resample pandas series code example
Example 1: resample ohlc pandas
data_ask_bid=pd.concat([data_ask, data_bid], axis=1, keys=['Ask', 'Bid'])
Example 2: resample ohlc pandas
In [101]: df.resample('1H').agg({'openbid': 'first',
'highbid': 'max',
'lowbid': 'min',
'closebid': 'last'})
Out[101]:
lowbid highbid closebid openbid
ctime
2015-09-30 23:00:00 1.11687 1.11712 1.11708 1.117