python - Pandas 重采样/TimeGrouper 中的错误-6ren

python - Pandas 重采样/TimeGrouper 中的错误

转载作者：太空宇宙更新时间：2023-11-03 12:05:42

这是一个可重现的例子:

from pandas import DataFrame, Timestamp, TimeGrouper

i = [Timestamp('2015-10-07 03:50:01.543999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:02.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:02.180000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:04.380000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:14.744000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:17.380000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:19.860000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:19.996000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:32.823999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:37.867999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:41.956000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:41.956000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:46.584000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:46.828000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:46.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:49.047999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:53.668000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:53.668000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'), Timestamp('2015-10-07 03:50:55.675999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:50:55.464000+0000', tz='UTC'), Timestamp('2015-10-07 03:50:57.123999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:02.127999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:02.327999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:07.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:07.484000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.504000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.520000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:08.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:15.547999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:16.996000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:16.996000+0000', tz='UTC'), Timestamp('2015-10-07 03:51:23.888000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:24.671999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:26.719999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:51:26.719999+0000', tz='UTC'), Timestamp('2015-10-07 03:51:29.924000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:00.372000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:02.900000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:05.883999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:05.888000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:05.888000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:29.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:31.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:33.676000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:33.987999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:33.987999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:33.248000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:43.288000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:45.068000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:48.259999+0000', tz='UTC'), Timestamp('2015-10-07 03:52:48.259999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:52:57.196000+0000', tz='UTC'), Timestamp('2015-10-07 03:52:59.743999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:00.244000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:00.248000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:00.356000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:00.380000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:03.012000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:14.055999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:18.447999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:18.447999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:18.472000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:18.472000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:27.259999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:30.831999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:30.840000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:30.840000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:31.631999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:41.776000+0000', tz='UTC'), Timestamp('2015-10-07 03:53:44.119999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:52.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:52.319999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:54.239999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'), Timestamp('2015-10-07 03:53:54.243999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:53:54.311999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:02.648000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:04.268000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:05.980000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:08.959999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:08.959999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:09.144000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:09.223999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:10.828000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:12.751999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:15.480000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:15.484000+0000', tz='UTC'), Timestamp('2015-10-07 03:54:16.963999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:16.963999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:17.460000+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:34.519999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:34.519999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC'), Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC'),
 Timestamp('2015-10-07 03:54:35.319999+0000', tz='UTC')]

p = [1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5,
 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.75, 1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.75, 1965.75, 1965.75,
 1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25,
 1965.25, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.75, 1965.75, 1965.5,
 1965.75, 1965.75, 1965.75,  1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75, 1965.75,
 1965.75, 1965.75, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.75, 1965.5, 1965.75, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5, 1965.5,
 1965.5, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25,
 1965.5, 1965.25, 1965.5, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.5,
 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1964.75, 1964.75, 1964.75, 1964.75,
 1964.75, 1964.75, 1964.75, 1964.75, 1964.5, 1964.5, 1964.5, 1964.75, 1964.75, 1964.75,
 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.0, 1965.25, 1965.25,
 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.25, 1965.0, 1965.0, 1965.25,
 1965.25, 1965.25, 1965.25, 1965.25, 1965.25]

现在让我们创建DataFrame:

df = DataFrame(data=p, index=i, columns=['price'])

03:54 分钟的数据情况:

df[df.index >= Timestamp('2015-10-07 03:54:00+00:00')].head(12)

                                    price
2015-10-07 03:54:02.648000+00:00  1965.00
2015-10-07 03:54:02.648000+00:00  1965.00
2015-10-07 03:54:02.648000+00:00  1965.00
2015-10-07 03:54:02.648000+00:00  1965.00
2015-10-07 03:54:02.648000+00:00  1965.00
2015-10-07 03:54:02.648000+00:00  1965.00
2015-10-07 03:54:02.648000+00:00  1964.75
2015-10-07 03:54:02.648000+00:00  1964.75
2015-10-07 03:54:02.648000+00:00  1964.75
2015-10-07 03:54:02.648000+00:00  1964.75
2015-10-07 03:54:04.268000+00:00  1964.75
2015-10-07 03:54:04.268000+00:00  1964.75

第一个价格是 1965.00。现在让我们使用 pandas resample 方法创建 1 分钟的条形图:

df.resample(rule='1Min', how='ohlc', closed='left', label='left')

                             price                           
                              open     high      low    close
2015-10-07 03:50:00+00:00  1965.25  1965.75  1965.25  1965.50
2015-10-07 03:51:00+00:00  1965.75  1965.75  1965.25  1965.50
2015-10-07 03:52:00+00:00  1965.75  1965.75  1965.25  1965.75
2015-10-07 03:53:00+00:00  1965.50  1965.75  1965.25  1965.50
2015-10-07 03:54:00+00:00  1964.75  1965.25  1964.50  1965.25

开盘价为 1964.75，而在 03:54 应为 1965.00。

添加行列完美地显示了问题:

df['row'] = range(1, df.shape[0] + 1)
grouped = df.groupby(TimeGrouper(freq='1Min', closed='left', label='left'))
grouped.get_group(Timestamp('2015-10-07 03:54:00+00:00')).head(12)
                                    price  row
2015-10-07 03:54:02.648000+00:00  1964.75  189
2015-10-07 03:54:02.648000+00:00  1964.75  188
2015-10-07 03:54:02.648000+00:00  1964.75  187
2015-10-07 03:54:02.648000+00:00  1964.75  186
2015-10-07 03:54:02.648000+00:00  1965.00  185
2015-10-07 03:54:02.648000+00:00  1965.00  181
2015-10-07 03:54:02.648000+00:00  1965.00  183
2015-10-07 03:54:02.648000+00:00  1965.00  182
2015-10-07 03:54:02.648000+00:00  1965.00  180
2015-10-07 03:54:02.648000+00:00  1965.00  184
2015-10-07 03:54:04.268000+00:00  1964.75  190
2015-10-07 03:54:04.268000+00:00  1964.75  191

TimeGrouper 类会在时间戳相同时更改行的顺序。

临时解决方案是在应用 ohlc 转换之前按行列对每个组进行排序。

感谢您的关注!

最佳答案

以下代码可能适合您。

df = DataFrame(data=p, index=i, columns=['price'])
df = df.reset_index().drop_duplicates(subset='index').set_index('index')

df.resample(rule='1Min', how='ohlc', closed='left', label='left')

它显示 o/p 为

                            price
                            open    high    low     close
index               
2015-10-07 03:50:00+00:00   1965.25 1965.75 1965.25 1965.50
2015-10-07 03:51:00+00:00   1965.75 1965.75 1965.25 1965.50
2015-10-07 03:52:00+00:00   1965.75 1965.75 1965.25 1965.75
2015-10-07 03:53:00+00:00   1965.50 1965.75 1965.25 1965.50
2015-10-07 03:54:00+00:00   1965.00 1965.25 1964.50 1965.25

关于python - Pandas 重采样/TimeGrouper 中的错误，我们在Stack Overflow上找到一个类似的问题： https://stackoverflow.com/questions/33022480/

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我已经使用 vue-cli 两个星期了，直到今天一切正常。我在本地建立这个项目。 https://drive.google.com/open?id=0BwGw1zyyKjW7S3RYWXRaX24tQ
python - pytesseract 错误 Windows 错误 [错误 2]
您好，我正在尝试使用 python 库 pytesseract 从图像中提取文本。请找到代码: from PIL import Image from pytesseract import image_
C 错误 TLS 错误
我的错误 /usr/bin/ld: errno: TLS definition in /lib/libc.so.6 section .tbss mismatches non-TLS reference
r - 错误 `contrasts' 错误
我已经训练了一个模型，我正在尝试使用 predict函数但它返回以下错误。 Error in contrasts<-(*tmp*, value = contr.funs[1 + isOF[nn]])
postgresql - PowerBI 直接查询连接到 PostgreSQL 错误。 OLE 或 ODBC 错误 : [Expression. 错误] 我们无法将表达式折叠到数据源
根据Microsoft DataConnectors的信息我想通过 this ODBC driver 创建一个从 PowerBi 到 PostgreSQL 的连接器使用直接查询。我重用了 Micros
java - Android MediaPlayer 错误(在状态 1 中开始调用；错误 (-38, 0)；错误 (-38,0))
我已经为 SoundManagement 创建了一个包，其中有一个扩展 MediaPlayer 的类。我希望全局控制这个变量。这是我的代码: package soundmanagement; impo
heroku - PG::错误:错误:Heroku的内存不足
我在Heroku上部署了一个应用程序。我正在使用免费服务。我经常收到以下错误消息。 PG::Error: ERROR: out of memory 如果刷新浏览器，就可以了。但是随后，它又随机发生
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我正在运行 LAMP 服务器，这个 .htaccess 给我一个 500 错误。其作用是过滤关键字并重定向到相应的域名。 Options +FollowSymLinks RewriteEngine
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postgresql 错误 - 错误 : input is out of range
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c++ - 错误 C2228、错误 C2275
我是新来的。我目前正在 DeVry 在线学习中级 C++ 编程。我们正在使用 C++ Primer Plus 这本书，到目前为止我一直做得很好。我的老师最近向我们扔了一个曲线球。我目前的任务是这样的:
c++ - 错误 LNK2019 错误 C++
这个问题在这里已经有了答案: What is an undefined reference/unresolved external symbol error and how do I fix it?
html - 奇怪的 IE7 错误/错误
我的网站中有一段代码有问题；此错误仅发生在 Internet Explorer 7 中。我没有在这里发布我所有的 HTML/CSS 标记，而是发布了网站的一个版本 here . 如您所见，我在列中有
node.js - 错误!错误 : EPERM,
如果尝试在 USB 设备上构建 node.js 应用程序时在我的树莓派上使用 npm 时遇到一些问题。 package.json 看起来像这样: { "name" : "node-todo",
python - 无 Python 错误/错误？
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java - Android Studio 错误 - 错误 :java. util.concurrent.ExecutionException : com. android.tools.aapt2.Aapt2Exception:AAPT 错误
这是我的 build.gradle (Module:app) 文件: apply plugin: 'com.android.application' android { compileSdkV
android - 任务 ':app:compileDebugJavaWithJavac' 执行失败。错误 :(2055, 52) 错误 : ';' expected Error:(2055, 59) 错误:<标识符> 预期
我是 android 的新手，我的项目刚才编译和运行正常，但在我尝试实现抽屉导航后，它给了我这个错误 FAILURE: Build failed with an exception. What wen
PHP 7.2.25 错误!= 错误？
谁能解释一下？我想我正在做一些非常愚蠢的事情，并且急切地等待着启蒙。我得到这个输出: phpversion() == 7.2.25-1+0~20191128.32+debian8~1.gbp108

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