CODEWITHSUNDEEP
pythonfunctionpandasdatetimetime-series
Sean Bird
Sean Bird

Reputation: 3

Python Pandas Resample Time Series Function

I want my function to resample the pandas Series that is passed into the various frequencies - samples, I feel like I am almost there except it seems to be keeping the old index instead of creating a resampled index and produces a lot of NaN values:

index=pd.date_range('2015-10-1 00:00:00', '2018-12-31 23:50:00', freq='30min')
df=pd.DataFrame(np.random.randn(len(index),2).cumsum(axis=0),columns=['A','B'],index=index)


def resample(ts):
    samples = ['60m','4h','D','1h','W']
    counter = 0
    resampled = {}
    while counter < len(samples):
        for i in samples:
            ts = ts.resample(i).mean()
            resampled[i]=ts
            counter+=1
    return resampled


data = resample(df.A)

data['W']

2015-11-01     21.396793
2015-11-08           NaN
2015-11-15           NaN
2015-11-22           NaN

So basically I want 5 new arrays of re sampled time series.

Thanks.

Upvotes: 0

Views: 465

Answers (2)

Alex
Alex

Reputation: 19124

index=pd.date_range('2015-10-1 00:00:00', '2018-12-31 23:50:00', freq='30min')
df=pd.DataFrame(np.random.randn(len(index),2).cumsum(axis=0),columns=['A','B'],index=index)

The rest of your code is largely extraneous:

data = {freq: df['A'].resample(freq).mean() for freq in ['60m','4h','D','1h','W']}

data now has 5 elements in it where each is a resampled DataFrame.

Upvotes: 1

jezrael
jezrael

Reputation: 863531

I think you need upsample your data, so need change mean to ffill or bfill functions, also need 60T for 60 minutes:

def resample(ts):
    samples = ['60T','4h','D','1h','W']
    resampled = {}
    for i in samples:
        ts = ts.resample(i).ffill()
        resampled[i]=ts
    return resampled

Upvotes: 0

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