时间模块:datetime
datetime模块,主要掌握:datetime.date(), datetime.datetime(), datetime.timedelta()
日期解析方法:parser.parse
date对象 - 精确到年月日
# datetime.date:date对象
import datetime # 也可以写 from datetime import date
today = datetime.date.today()
print(today,type(today))
print(str(today),type(str(today)))
# datetime.date.today 返回今日
# 输出格式为 date类
t = datetime.date(2016,6,1)
print(t)
# (年,月,日) → 直接得到当时日期
===========================
2017-12-26 <class 'datetime.date'>
2017-12-26 <class 'str'>
2016-06-01
datetime对象 - 精确到时、分、秒
精确到时、分、秒、微妙(六位数字)
# datetime.datetime:datetime对象
now = datetime.datetime.now()
print(now,type(now))
print(str(now),type(str(now)))
# .now()方法,输出当前时间
# 输出格式为 datetime类
# 可通过str()转化为字符串
t1 = datetime.datetime(2016,6,1)
t2 = datetime.datetime(2014,1,1,12,44,33)
print(t1,t2)
# (年,月,日,时,分,秒),至少输入年月日
t2-t1
# 相减得到时间差 —— timedelta
=============================
2017-12-26 11:50:04.769222 <class 'datetime.datetime'>
2017-12-26 11:50:04.769222 <class 'str'>
2016-06-01 00:00:00 2014-01-01 12:44:33
datetime.timedelta(-882, 45873)
timedelta:时间差(默认时间差是天)
# datetime.timedelta:时间差
today = datetime.datetime.today() # datetime.datetime也有today()方法
tx = datetime.timedelta(100,60) # 默认以天为单位来定义时间差,datetime.timedalta()来定义时间差,第二个时间点的单位是秒。
yestoday = today + tx
print(today)
print(yestoday)
print(today - datetime.timedelta(7))
# 时间差主要用作时间的加减法,相当于可被识别的时间“差值”
=================================
2017-12-26 11:50:06.484283
2017-12-25 11:50:06.484283
2017-12-19 11:50:06.484283
parser.parse:日期字符串转换
# parser.parse:日期字符串转换
from dateutil.parser import parse
date = '12-21-2017'
t = parse(date)
print(t,type(t))
# 直接将str转化成datetime.datetime
print(parse('2000-1-1'),'\n',
parse('5/1/2014'),'\n',
parse('5/1/2014', dayfirst = True),'\n', # 国际通用格式中,日在月之前,可以通过dayfirst来设置
parse('22/1/2014'),'\n',
parse('Jan 31, 1997 10:45 PM'))
# 各种格式可以解析,但无法支持中文
==================================
2017-12-21 00:00:00 <class 'datetime.datetime'>
2000-01-01 00:00:00
2014-05-01 00:00:00
2014-01-05 00:00:00
2014-01-22 00:00:00
1997-01-31 22:45:00
Pandas时刻数据:Timestamp
时刻数据代表时间点,是pandas的数据类型,是将值与时间点相关联的最基本类型的时间序列数据
pandas.Timestamp()
pd.Timestamp()_时间戳
# pd.Timestamp()
import numpy as np
import pandas as pd
date1 = datetime.datetime(2016,12,1,12,45,30) # 创建一个datetime.datetime
date2 = '2017-12-21' # 创建一个字符串
t1 = pd.Timestamp(date1)
t2 = pd.Timestamp(date2)
print(t1,type(t1))
print(t2)
print(pd.Timestamp('2017-12-21 15:00:22'))
# 直接生成pandas的时刻数据 → 时间戳
# 数据类型为 pandas的Timestamp
=====================================
2016-12-01 12:45:30 <class 'pandas.tslib.Timestamp'>
2017-12-21 00:00:00
2017-12-21 15:00:22
pd.to_datetime
# pd.to_datetime
from datetime import datetime
date1 = datetime(2016,12,1,12,45,30)
date2 = '2017-12-21'
t1 = pd.to_datetime(date1)
t2 = pd.to_datetime(date2)
print(t1,type(t1))
print(t2,type(t2))
# pd.to_datetime():如果是单个时间数据,转换成pandas的时刻数据,数据类型为Timestamp
lst_date = [ '2017-12-21', '2017-12-22', '2017-12-23']
t3 = pd.to_datetime(lst_date)
print(t3,type(t3))
# 多个时间数据,将会转换为pandas的DatetimeIndex
============================================
2016-12-01 12:45:30 <class 'pandas.tslib.Timestamp'>
2017-12-21 00:00:00 <class 'pandas.tslib.Timestamp'>
DatetimeIndex(['2017-12-21', '2017-12-22', '2017-12-23'], dtype='datetime64[ns]', freq=None) <class 'pandas.tseries.index.DatetimeIndex'>
pd.to_datetime → 多个时间数据转换时间戳索引
如有“from datetime import datetime”,那么[datetime(2015,6,1),datetime(2015,7,1),datetime(2015,8,1),datetime(2015,9,1),datetime(2015,10,1)]是被允许的,
但是没有这个from的话,是需要datetime.datetime
# pd.to_datetime → 多个时间数据转换时间戳索引
from datetime import datetime
date1 = [datetime(2015,6,1),datetime(2015,7,1),datetime(2015,8,1),datetime(2015,9,1),datetime(2015,10,1)]
date2 = ['2017-2-1','2017-2-2','2017-2-3','2017-2-4','2017-2-5','2017-2-6']
print(date1)
print(date2)
t1 = pd.to_datetime(date2)
t2 = pd.to_datetime(date2)
print(t1)
print(t2)
# 多个时间数据转换为 DatetimeIndex
date3 = ['2017-2-1','2017-2-2','2017-2-3','hello world!','2017-2-5','2017-2-6']
t3 = pd.to_datetime(date3, errors = 'ignore')
print(t3,type(t3))
# 当一组时间序列中夹杂其他格式数据,可用errors参数返回
# errors = 'ignore':不可解析时返回原始输入,这里就是直接生成一般数组
t4 = pd.to_datetime(date3, errors = 'coerce')
print(t4,type(t4))
# errors = 'coerce':不可扩展,缺失值返回NaT(Not a Time),结果认为DatetimeIndex
========================
[datetime.datetime(2015, 6, 1, 0, 0), datetime.datetime(2015, 7, 1, 0, 0), datetime.datetime(2015, 8, 1, 0, 0), datetime.datetime(2015, 9, 1, 0, 0), datetime.datetime(2015, 10, 1, 0, 0)]
['2017-2-1', '2017-2-2', '2017-2-3', '2017-2-4', '2017-2-5', '2017-2-6']
DatetimeIndex(['2017-02-01', '2017-02-02', '2017-02-03', '2017-02-04',
'2017-02-05', '2017-02-06'],
dtype='datetime64[ns]', freq=None)
DatetimeIndex(['2017-02-01', '2017-02-02', '2017-02-03', '2017-02-04',
'2017-02-05', '2017-02-06'],
dtype='datetime64[ns]', freq=None)
['2017-2-1' '2017-2-2' '2017-2-3' 'hello world!' '2017-2-5' '2017-2-6'] <class 'numpy.ndarray'>
DatetimeIndex(['2017-02-01', '2017-02-02', '2017-02-03', 'NaT', '2017-02-05',
'2017-02-06'],
dtype='datetime64[ns]', freq=None) <class 'pandas.tseries.index.DatetimeIndex'>
Pandas时间戳索引:DatetimeIndex
核心:pd.date_range()
# pd.DatetimeIndex()与TimeSeries时间序列
rng = pd.DatetimeIndex(['12/1/2017','12/2/2017','12/3/2017','12/4/2017','12/5/2017'])
print(rng,type(rng))
print(rng[0],type(rng[0]))
# 直接生成时间戳索引,支持str、datetime.datetime
# 单个时间戳为Timestamp,多个时间戳为DatetimeIndex
st = pd.Series(np.random.rand(len(rng)), index = rng)
print(st,type(st))
print(st.index)
# 以DatetimeIndex为index的Series,为TimeSries,时间序列
=================================
DatetimeIndex(['2017-12-01', '2017-12-02', '2017-12-03', '2017-12-04',
'2017-12-05'],
dtype='datetime64[ns]', freq=None) <class 'pandas.tseries.index.DatetimeIndex'>
2017-12-01 00:00:00 <class 'pandas.tslib.Timestamp'>
2017-12-01 0.837612
2017-12-02 0.539392
2017-12-03 0.100238
2017-12-04 0.285519
2017-12-05 0.939607
dtype: float64 <class 'pandas.core.series.Series'>
DatetimeIndex(['2017-12-01', '2017-12-02', '2017-12-03', '2017-12-04',
'2017-12-05'],
dtype='datetime64[ns]', freq=None)
pd.date_range()-日期范围:生成日期范围
periods 期间; 产生的偏移量,默认以天为单位
# pd.date_range()-日期范围:生成日期范围
# 2种生成方式:①start + end; ②start/end + periods
# 默认频率:day
rng1 = pd.date_range('1/1/2017','1/10/2017', normalize=True)
rng2 = pd.date_range(start = '1/1/2017', periods = 10)
rng3 = pd.date_range(end = '1/30/2017 15:00:00', periods = 10) # 增加了时、分、秒
print(rng1,type(rng1))
print(rng2)
print(rng3)
print('-------')
# 直接生成DatetimeIndex
# pd.date_range(start=None, end=None, periods=None, freq='D', tz=None, normalize=False, name=None, closed=None, **kwargs)
# start:开始时间
# end:结束时间
# periods:偏移量
# freq:频率,默认天,pd.date_range()默认频率为日历日,pd.bdate_range()默认频率为工作日
# tz:时区
==============================================================================
DatetimeIndex(['2017-01-01', '2017-01-02', '2017-01-03', '2017-01-04',
'2017-01-05', '2017-01-06', '2017-01-07', '2017-01-08',
'2017-01-09', '2017-01-10'],
dtype='datetime64[ns]', freq='D') <class 'pandas.core.indexes.datetimes.DatetimeIndex'>
DatetimeIndex(['2017-01-01', '2017-01-02', '2017-01-03', '2017-01-04',
'2017-01-05', '2017-01-06', '2017-01-07', '2017-01-08',
'2017-01-09', '2017-01-10'],
dtype='datetime64[ns]', freq='D')
DatetimeIndex(['2017-01-21 15:00:00', '2017-01-22 15:00:00',
'2017-01-23 15:00:00', '2017-01-24 15:00:00',
'2017-01-25 15:00:00', '2017-01-26 15:00:00',
'2017-01-27 15:00:00', '2017-01-28 15:00:00',
'2017-01-29 15:00:00', '2017-01-30 15:00:00'],
dtype='datetime64[ns]', freq='D')
rng4 = pd.date_range(start = '1/1/2017 15:30', periods = 10, name = 'hello world!', normalize = True)
print(rng4)
print('-------')
# normalize:时间参数值正则化到午夜时间戳(这里最后就直接变成0:00:00,并不是15:30:00)
# name:索引对象名称
=======================================================================
DatetimeIndex(['2017-01-01', '2017-01-02', '2017-01-03', '2017-01-04',
'2017-01-05', '2017-01-06', '2017-01-07', '2017-01-08',
'2017-01-09', '2017-01-10'],
dtype='datetime64[ns]', name='hello world!', freq='D')
print(pd.date_range('20170101','20170104')) # 20170101也可读取
print(pd.date_range('20170101','20170104',closed = 'right'))
print(pd.date_range('20170101','20170104',closed = 'left'))
print('-------')
# closed:默认为None的情况下,左闭右闭,left则左闭右开,right则左开右闭
======================================================================
DatetimeIndex(['2017-01-01', '2017-01-02', '2017-01-03', '2017-01-04'], dtype='datetime64[ns]', freq='D')
DatetimeIndex(['2017-01-02', '2017-01-03', '2017-01-04'], dtype='datetime64[ns]', freq='D')
DatetimeIndex(['2017-01-01', '2017-01-02', '2017-01-03'], dtype='datetime64[ns]', freq='D')
print(pd.bdate_range('20200709','20200715'))
# pd.bdate_range()默认频率为工作日
======================================================================
DatetimeIndex(['2020-07-09', '2020-07-10', '2020-07-13', '2020-07-14',
'2020-07-15'],
dtype='datetime64[ns]', freq='B')
print(list(pd.date_range(start = '1/1/2017', periods = 10)))
# 直接转化为list,元素为Timestamp
===================================================
[Timestamp('2017-01-01 00:00:00', freq='D'), Timestamp('2017-01-02 00:00:00', freq='D'), Timestamp('2017-01-03 00:00:00', freq='D'), Timestamp('2017-01-04 00:00:00', freq='D'), Timestamp('2017-01-05 00:00:00', freq='D'), Timestamp('2017-01-06 00:00:00', freq='D'), Timestamp('2017-01-07 00:00:00', freq='D'), Timestamp('2017-01-08 00:00:00', freq='D'), Timestamp('2017-01-09 00:00:00', freq='D'), Timestamp('2017-01-10 00:00:00', freq='D')]
pd.date_range()-日期范围:频率(1)
# pd.date_range()-日期范围:频率(1)
print(pd.date_range('2017/1/1','2017/1/4')) # 默认freq = 'D':每日历日
print(pd.date_range('2017/1/1','2017/1/4', freq = 'B')) # B:每工作日
print(pd.date_range('2017/1/1','2017/1/2', freq = 'H')) # H:每小时
print(pd.date_range('2017/1/1 12:00','2017/1/1 12:10', freq = 'T')) # T/MIN:每分
print(pd.date_range('2017/1/1 12:00:00','2017/1/1 12:00:10', freq = 'S')) # S:每秒
print(pd.date_range('2017/1/1 12:00:00','2017/1/1 12:00:10', freq = 'L')) # L:每毫秒(千分之一秒)
print(pd.date_range('2017/1/1 12:00:00','2017/1/1 12:00:10', freq = 'U')) # U:每微秒(百万分之一秒)
print(pd.date_range('2017/1/1','2017/2/1', freq = 'W-MON'))
# W-MON:从指定星期几开始算起,每周
# 星期几缩写:MON/TUE/WED/THU/FRI/SAT/SUN
print(pd.date_range('2017/1/1','2017/5/1', freq = 'WOM-2MON'))
# WOM-2MON:每月的第几个星期几开始算,这里是每月第二个星期一
=========================================================
DatetimeIndex(['2017-01-01', '2017-01-02', '2017-01-03', '2017-01-04'], dtype='datetime64[ns]', freq='D')
DatetimeIndex(['2017-01-02', '2017-01-03', '2017-01-04'], dtype='datetime64[ns]', freq='B')
DatetimeIndex(['2017-01-01 00:00:00', '2017-01-01 01:00:00',
'2017-01-01 02:00:00', '2017-01-01 03:00:00',
'2017-01-01 04:00:00', '2017-01-01 05:00:00',
'2017-01-01 06:00:00', '2017-01-01 07:00:00',
'2017-01-01 08:00:00', '2017-01-01 09:00:00',
'2017-01-01 10:00:00', '2017-01-01 11:00:00',
'2017-01-01 12:00:00', '2017-01-01 13:00:00',
'2017-01-01 14:00:00', '2017-01-01 15:00:00',
'2017-01-01 16:00:00', '2017-01-01 17:00:00',
'2017-01-01 18:00:00', '2017-01-01 19:00:00',
'2017-01-01 20:00:00', '2017-01-01 21:00:00',
'2017-01-01 22:00:00', '2017-01-01 23:00:00',
'2017-01-02 00:00:00'],
dtype='datetime64[ns]', freq='H')
DatetimeIndex(['2017-01-01 12:00:00', '2017-01-01 12:01:00',
'2017-01-01 12:02:00', '2017-01-01 12:03:00',
'2017-01-01 12:04:00', '2017-01-01 12:05:00',
'2017-01-01 12:06:00', '2017-01-01 12:07:00',
'2017-01-01 12:08:00', '2017-01-01 12:09:00',
'2017-01-01 12:10:00'],
dtype='datetime64[ns]', freq='T')
DatetimeIndex(['2017-01-01 12:00:00', '2017-01-01 12:00:01',
'2017-01-01 12:00:02', '2017-01-01 12:00:03',
'2017-01-01 12:00:04', '2017-01-01 12:00:05',
'2017-01-01 12:00:06', '2017-01-01 12:00:07',
'2017-01-01 12:00:08', '2017-01-01 12:00:09',
'2017-01-01 12:00:10'],
dtype='datetime64[ns]', freq='S')
DatetimeIndex([ '2017-01-01 12:00:00', '2017-01-01 12:00:00.001000',
'2017-01-01 12:00:00.002000', '2017-01-01 12:00:00.003000',
'2017-01-01 12:00:00.004000', '2017-01-01 12:00:00.005000',
'2017-01-01 12:00:00.006000', '2017-01-01 12:00:00.007000',
'2017-01-01 12:00:00.008000', '2017-01-01 12:00:00.009000',
...
'2017-01-01 12:00:09.991000', '2017-01-01 12:00:09.992000',
'2017-01-01 12:00:09.993000', '2017-01-01 12:00:09.994000',
'2017-01-01 12:00:09.995000', '2017-01-01 12:00:09.996000',
'2017-01-01 12:00:09.997000', '2017-01-01 12:00:09.998000',
'2017-01-01 12:00:09.999000', '2017-01-01 12:00:10'],
dtype='datetime64[ns]', length=10001, freq='L')
DatetimeIndex([ '2017-01-01 12:00:00', '2017-01-01 12:00:00.000001',
'2017-01-01 12:00:00.000002', '2017-01-01 12:00:00.000003',
'2017-01-01 12:00:00.000004', '2017-01-01 12:00:00.000005',
'2017-01-01 12:00:00.000006', '2017-01-01 12:00:00.000007',
'2017-01-01 12:00:00.000008', '2017-01-01 12:00:00.000009',
...
'2017-01-01 12:00:09.999991', '2017-01-01 12:00:09.999992',
'2017-01-01 12:00:09.999993', '2017-01-01 12:00:09.999994',
'2017-01-01 12:00:09.999995', '2017-01-01 12:00:09.999996',
'2017-01-01 12:00:09.999997', '2017-01-01 12:00:09.999998',
'2017-01-01 12:00:09.999999', '2017-01-01 12:00:10'],
dtype='datetime64[ns]', length=10000001, freq='U')
DatetimeIndex(['2017-01-02', '2017-01-09', '2017-01-16', '2017-01-23',
'2017-01-30'],
dtype='datetime64[ns]', freq='W-MON')
DatetimeIndex(['2017-01-09', '2017-02-13', '2017-03-13', '2017-04-10'], dtype='datetime64[ns]', freq='WOM-2MON')
pd.date_range()-日期范围:频率(2)
# pd.date_range()-日期范围:频率(2)
print(pd.date_range('2017','2018', freq = 'M'))
print(pd.date_range('2017','2020', freq = 'Q-DEC'))
print(pd.date_range('2017','2020', freq = 'A-DEC'))
print('------')
# M:每月最后一个日历日
# Q-月:指定月为季度末,每个季度末最后一月的最后一个日历日
# A-月:每年指定月份的最后一个日历日
# 月缩写:JAN/FEB/MAR/APR/MAY/JUN/JUL/AUG/SEP/OCT/NOV/DEC
# 所以Q-月只有三种情况:1-4-7-10,2-5-8-11,3-6-9-12
print(pd.date_range('2017','2018', freq = 'BM'))
print(pd.date_range('2017','2020', freq = 'BQ-DEC'))
print(pd.date_range('2017','2020', freq = 'BA-DEC'))
print('------')
# BM:每月最后一个工作日
# BQ-月:指定月为季度末,每个季度末最后一月的最后一个工作日
# BA-月:每年指定月份的最后一个工作日
print(pd.date_range('2017','2018', freq = 'MS'))
print(pd.date_range('2017','2020', freq = 'QS-DEC'))
print(pd.date_range('2017','2020', freq = 'AS-DEC'))
print('------')
# M:每月第一个日历日
# Q-月:指定月为季度末,每个季度末最后一月的第一个日历日
# A-月:每年指定月份的第一个日历日
print(pd.date_range('2017','2018', freq = 'BMS'))
print(pd.date_range('2017','2020', freq = 'BQS-DEC'))
print(pd.date_range('2017','2020', freq = 'BAS-DEC'))
print('------')
# BM:每月第一个工作日
# BQ-月:指定月为季度末,每个季度末最后一月的第一个工作日
# BA-月:每年指定月份的第一个工作日
=====================================
DatetimeIndex(['2017-01-31', '2017-02-28', '2017-03-31', '2017-04-30',
'2017-05-31', '2017-06-30', '2017-07-31', '2017-08-31',
'2017-09-30', '2017-10-31', '2017-11-30', '2017-12-31'],
dtype='datetime64[ns]', freq='M')
DatetimeIndex(['2017-03-31', '2017-06-30', '2017-09-30', '2017-12-31',
'2018-03-31', '2018-06-30', '2018-09-30', '2018-12-31',
'2019-03-31', '2019-06-30', '2019-09-30', '2019-12-31'],
dtype='datetime64[ns]', freq='Q-DEC')
DatetimeIndex(['2017-12-31', '2018-12-31', '2019-12-31'], dtype='datetime64[ns]', freq='A-DEC')
------
DatetimeIndex(['2017-01-31', '2017-02-28', '2017-03-31', '2017-04-28',
'2017-05-31', '2017-06-30', '2017-07-31', '2017-08-31',
'2017-09-29', '2017-10-31', '2017-11-30', '2017-12-29'],
dtype='datetime64[ns]', freq='BM')
DatetimeIndex(['2017-03-31', '2017-06-30', '2017-09-29', '2017-12-29',
'2018-03-30', '2018-06-29', '2018-09-28', '2018-12-31',
'2019-03-29', '2019-06-28', '2019-09-30', '2019-12-31'],
dtype='datetime64[ns]', freq='BQ-DEC')
DatetimeIndex(['2017-12-29', '2018-12-31', '2019-12-31'], dtype='datetime64[ns]', freq='BA-DEC')
------
DatetimeIndex(['2017-01-01', '2017-02-01', '2017-03-01', '2017-04-01',
'2017-05-01', '2017-06-01', '2017-07-01', '2017-08-01',
'2017-09-01', '2017-10-01', '2017-11-01', '2017-12-01',
'2018-01-01'],
dtype='datetime64[ns]', freq='MS')
DatetimeIndex(['2017-03-01', '2017-06-01', '2017-09-01', '2017-12-01',
'2018-03-01', '2018-06-01', '2018-09-01', '2018-12-01',
'2019-03-01', '2019-06-01', '2019-09-01', '2019-12-01'],
dtype='datetime64[ns]', freq='QS-DEC')
DatetimeIndex(['2017-12-01', '2018-12-01', '2019-12-01'], dtype='datetime64[ns]', freq='AS-DEC')
------
DatetimeIndex(['2017-01-02', '2017-02-01', '2017-03-01', '2017-04-03',
'2017-05-01', '2017-06-01', '2017-07-03', '2017-08-01',
'2017-09-01', '2017-10-02', '2017-11-01', '2017-12-01',
'2018-01-01'],
dtype='datetime64[ns]', freq='BMS')
DatetimeIndex(['2017-03-01', '2017-06-01', '2017-09-01', '2017-12-01',
'2018-03-01', '2018-06-01', '2018-09-03', '2018-12-03',
'2019-03-01', '2019-06-03', '2019-09-02', '2019-12-02'],
dtype='datetime64[ns]', freq='BQS-DEC')
DatetimeIndex(['2017-12-01', '2018-12-03', '2019-12-02'], dtype='datetime64[ns]', freq='BAS-DEC')
------
pd.date_range()-日期范围:复合频率
# pd.date_range()-日期范围:复合频率
print(pd.date_range('2017/1/1','2017/2/1', freq = '7D')) # 7天
print(pd.date_range('2017/1/1','2017/1/2', freq = '2h30min')) # 2小时30分钟
print(pd.date_range('2017','2018', freq = '2M')) # 2月,每月最后一个日历日
====================================
DatetimeIndex(['2017-01-01', '2017-01-08', '2017-01-15', '2017-01-22',
'2017-01-29'],
dtype='datetime64[ns]', freq='7D')
DatetimeIndex(['2017-01-01 00:00:00', '2017-01-01 02:30:00',
'2017-01-01 05:00:00', '2017-01-01 07:30:00',
'2017-01-01 10:00:00', '2017-01-01 12:30:00',
'2017-01-01 15:00:00', '2017-01-01 17:30:00',
'2017-01-01 20:00:00', '2017-01-01 22:30:00'],
dtype='datetime64[ns]', freq='150T')
DatetimeIndex(['2017-01-31', '2017-03-31', '2017-05-31', '2017-07-31',
'2017-09-30', '2017-11-30'],
dtype='datetime64[ns]', freq='2M')
asfreq:时期频率转换
# asfreq:时期频率转换
ts = pd.Series(np.random.rand(4),
index = pd.date_range('20170101','20170104'))
print(ts)
print(ts.asfreq('4H',method = 'ffill'))
# 改变频率,这里是D改为4H
# method:插值模式,None不插值,ffill用之前值填充,bfill用之后值填充
=========================================
2017-01-01 0.945391
2017-01-02 0.656020
2017-01-03 0.295795
2017-01-04 0.318078
Freq: D, dtype: float64
2017-01-01 00:00:00 0.945391
2017-01-01 04:00:00 0.945391
2017-01-01 08:00:00 0.945391
2017-01-01 12:00:00 0.945391
2017-01-01 16:00:00 0.945391
2017-01-01 20:00:00 0.945391
2017-01-02 00:00:00 0.656020
2017-01-02 04:00:00 0.656020
2017-01-02 08:00:00 0.656020
2017-01-02 12:00:00 0.656020
2017-01-02 16:00:00 0.656020
2017-01-02 20:00:00 0.656020
2017-01-03 00:00:00 0.295795
2017-01-03 04:00:00 0.295795
2017-01-03 08:00:00 0.295795
2017-01-03 12:00:00 0.295795
2017-01-03 16:00:00 0.295795
2017-01-03 20:00:00 0.295795
2017-01-04 00:00:00 0.318078
Freq: 4H, dtype: float64
pd.date_range()-日期范围:超前/滞后数据
# pd.date_range()-日期范围:超前/滞后数据
ts = pd.Series(np.random.rand(4),
index = pd.date_range('20170101','20170104'))
print(ts)
================================================================
2017-01-01 0.212980
2017-01-02 0.945193
2017-01-03 0.010537
2017-01-04 0.287531
Freq: D, dtype: float64
print(ts.shift(2))
print(ts.shift(-2))
print('------')
# 正数:数值后移(滞后);负数:数值前移(超前)
================================
2017-01-01 NaN
2017-01-02 NaN
2017-01-03 0.134049
2017-01-04 0.381172
Freq: D, dtype: float64
2017-01-01 0.415442
2017-01-02 0.037786
2017-01-03 NaN
2017-01-04 NaN
Freq: D, dtype: float64
per = ts/ts.shift(1) - 1
print(per)
print('------')
# 计算变化百分比,这里计算:该时间戳与上一个时间戳相比,变化百分比
===========================================
2017-01-01 NaN
2017-01-02 -0.851796
2017-01-03 0.879391
2017-01-04 2.044181
Freq: D, dtype: float64
print(ts.shift(2, freq = 'D'))
print(ts.shift(2, freq = 'T'))
# 加上freq参数:对时间戳进行位移,而不是对数值进行位移
===================================================
2017-01-03 0.967312
2017-01-04 0.945871
2017-01-05 0.555347
2017-01-06 0.872889
Freq: D, dtype: float64
2017-01-01 00:02:00 0.967312
2017-01-02 00:02:00 0.945871
2017-01-03 00:02:00 0.555347
2017-01-04 00:02:00 0.872889
Freq: D, dtype: float64
Pandas时期:Period
核心:pd.Period()
# pd.Period()创建时期
p = pd.Period('2017', freq = 'M')
print(p, type(p))
# 生成一个以2017-01开始,月为频率的时间构造器
# pd.Period()参数:一个时间戳 + freq 参数 → freq 用于指明该 period 的长度,时间戳则说明该 period 在时间轴上的位置
print(p + 1)
print(p - 2)
print(pd.Period('2012', freq = 'A-DEC') - 1)
# 通过加减整数,将周期整体移动
# 这里是按照 月、年 移动
==============================
2017-01 <class 'pandas._period.Period'>
2017-02
2016-11
2011
pd.period_range()创建时期范围
- Period(‘2011’, freq = ‘A-DEC’)可以看成多个时间期的时间段中的游标
- Timestamp表示一个时间戳,是一个时间截面;Period是一个时期,是一个时间段!!但两者作为index时区别不大
# pd.period_range()创建时期范围
prng = pd.period_range('1/1/2011', '1/1/2012', freq='M')
print(prng,type(prng))
print(prng[0],type(prng[0]))
# 数据格式为PeriodIndex,单个数值为Period
==============================================================
PeriodIndex(['2011-01', '2011-02', '2011-03', '2011-04', '2011-05', '2011-06',
'2011-07', '2011-08', '2011-09', '2011-10', '2011-11', '2011-12',
'2012-01'],
dtype='period[M]', freq='M') <class 'pandas.core.indexes.period.PeriodIndex'>
2011-01 <class 'pandas._libs.tslibs.period.Period'>
ts = pd.Series(np.random.rand(len(prng)), index = prng)
print(ts,type(ts))
print(ts.index)
# 时间序列
# Period('2011', freq = 'A-DEC')可以看成多个时间期的时间段中的游标
# Timestamp表示一个时间戳,是一个时间截面;Period是一个时期,是一个时间段!!但两者作为index时区别不大
===================================
2011-01 0.342571
2011-02 0.826151
2011-03 0.370505
2011-04 0.137151
2011-05 0.679976
2011-06 0.265928
2011-07 0.416502
2011-08 0.874078
2011-09 0.112801
2011-10 0.112504
2011-11 0.448408
2011-12 0.851046
2012-01 0.370605
Freq: M, dtype: float64 <class 'pandas.core.series.Series'>
PeriodIndex(['2011-01', '2011-02', '2011-03', '2011-04', '2011-05', '2011-06',
'2011-07', '2011-08', '2011-09', '2011-10', '2011-11', '2011-12',
'2012-01'],
dtype='int64', freq='M')
asfreq:频率转换
- Period(‘2011’, freq = ‘A-DEC’)可以看成多个时间期的时间段中的游标
- Timestamp表示一个时间戳,是一个时间截面;Period是一个时期,是一个时间段!!但两者作为index时区别不大
# asfreq:频率转换
p = pd.Period('2017','A-DEC')
print(p)
print(p.asfreq('M', how = 'start')) # 也可写 how = 's'
print(p.asfreq('D', how = 'end')) # 也可写 how = 'e'
# 通过.asfreq(freq, method=None, how=None)方法转换成别的频率
==========================================================
2017
2017-01
2017-12-31
prng = pd.period_range('2017','2018',freq = 'M')
ts1 = pd.Series(np.random.rand(len(prng)), index = prng)
ts2 = pd.Series(np.random.rand(len(prng)), index = prng.asfreq('D', how = 'start'))
print(ts1.head(),len(ts1)) #head(),默认查看series的前五条数据
print(ts2.head(),len(ts2))
# asfreq也可以转换TIMESeries的index
==========================================
2017-01 0.060797
2017-02 0.441994
2017-03 0.971933
2017-04 0.000334
2017-05 0.545191
Freq: M, dtype: float64 13
2017-01-01 0.447614
2017-02-01 0.679438
2017-03-01 0.891729
2017-04-01 0.949993
2017-05-01 0.942548
Freq: D, dtype: float64 13
时间戳与时期之间的转换
pd.to_period()、pd.to_timestamp()
# 时间戳与时期之间的转换:pd.to_period()、pd.to_timestamp()
rng = pd.date_range('2017/1/1', periods = 10, freq = 'M')
prng = pd.period_range('2017','2018', freq = 'M')
ts1 = pd.Series(np.random.rand(len(rng)), index = rng)
print(ts1.head())
print(ts1.to_period().head())
# 每月最后一日,转化为每月
ts2 = pd.Series(np.random.rand(len(prng)), index = prng)
print(ts2.head())
print(ts2.to_timestamp().head())
# 每月,转化为每月第一天
=============================
2017-01-31 0.125288
2017-02-28 0.497174
2017-03-31 0.573114
2017-04-30 0.665665
2017-05-31 0.263561
Freq: M, dtype: float64
2017-01 0.125288
2017-02 0.497174
2017-03 0.573114
2017-04 0.665665
2017-05 0.263561
Freq: M, dtype: float64
2017-01 0.748661
2017-02 0.095891
2017-03 0.280341
2017-04 0.569813
2017-05 0.067677
Freq: M, dtype: float64
2017-01-01 0.748661
2017-02-01 0.095891
2017-03-01 0.280341
2017-04-01 0.569813
2017-05-01 0.067677
Freq: MS, dtype: float64
时间序列 - 索引及切片
TimeSeries是Series的一个子类,所以Series索引及数据选取方面的方法基本一样
同时TimeSeries通过时间序列有更便捷的方法做索引和切片
索引
# 索引
from datetime import datetime
rng = pd.date_range('2017/1','2017/3')
ts = pd.Series(np.random.rand(len(rng)), index = rng)
print(ts.head())
print(ts[0])
print(ts[:2])
print('-----')
# 基本下标位置索引
==============================================
2017-01-01 0.107736
2017-01-02 0.887981
2017-01-03 0.712862
2017-01-04 0.920021
2017-01-05 0.317863
Freq: D, dtype: float64
0.107735945027
2017-01-01 0.107736
2017-01-02 0.887981
Freq: D, dtype: float64
print(ts['2017/1/2'])
print(ts['20170103'])
print(ts['1/10/2017'])
print(ts[datetime(2017,1,20)])
print('-----')
# 时间序列标签索引,支持各种时间字符串,以及datetime.datetime
# 时间序列由于按照时间先后排序,故不用考虑顺序问题
# 索引方法同样适用于Dataframe
==========================================
0.887980757812
0.712861778966
0.788336674948
0.93070380011
-----
切片
# 切片
rng = pd.date_range('2017/1','2017/3',freq = '12H')
ts = pd.Series(np.random.rand(len(rng)), index = rng)
print(ts['2017/1/5':'2017/1/10'])
print('-----')
# 和Series按照index索引原理一样,也是末端包含
print(ts['2017/2'].head())
# 传入月,直接得到一个切片
====================
2017-01-05 00:00:00 0.462085
2017-01-05 12:00:00 0.778637
2017-01-06 00:00:00 0.356306
2017-01-06 12:00:00 0.667964
2017-01-07 00:00:00 0.246857
2017-01-07 12:00:00 0.386956
2017-01-08 00:00:00 0.328203
2017-01-08 12:00:00 0.260853
2017-01-09 00:00:00 0.224920
2017-01-09 12:00:00 0.397457
2017-01-10 00:00:00 0.158729
2017-01-10 12:00:00 0.501266
Freq: 12H, dtype: float64
-----
2017-02-01 00:00:00 0.243932
2017-02-01 12:00:00 0.220830
2017-02-02 00:00:00 0.896107
2017-02-02 12:00:00 0.476584
2017-02-03 00:00:00 0.515817
Freq: 12H, dtype: float64
重复索引的时间序列
# 重复索引的时间序列
dates = pd.DatetimeIndex(['1/1/2015','1/2/2015','1/3/2015','1/4/2015','1/1/2015','1/2/2015'])
ts = pd.Series(np.random.rand(6), index = dates)
print(ts)
print(ts.is_unique,ts.index.is_unique)
print('-----')
# index有重复,is_unique检查 → values唯一,index不唯一
print(ts['20150101'],type(ts['20150101']))
print(ts['20150104'],type(ts['20150104']))
print('-----')
# index有重复的将返回多个值
print(ts.groupby(level = 0).mean())
# 通过groupby做分组,重复的值这里用平均值处理
======================================
2015-01-01 0.300286
2015-01-02 0.603865
2015-01-03 0.017949
2015-01-04 0.026621
2015-01-01 0.791441
2015-01-02 0.526622
dtype: float64
True False
-----
2015-01-01 0.300286
2015-01-01 0.791441
dtype: float64 <class 'pandas.core.series.Series'>
2015-01-04 0.026621
dtype: float64 <class 'pandas.core.series.Series'>
-----
2015-01-01 0.545863
2015-01-02 0.565244
2015-01-03 0.017949
2015-01-04 0.026621
dtype: float64
时间序列 - 重采样
将时间序列从一个频率转换为另一个频率的过程,且会有数据的结合
降采样:高频数据 → 低频数据,eg.以天为频率的数据转为以月为频率的数据
升采样:低频数据 → 高频数据,eg.以年为频率的数据转为以月为频率的数据
# 重采样:.resample()
# 创建一个以天为频率的TimeSeries,重采样为按2天为频率
rng = pd.date_range('20170101', periods = 12)
ts = pd.Series(np.arange(12), index = rng)
print(ts)
ts_re = ts.resample('5D')
ts_re2 = ts.resample('5D').sum()
print(ts_re, type(ts_re))
print(ts_re2, type(ts_re2))
print('-----')
# ts.resample('5D'):得到一个重采样构建器,频率改为5天
# ts.resample('5D').sum():得到一个新的聚合后的Series,聚合方式为求和
# freq:重采样频率 → ts.resample('5D')
# .sum():聚合方法
print(ts.resample('5D').mean(),'→ 求平均值\n')
print(ts.resample('5D').max(),'→ 求最大值\n')
print(ts.resample('5D').min(),'→ 求最小值\n')
print(ts.resample('5D').median(),'→ 求中值\n')
print(ts.resample('5D').first(),'→ 返回第一个值\n')
print(ts.resample('5D').last(),'→ 返回最后一个值\n')
print(ts.resample('5D').ohlc(),'→ OHLC重采样\n')
# OHLC:金融领域的时间序列聚合方式 → open开盘、high最大值、low最小值、close收盘
====================================================
2017-01-01 0
2017-01-02 1
2017-01-03 2
2017-01-04 3
2017-01-05 4
2017-01-06 5
2017-01-07 6
2017-01-08 7
2017-01-09 8
2017-01-10 9
2017-01-11 10
2017-01-12 11
Freq: D, dtype: int32
DatetimeIndexResampler [freq=<5 * Days>, axis=0, closed=left, label=left, convention=start, base=0] <class 'pandas.tseries.resample.DatetimeIndexResampler'>
2017-01-01 10
2017-01-06 35
2017-01-11 21
Freq: 5D, dtype: int32 <class 'pandas.core.series.Series'>
-----
2017-01-01 2.0
2017-01-06 7.0
2017-01-11 10.5
Freq: 5D, dtype: float64 → 求平均值
2017-01-01 4
2017-01-06 9
2017-01-11 11
Freq: 5D, dtype: int32 → 求最大值
2017-01-01 0
2017-01-06 5
2017-01-11 10
Freq: 5D, dtype: int32 → 求最小值
2017-01-01 2.0
2017-01-06 7.0
2017-01-11 10.5
Freq: 5D, dtype: float64 → 求中值
2017-01-01 0
2017-01-06 5
2017-01-11 10
Freq: 5D, dtype: int32 → 返回第一个值
2017-01-01 4
2017-01-06 9
2017-01-11 11
Freq: 5D, dtype: int32 → 返回最后一个值
open high low close
2017-01-01 0 4 0 4
2017-01-06 5 9 5 9
2017-01-11 10 11 10 11 → OHLC重采样
降采样
# 降采样
rng = pd.date_range('20170101', periods = 12)
ts = pd.Series(np.arange(1,13), index = rng)
print(ts)
print(ts.resample('5D').sum(),'→ 默认\n')
print(ts.resample('5D', closed = 'left').sum(),'→ left\n')
print(ts.resample('5D', closed = 'right').sum(),'→ right\n')
print('-----')
# closed:各时间段哪一端是闭合(即包含)的,默认 左闭右闭
# 详解:这里values为0-11,按照5D重采样 → [1,2,3,4,5],[6,7,8,9,10],[11,12]
# left指定间隔左边为结束 → [1,2,3,4,5],[6,7,8,9,10],[11,12]
# right指定间隔右边为结束 → [1],[2,3,4,5,6],[7,8,9,10,11],[12]
print(ts.resample('5D', label = 'left').sum(),'→ leftlabel\n')
print(ts.resample('5D', label = 'right').sum(),'→ rightlabel\n')
# label:聚合值的index,默认为取左
# 值采样认为默认(这里closed默认)
=============================================
2017-01-01 1
2017-01-02 2
2017-01-03 3
2017-01-04 4
2017-01-05 5
2017-01-06 6
2017-01-07 7
2017-01-08 8
2017-01-09 9
2017-01-10 10
2017-01-11 11
2017-01-12 12
Freq: D, dtype: int32
2017-01-01 15
2017-01-06 40
2017-01-11 23
Freq: 5D, dtype: int32 → 默认
2017-01-01 15
2017-01-06 40
2017-01-11 23
Freq: 5D, dtype: int32 → left
2016-12-27 1
2017-01-01 20
2017-01-06 45
2017-01-11 12
Freq: 5D, dtype: int32 → right
-----
2017-01-01 15
2017-01-06 40
2017-01-11 23
Freq: 5D, dtype: int32 → leftlabel
2017-01-06 15
2017-01-11 40
2017-01-16 23
Freq: 5D, dtype: int32 → rightlabel
升采样及插值
# 升采样及插值
rng = pd.date_range('2017/1/1 0:0:0', periods = 5, freq = 'H')
ts = pd.DataFrame(np.arange(15).reshape(5,3),
index = rng,
columns = ['a','b','c'])
print(ts)
print(ts.resample('15T').asfreq())
print(ts.resample('15T').ffill())
print(ts.resample('15T').bfill())
# 低频转高频,主要是如何插值
# .asfreq():不做填充,返回Nan
# .ffill():向上填充
# .bfill():向下填充
=================================
a b c
2017-01-01 00:00:00 0 1 2
2017-01-01 01:00:00 3 4 5
2017-01-01 02:00:00 6 7 8
2017-01-01 03:00:00 9 10 11
2017-01-01 04:00:00 12 13 14
a b c
2017-01-01 00:00:00 0.0 1.0 2.0
2017-01-01 00:15:00 NaN NaN NaN
2017-01-01 00:30:00 NaN NaN NaN
2017-01-01 00:45:00 NaN NaN NaN
2017-01-01 01:00:00 3.0 4.0 5.0
2017-01-01 01:15:00 NaN NaN NaN
2017-01-01 01:30:00 NaN NaN NaN
2017-01-01 01:45:00 NaN NaN NaN
2017-01-01 02:00:00 6.0 7.0 8.0
2017-01-01 02:15:00 NaN NaN NaN
2017-01-01 02:30:00 NaN NaN NaN
2017-01-01 02:45:00 NaN NaN NaN
2017-01-01 03:00:00 9.0 10.0 11.0
2017-01-01 03:15:00 NaN NaN NaN
2017-01-01 03:30:00 NaN NaN NaN
2017-01-01 03:45:00 NaN NaN NaN
2017-01-01 04:00:00 12.0 13.0 14.0
a b c
2017-01-01 00:00:00 0 1 2
2017-01-01 00:15:00 0 1 2
2017-01-01 00:30:00 0 1 2
2017-01-01 00:45:00 0 1 2
2017-01-01 01:00:00 3 4 5
2017-01-01 01:15:00 3 4 5
2017-01-01 01:30:00 3 4 5
2017-01-01 01:45:00 3 4 5
2017-01-01 02:00:00 6 7 8
2017-01-01 02:15:00 6 7 8
2017-01-01 02:30:00 6 7 8
2017-01-01 02:45:00 6 7 8
2017-01-01 03:00:00 9 10 11
2017-01-01 03:15:00 9 10 11
2017-01-01 03:30:00 9 10 11
2017-01-01 03:45:00 9 10 11
2017-01-01 04:00:00 12 13 14
a b c
2017-01-01 00:00:00 0 1 2
2017-01-01 00:15:00 3 4 5
2017-01-01 00:30:00 3 4 5
2017-01-01 00:45:00 3 4 5
2017-01-01 01:00:00 3 4 5
2017-01-01 01:15:00 6 7 8
2017-01-01 01:30:00 6 7 8
2017-01-01 01:45:00 6 7 8
2017-01-01 02:00:00 6 7 8
2017-01-01 02:15:00 9 10 11
2017-01-01 02:30:00 9 10 11
2017-01-01 02:45:00 9 10 11
2017-01-01 03:00:00 9 10 11
2017-01-01 03:15:00 12 13 14
2017-01-01 03:30:00 12 13 14
2017-01-01 03:45:00 12 13 14
2017-01-01 04:00:00 12 13 14
时期重采样 - Period
# 时期重采样 - Period
prng = pd.period_range('2016','2017',freq = 'M')
ts = pd.Series(np.arange(len(prng)), index = prng)
print(ts)
print(ts.resample('3M').sum()) # 降采样
print(ts.resample('15D').ffill()) # 升采样
========================================================
2016-01 0
2016-02 1
2016-03 2
2016-04 3
2016-05 4
2016-06 5
2016-07 6
2016-08 7
2016-09 8
2016-10 9
2016-11 10
2016-12 11
2017-01 12
Freq: M, dtype: int32
2016-01-31 0
2016-04-30 6
2016-07-31 15
2016-10-31 24
2017-01-31 33
Freq: 3M, dtype: int32
2016-01-01 0
2016-01-16 0
2016-01-31 0
2016-02-15 1
2016-03-01 2
2016-03-16 2
2016-03-31 2
2016-04-15 3
2016-04-30 3
2016-05-15 4
2016-05-30 4
2016-06-14 5
2016-06-29 5
2016-07-14 6
2016-07-29 6
2016-08-13 7
2016-08-28 7
2016-09-12 8
2016-09-27 8
2016-10-12 9
2016-10-27 9
2016-11-11 10
2016-11-26 10
2016-12-11 11
2016-12-26 11
Freq: 15D, dtype: int32