小编aoz*_*kan的帖子

我在开放范围/第一小时(美国东部时间上午9:30-10:30)有基于分钟的OHLCV数据.我想重新采样这些数据,这样我可以获得一个60分钟的值,然后计算范围.

当我在数据上调用dataframe.resample()函数时,我得到两行,初始行在上午9:00开始.我期待只有一行从上午9:30开始.

注意:初始数据从9:30开始.

编辑:添加代码:

# Extract data for regular trading hours (rth) from the 24 hour data set
rth = data.between_time(start_time = '09:30:00', end_time = '16:15:00', include_end = False)

# Extract data for extended trading hours (eth) from the 24 hour data set
eth = data.between_time(start_time = '16:30:00', end_time = '09:30:00', include_end = False)

# Extract data for initial balance (rth) from the 24 hour data set
initial_balance = data.between_time(start_time = '09:30:00', end_time = '10:30:00', include_end =      False)

卡住试图按个别日期分开开盘范围并获得初始余额

conversion …

在ipython中绘制直方图时是否可以抑制数组输出？:

例如:

plt.hist(OIR['Range'], bins, named=True, histtype='bar')

在显示图形之前输出/打印数组信息.

ipython直方图http://i46.tinypic.com/jry5ba.png

我有一个包含每日OHLCV数据的DataFrame.

我可以用以下公式计算范围:

s['Range'] = s['High'] - s['Low']

简单.现在我想计算一个我称之为的新列s['OIR'](OIR = Open-In-Range)

该['OIR']列检查我们是否在范围内开盘,并通过测试我们是否在昨天低点和低于昨天的高点开盘来测试.我需要引用前面的行,我不太清楚如何做到这一点.返回值为True/False.

谢谢.

编辑:我是StackExchange和Python的新手.不确定从哪里删除样本数据.这是数据帧的图像.

http://i47.tinypic.com/142eb2a.png

示例数据:字典转换为DataFrame

{'High': {<Timestamp: 2007-03-02 00:00:00>: 1384.5,
  <Timestamp: 2007-03-05 00:00:00>: 1373.0},
 'Last': {<Timestamp: 2007-03-02 00:00:00>: 1365.0,
  <Timestamp: 2007-03-05 00:00:00>: 1351.5},
 'Low': {<Timestamp: 2007-03-02 00:00:00>: 1364.25,
  <Timestamp: 2007-03-05 00:00:00>: 1350.5},
 'OIR': {<Timestamp: 2007-03-02 00:00:00>: False,
  <Timestamp: 2007-03-05 00:00:00>: False},
 'Open': {<Timestamp: 2007-03-02 00:00:00>: 1378.5,
  <Timestamp: 2007-03-05 00:00:00>: 1356.75},
 'Range': {<Timestamp: 2007-03-02 00:00:00>: 20.25,
 <Timestamp: 2007-03-05 00:00:00>: 22.5},
 'Volume': {<Timestamp: 2007-03-02 00:00:00>: 1706906,
 <Timestamp: 2007-03-05 …

我想重新采样/转换Daily(ohlcv)到Weekly(ohlcv).是不是可以用熊猫做到这一点？

样本数据如下(每周1周的数据)采用Dictonary格式:

   {'High': {<Timestamp: 2007-03-02 00:00:00>: 1384.5,
  <Timestamp: 2007-03-05 00:00:00>: 1373.0,
  <Timestamp: 2007-03-06 00:00:00>: 1378.75,
  <Timestamp: 2007-03-07 00:00:00>: 1381.75,
  <Timestamp: 2007-03-08 00:00:00>: 1388.75},
 'Last': {<Timestamp: 2007-03-02 00:00:00>: 1365.0,
  <Timestamp: 2007-03-05 00:00:00>: 1351.5,
  <Timestamp: 2007-03-06 00:00:00>: 1374.5,
  <Timestamp: 2007-03-07 00:00:00>: 1372.0,
  <Timestamp: 2007-03-08 00:00:00>: 1384.5},
 'Low': {<Timestamp: 2007-03-02 00:00:00>: 1364.25,
  <Timestamp: 2007-03-05 00:00:00>: 1350.5,
  <Timestamp: 2007-03-06 00:00:00>: 1362.0,
  <Timestamp: 2007-03-07 00:00:00>: 1370.75,
  <Timestamp: 2007-03-08 00:00:00>: 1369.25},
 'Open': {<Timestamp: 2007-03-02 00:00:00>: 1378.5,
  <Timestamp: 2007-03-05 00:00:00>: 1356.75,
  <Timestamp: 2007-03-06 00:00:00>: 1365.25,
  <Timestamp: 2007-03-07 …

是否可以在{{表达式}}上输出固定数量的数字.

例如,假设我有倒计时器>>> 10,9,8,7,6,... 0.

是否可以过滤此输出,以便输出现在是>>> 10,09,08,07,... 00.

提前致谢.