Python pandas function df.resample()

This function resamples the entire dataframe by certain time period length.

For example, if the original dataframe has a datetime index at the interval of minutes. If one wish to compute the sum of every five minutes, function should be used as follow:

df.resample('5T').sum()

Special parameters and method:

1. If there are multiple columns required different treatments, we could use .agg() to input a dictionary claiming every method:

df.resample('5T').agg({'成交量':'sum','换手率':'mean'})

2. If indexes are not the datatime data that we wish to resample on, we could claim the target datetime column:

df.resample('5T',on='datetime格式的列').sum()

3. parameter 'label' means use which time point after resample. For financial usage, normally we shall use label='right'

df.resample('5T',on='datetime格式的列',label='right').sum()

Question:

What if I have a long table with columns:['time', 'stockcode', 'volumn']? How do we compute each stock's 5 minutes data?

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