python 每月每周_R-Python：获取每月,每周的索引点

用[0,1,…]作为值创建一个序列,然后调用resample：

s = pd.Series(np.arange(adj_close.shape[0]), index=adj_close.index)

locs = s.resample("M", how="max")

print locs

输出为：

Date

2002-07-31 0

2002-08-31 22

2002-09-30 42

2002-10-31 65

2002-11-30 85

2002-12-31 106

2003-01-31 127

2003-02-28 146

2003-03-31 167

2003-04-30 188

2003-05-31 209

2003-06-30 230

2003-07-31 252

2003-08-31 273

2003-09-30 294

...

2012-09-30 2561

2012-10-31 2582

2012-11-30 2603

2012-12-31 2623

2013-01-31 2644

2013-02-28 2663

2013-03-31 2683

2013-04-30 2705

2013-05-31 2727

2013-06-30 2747

2013-07-31 2769

2013-08-31 2791

2013-09-30 2811

2013-10-31 2834

2013-11-30 2844

Freq: M, Length: 137, dtype: int64

获取行：

print adj_close.iloc[locs, :].head(10)

输出：

IEF SPY

Date

2002-07-31 55.49 73.01

2002-08-30 56.89 73.51

2002-09-30 59.08 65.80

2002-10-31 58.34 71.22

2002-11-29 56.93 75.61

2002-12-31 58.95 71.33

2003-01-31 58.50 69.58

2003-02-28 59.79 68.64

2003-03-31 59.56 68.79

2003-04-30 59.64 74.61