I got a dataframe combined by with index = datetime and column = {'currentprice'}
我得到了一个数据框,其中包含index = datetime和column = {'currentprice'}
index currentPrice
2015-03-26 10:09:01 75.75
2015-03-26 10:11:57 75.70
Now I want to get the delta value during every 3 minutes(as an example), the I can get a dataframe like this:
现在我想在每3分钟获得delta值(作为示例),我可以获得这样的数据帧:
index delta
2015-03-26 10:09:01 -0.05
2015-03-26 10:11:57 0.10
...
What should I do?
我该怎么办?
1 个解决方案
#1
To expand upon the answer given in the comments, you can use
要扩展评论中给出的答案,您可以使用
df['delta'] = df.currentPrice.diff().shift(-1)
to get the difference between the price in one row and the next. However if you're actually interested in finding the difference between time periods separated by 3 minutes, not the 2m56s in your data, you're going to need to resample your timeseries using the resample method as documented here: http://pandas.pydata.org/pandas-docs/dev/timeseries.html
获得一行和下一行的价格差异。但是,如果您真的想要找到相隔3分钟的时间段之间的差异,而不是数据中的2m56s,那么您将需要使用此处记录的重新采样方法重新采样您的时间序列:http:// pandas。 pydata.org/pandas-docs/dev/timeseries.html
#1
To expand upon the answer given in the comments, you can use
要扩展评论中给出的答案,您可以使用
df['delta'] = df.currentPrice.diff().shift(-1)
to get the difference between the price in one row and the next. However if you're actually interested in finding the difference between time periods separated by 3 minutes, not the 2m56s in your data, you're going to need to resample your timeseries using the resample method as documented here: http://pandas.pydata.org/pandas-docs/dev/timeseries.html
获得一行和下一行的价格差异。但是,如果您真的想要找到相隔3分钟的时间段之间的差异,而不是数据中的2m56s,那么您将需要使用此处记录的重新采样方法重新采样您的时间序列:http:// pandas。 pydata.org/pandas-docs/dev/timeseries.html