CODEWITHSUNDEEP
pythonpandas
K S
K S

Reputation: 85

Pandas change timezone for forex DataFrame

How do we change timezone in Pandas DataFrame?

I wrote some simple code to read 1min EURUSD data (DateTime/Open/High/Low/Close/Vol). The sample data is in EST timezone, I need to convert it to UTC.

df.tz_convert(pytz.timezone('UTC'))

is failing. with error

TypeError: Cannot convert tz-naive timestamps, use tz_localize to localize

Sample data from DAT_ASCII_EURUSD_M1_SmallSample.csv file:

20160103 170000;1.087010;1.087130;1.087010;1.087130;0 20160103 170100;1.087120;1.087120;1.087120;1.087120;0 20160103 170200;1.087080;1.087220;1.087080;1.087220;0 20160104 000100;1.087830;1.087840;1.087640;1.087640;0 20160104 000200;1.087640;1.088220;1.087640;1.088220;0 20160104 000300;1.088220;1.088220;1.088040;1.088050;0 20160105 000000;1.082270;1.082270;1.082160;1.082160;0 20160105 000100;1.082160;1.082160;1.082130;1.082140;0 20160105 000200;1.082150;1.082240;1.082150;1.082240;0

import pandas as pd
import pytz

filename = "DAT_ASCII_EURUSD_M1_SmallSample.csv"

df = pd.read_csv(filename, sep=";", names=['DateTime','Open','High','Low','Close','Vol'],
                 parse_dates = [0], index_col = 'DateTime')

df.tz_localize(pytz.timezone('US/Eastern'))
df.tz_convert(pytz.timezone('UTC'))

print(df)

Upvotes: 2

Views: 2204

Answers (1)

Def_Os
Def_Os

Reputation: 5467

You should use:

df = df.tz_localize(pytz.timezone('US/Eastern'))
df = df.tz_convert(pytz.timezone('UTC'))

since tz_localize is not an in-place operation, but instead returns a new DataFrame.

Upvotes: 4

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