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pythonpandas
Alex Petralia
Alex Petralia

Reputation: 1770

Python Pandas: for each day in time series function

I have a pandas dataframe that looks like this

enter image description here

This data set spans several years and is minute-level data.

What I'd like to do is: for each day, apply a function that takes the sum of all logvol between 14:40:00 and 15:00:00.

I have a feeling it has to do with the resample function but I'm not sure exactly how to use it.

I thought, perhaps:

def fn():
   # not sure how to pass a time slice into the function

data['logvol'].resample('D', how=fn)

Or:

data['logvol'].resample('D', how=lambda x: np.cumsum(x.between_time('14:40:00','15:00:00')))

Basically, I'm not sure what object is passed into fn(). Is it a row (ie. minute in this case)? Or is a set of all the minutes in the resampled day "D"?

Any hints in the right direction would be greatly appreciated.

Thanks!

Upvotes: 0

Views: 233

Answers (1)

Alex Petralia
Alex Petralia

Reputation: 1770

I figured it out - I used:

data['logvol'].between_time('14:40:00','15:00:00').resample('D', how='sum')

Upvotes: 2

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