CODEWITHSUNDEEP
pythonpandas
STEIN
STEIN

Reputation: 303

python pandas - unable to resample timeseries data

I have timeseries data that looks like this: 

                  ticker        close
created_at                                   
2020-06-10 18:30:00+00:00   TSLA  1017.419312
2020-06-10 17:02:00+00:00   TSLA  1014.354980
2020-06-10 17:03:00+00:00   TSLA  1014.922302
2020-06-10 17:04:00+00:00   TSLA  1015.626709
2020-06-10 17:05:00+00:00   TSLA  1016.400024
2020-06-10 17:06:00+00:00   TSLA  1017.223389
2020-06-10 17:07:00+00:00   TSLA  1016.110107
2020-06-10 17:08:00+00:00   TSLA  1016.109985
  ..........................................

I am trying to resample using 5 minute interval here is my code: 

df = pd.read_sql_query("SELECT created_at,ticker,close FROM market_data_history WHERE ticker='TSLA' and CREATED_AT > '2020-06-10 00:01:00+00' AND created_at < '2020-06-11 00:01:00+00'",index_col='created_at',con=engine)
# df = pd.read_csv("market_data_history.csv", usecols = ['created_at','ticker','close','volume'])
print(df)


d=df.resample('5T')
print(d)

However, the output is just showing 

DatetimeIndexResampler [freq=<5 * Minutes>, axis=0, closed=left, label=left, convention=start, base=0]

Not sure why it isn't getting applied can someone please assist

Upvotes: 0

Views: 47

Answers (1)

Roy2012
Roy2012

Reputation: 12503

resample can be viewed as a kind of a group-by function. You need to specify how you'd like to aggregate resampled data.

For example: 

df.resample("5T").max()

would produce: 

                          ticker        close
created_at                                   
2020-06-10 17:00:00+00:00   TSLA  1015.626709
2020-06-10 17:05:00+00:00   TSLA  1017.223389
2020-06-10 17:10:00+00:00    NaN          NaN
2020-06-10 17:15:00+00:00    NaN          NaN
2020-06-10 17:20:00+00:00    NaN          NaN
2020-06-10 17:25:00+00:00    NaN          NaN
...

Upvotes: 1

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