python - 转换时区 Pandas 数据框

Question

我有数据:

                             Symbol      bid      ask
Timestamp                                            
2014-01-01 21:55:34.378000  EUR/USD  1.37622  1.37693
2014-01-01 21:55:40.410000  EUR/USD  1.37624  1.37698
2014-01-01 21:55:47.210000  EUR/USD  1.37619  1.37696
2014-01-01 21:55:57.963000  EUR/USD  1.37616  1.37696
2014-01-01 21:56:03.117000  EUR/USD  1.37616  1.37694

时间戳为格林威治标准时间。有没有办法将其转换为东方？

请注意:

data.index

我得到输出:

<class 'pandas.tseries.index.DatetimeIndex'>
[2014-01-01 21:55:34.378000, ..., 2014-01-01 21:56:03.117000]
Length: 5, Freq: None, Timezone: None

Answer 1

将索引(使用 tz_localize)本地化为 UTC(以使 Timestamps 时区感知)，然后转换为东部(使用 tz_convert):

import pytz
eastern = pytz.timezone('US/Eastern')
df.index = df.index.tz_localize(pytz.utc).tz_convert(eastern)

---

例如:

import pandas as pd
import pytz

index = pd.date_range('20140101 21:55', freq='15S', periods=5)
df = pd.DataFrame(1, index=index, columns=['X'])
print(df)
#                      X
# 2014-01-01 21:55:00  1
# 2014-01-01 21:55:15  1
# 2014-01-01 21:55:30  1
# 2014-01-01 21:55:45  1
# 2014-01-01 21:56:00  1

# [5 rows x 1 columns]
print(df.index)
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2014-01-01 21:55:00, ..., 2014-01-01 21:56:00]
# Length: 5, Freq: 15S, Timezone: None

eastern = pytz.timezone('US/Eastern')
df.index = df.index.tz_localize(pytz.utc).tz_convert(eastern)
print(df)
#                            X
# 2014-01-01 16:55:00-05:00  1
# 2014-01-01 16:55:15-05:00  1
# 2014-01-01 16:55:30-05:00  1
# 2014-01-01 16:55:45-05:00  1
# 2014-01-01 16:56:00-05:00  1

# [5 rows x 1 columns]

print(df.index)
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2014-01-01 16:55:00-05:00, ..., 2014-01-01 16:56:00-05:00]
# Length: 5, Freq: 15S, Timezone: US/Eastern