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python - 如何计算 Pandas 每周中每天最大值的最常见时间

转载 作者:行者123 更新时间:2023-12-03 16:59:04 27 4
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使用python中的yahoo金融包,我可以下载相关数据以显示OCHL。我的目标是找出一天中股票平均最高的时间。
这是下载数据的代码:

import yfinance as yf
import pandas as pd

df = yf.download(
tickers = "APPL",
period = "60d",
interval = "5m",
auto_adjust = True,
group_by = 'ticker',
prepost = True,
)

maxTimes = df.groupby([df.index.month, df.index.day, df.index.day_name()])['High'].idxmax()
这给了我这样的东西:
Datetime  Datetime  Datetime 
6 2 Tuesday 2020-06-02 19:45:00-04:00
3 Wednesday 2020-06-03 15:50:00-04:00
4 Thursday 2020-06-04 10:30:00-04:00
5 Friday 2020-06-05 11:30:00-04:00
...
8 3 Monday 2020-08-03 14:40:00-04:00
4 Tuesday 2020-08-04 18:10:00-04:00
5 Wednesday 2020-08-05 11:10:00-04:00
6 Thursday 2020-08-06 16:20:00-04:00
7 Friday 2020-08-07 15:50:00-04:00
Name: High, dtype: datetime64[ns, America/New_York]
我认为我创建的 maxTimes 对象应该给我每天发生一天中最高点的时间,但是我需要的是:
Monday    12:00
Tuesday 13:25
Wednesday 09:35
Thurs 16:10
Fri 12:05
有没有人能帮我确定如何让我的数据看起来像这样?

最佳答案

这应该有效:

import yfinance as yf
import pandas as pd

df = yf.download(
tickers = "AAPL",
period = "60d",
interval = "5m",
auto_adjust = True,
group_by = 'ticker',
prepost = True,
)

maxTimes = df.groupby([df.index.month, df.index.day, df.index.day_name()])['High'].idxmax()

# Drop date
maxTimes = maxTimes.apply(lambda x: x.time())

# Drop unused sub-indexes
maxTimes = maxTimes.droplevel(level=[0,1])

# To seconds
maxTimes = maxTimes.apply(lambda t: (t.hour * 60 + t.minute) * 60 + t.second)

# Get average
maxTimes = maxTimes.groupby(maxTimes.index).mean()

# Back to time
maxTimes = pd.to_datetime(maxTimes, unit='s').apply(lambda x: x.time())

print (maxTimes)

'''
Output:

Datetime
Friday 11:59:32.727272
Monday 14:15:00
Thursday 13:21:40
Tuesday 10:35:00
Wednesday 11:53:45
Name: High, dtype: object

'''

关于python - 如何计算 Pandas 每周中每天最大值的最常见时间,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/63583226/

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