resample pandas first value of week code example
Example 1: resample 5 minutes on date
df['timestamps'] = pd.to_datetime(df['timestamps'])
df.set_index('timestamps', inplace=True)
>>> df.resample('5T', how=ohlc_dict)
high close open low volume
timestamps
2016-08-09 12:35:00 536.7849 536.7849 536.7841 536.6141 0.656000
2016-08-09 12:40:00 536.6749 534.8416 536.6749 534.1801 2.277200
2016-08-09 12:45:00 538.5999 537.7289 534.8131 534.2303 2.971872
2016-08-09 12:50:00 539.2199 539.2199 537.9829 537.9829 1.115219
Example 2: pandas resample documentation
B business day frequency
C custom business day frequency (experimental)
D calendar day frequency
W weekly frequency
M month end frequency
SM semi-month end frequency (15th and end of month)
BM business month end frequency
CBM custom business month end frequency
MS month start frequency
SMS semi-month start frequency (1st and 15th)
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, BY business year end frequency
AS, YS year start frequency
BAS, BYS business year start frequency
BH business hour frequency
H hourly frequency
T, min minutely frequency
S secondly frequency
L, ms milliseconds
U, us microseconds
N nanoseconds