python - Pandas 重新采样 OHLC

Question

我有这样的数据

                             bid
time                             
2016-05-22 21:05:57.651  18.32280
2016-05-22 21:06:58.005  18.32280
2016-05-22 21:17:30.739  18.31820
2016-05-22 21:17:34.121  18.31820
...

当我尝试

df_ohlcMXN = dfmxn.resample('5Min').ohlc()

我收到错误

pandas.core.base.DataError: No numeric types to aggregate

Answer 1

我认为这意味着您的出价数据类型不正确。

当您执行dfmxn.dtypes时，如果您看到Bid的object，则需要像这样进行转换:

dfmxn['Bid'] = dfmxn['Bid'].astype('float64')
dfmxn.resample('5Min').ohlc()

为我制作了这个:

                         Bid                           
                        open     high      low    close
Time                                                   
2016-05-22 21:05:00  18.3228  18.3228  18.3228  18.3228
2016-05-22 21:10:00      NaN      NaN      NaN      NaN
2016-05-22 21:15:00  18.3182  18.3182  18.3182  18.3182