from March 11th to April…
ARMIR
  • 1
  • 1
0
votes
0 answers

Replicate pandas quarterly resample with monthly resample

Is there a way to replicate df.resample('QS') using monthly resample? For example index = pd.date_range('1/2/2000', periods=11, freq='MS') series = pd.Series(range(11), index=index) series.resample('QS').sum() Gives me 2000-01-01 1 2000-04-01 …
montoisky
  • 133
  • 1
  • 6
0
votes
2 answers

Pandas resample drops (static) datetime column, how do I keep it?

I'm working with a pandas Multiindex that is given by the three keys: [Verbundzuordnung, ProjektIndex, Datum], I would like to resample the dataframe on Datum hourly, which drops the right colum TagDesAbdichtens, I would like to keep it as it's…
Krotonix
  • 25
  • 5
0
votes
0 answers

Python: Forward fill values of a multiindex DataFrame on a daily, monthly and quarterly basis based on the value of first level index

I have a multiindex DataFrame with level=0 being the date and level=1 being the stock index, and the columns being the constituent tickers of each stock index. The values are tallies recording when the ticker is in the index (1.0) and when it's not…
MathMan 99
  • 665
  • 1
  • 7
  • 19
0
votes
1 answer

Averaging the data across two calendar years and defining the beginning month

I have a data for a period from December 2013 to November 2018. I converted it into a data frame as shown here. Date 0.1 0.2 0.3 0.4 0.5 0.6 2013-12-01 301.04 297.4 296.63 295.76 295.25 295.25 2013-12-04 297.96 297.15 296.25 …
Santos
  • 3
  • 4
0
votes
1 answer

mininum value of a resample (not 0)

i have a dataframe (df) indexed by dates (freq: 15 minutes): (little example) datetime Value 2019-09-02 16:15:00 0.00 2019-09-02 16:30:00 3.07 2019-09-02 16:45:00 1.05 And i want to resample my dataframe to freq: 1 month. Also I need…
ALbertittor
  • 163
  • 1
  • 1
  • 5
0
votes
1 answer

frontfill or backfill of STRING column at resample() in pandas

is there any methode while doing resampling() to ffill() or bfill() a object column? Suppose we have: Date Sort Value 2022-10-23 15:40:41 A 1 2022-10-23 18:43:13 B 2 2022-10-24 15:40:41 C 3 2022-10-24 18:43:13 D 4 i would like to…
Mischbot
  • 3
  • 2
0
votes
0 answers

Resample().mean() in Python/Pandas and adding the results to my dataframe when the starting point is missing

I'm pretty new to coding and have a problem resampling my dataframe with Pandas. I need to resample my data ("value") to means for every 10 minutes (13:30, 13:40, etc.). The problem is: The data start around 13:36 and I can't access them by hand…
Leni
  • 1
  • 2
0
votes
0 answers

Overlaying running sum plot over historgram plot in Python

I have daily time-series (named as fname (14245 rows × 15 columns) in my code) dataframe as shown in the image that I needed to count the number of days with value greater than 0. For example, number of days when ext2d_1_dates greater than 0 to get…
hilorywilsmart
  • 7
  • 3
0
votes
1 answer

Avoid DataFrame.resample to change the hour

I am trying to extract the minimum value for each day in a dataset containing hourly prices. This I want to do for every hour separately since I later want to add other information to each hour, before combining the dataset again (which is why I…
user20050294
1 2 3
…
20 21