October 2019
Beginner to intermediate
674 pages
16h 43m
English
Content preview from Mastering pandas - Second Edition
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Aliases for time series frequencies
To specify offsets, a number of aliases are available; some of the most commonly used ones are as follows:
- B, BM: This stands for business day, business month. These are the working days of the month, that is, any day that is not a holiday or a weekend.
- D, W, M, Q, A: This stands for calendar day, week, month, quarter, and year end.
- H, T, S, L, U: This stands for hour, minute, second, millisecond, and microsecond.
These aliases can also be combined. In the following case, we resample every 7 minutes and 30 seconds:
In [267]: googTickTS.resample('7T30S').head(5) Out[267]: close high low open volume tstamp 2014-05-27 09:30:00-04:00 556.8266 557.4362 556.3144 556.8800 28075.0 2014-05-27 09:37:30-04:00 556.5889 ...Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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