运用采样频率将数据聚合
ttcode = 'sh600519'
data = assit_pdread_data(ttcode,'1d')[0]
data['Date_Time'] = pd.to_datetime(data['Date_Time'], format='%Y/%m/%d')
data.set_index(['Date_Time'], inplace=True)
# 转周
data['Date']=data.index # 将日期作为index
df_hig = data.High.resample('1W').max() # 取周内最大值
df_low = data.Low.resample('1W').min() # 取周内最小值
df_ope = data.Open.resample('1W').first() # 取周内最首值
df_clo = data.Close.resample('1W').last() # 取周内最末值
df = pd.DataFrame(data=None,index=df_ope.index) # 新建一个index一致的空df
for item in (df_ope,df_hig,df_low,df_clo): # 将四列值(自带列名)合并
df = pd.merge(df,item,left_index=True,right_index=True)
df_med = (df_hig+df_low)/2 # 计算周的中位数
df['Median'] = df_med # 将此列加入df
原始数据(日频率):
整理后数据(周频率):