pandas中的resample的参数

用resample可以很容易的筛选dataframe格式的数据的时间戳

例如:

 
 

  
  

   
   

    
    

     
     

      
      
 
       
 
        
 
         
 
          
 
           
 
            
dates = [datetime(2011, 1, 2), datetime(2011, 1, 5), 
 
            
         datetime(2011, 1, 8), datetime(2011, 1, 9), 
 
            
         datetime(2011, 1, 10), datetime(2011, 1, 12)]
 
           
 
          
 
         
 
        
 
       
 
       
 
      
     
     
    
    
   
   
  
  
  
  

 
 
 
 

  
  

   
   

    
    In [17]:
   
   
   
   

    
    

     
     

      
      
 
        
      
      
      
 
       
 
        
 
         
 
          
 
           
 
           
 
           
 
           
 
            
 
           
 
           
 
            
ts = pd.Series(np.random.randn(6), index=dates)
 
           
 
          
 
         
 
        
 
       
 
       
 
      
     
     
    
    
   
   
  
  
  
  

   
   

   
   

  
  
 
 
 
 

  
  

   
   

    
    In [18]:
   
   
   
   

    
    

     
     

      
      
 
        
      
      
      
 
       
 
        
 
         
 
          
 
           
 
           
 
           
 
           
 
            
 
           
 
           
 
            
ts
 
           
 
          
 
         
 
        
 
       
 
       
 
      
     
     
    
    
   
   
  
  
  
  

   
   

   
   

    
    

     
     

      
      Out[18]:
     
     
     
     

      
      
2011-01-02    0.116629
2011-01-05   -1.385127
2011-01-08    1.501006
2011-01-09    1.115787
2011-01-10    0.523472
2011-01-12    1.522763
dtype: float64
     
     
    
    
   
   
  
  
 
 
 
 

  
  

   
   

    
    

     
     

      
      
 
       
 
        
 
         
 
          
 
           
 
            
ts.resample('D', fill_method='ffill')
 
           
 
          
 
         
 
        
 
       
 
      
     
     
    
    
   
   
  
  
  
  

   
   

    
    

     
     

      
      Out[27]:
     
     
     
     

      
      
2011-01-02    0.116629
2011-01-03    0.116629
2011-01-04    0.116629
2011-01-05   -1.385127
2011-01-06   -1.385127
2011-01-07   -1.385127
2011-01-08    1.501006
2011-01-09    1.115787
2011-01-10    0.523472
2011-01-11    0.523472
2011-01-12    1.522763
Freq: D, dtype: float64
     
     
    
    
   
   
  
  
 
 
 
 

  
  

   
   

    
    In [28]:
   
   
   
   

    
    

     
     

      
      
 
        
      
      
      
 
       
 
        
 
         
 
          
 
           
 
           
 
           
 
           
 
            
 
           
 
           
 
            
ts.resample('D', fill_method='bfill')
 
           
 
          
 
         
 
        
 
       
 
       
 
      
     
     
    
    
   
   
  
  
  
  

   
   

    
    

   
   
   
   

    
    

     
     

      
      Out[28]:
     
     
     
     

      
      
2011-01-02    0.116629
2011-01-03   -1.385127
2011-01-04   -1.385127
2011-01-05   -1.385127
2011-01-06    1.501006
2011-01-07    1.501006
2011-01-08    1.501006
2011-01-09    1.115787
2011-01-10    0.523472
2011-01-11    1.522763
2011-01-12    1.522763
Freq: D, dtype: float64
     
     
    
    
   
   
  
  
 
 

B       business day frequency
C       custom business day frequency (experimental)
D       calendar day frequency
W       weekly frequency
M       month end frequency
BM      business month end frequency
CBM     custom business month end frequency
MS      month start frequency
BMS     business month start frequency
CBMS    custom business month start frequency
Q       quarter end frequency
BQ      business quarter endfrequency
QS      quarter start frequency
BQS     business quarter start frequency
A       year end frequency
BA      business year end frequency
AS      year start frequency
BAS     business year start frequency
BH      business hour frequency
H       hourly frequency
T       minutely frequency
S       secondly frequency
L       milliseonds
U       microseconds
N       nanoseconds