pandas.DataFrame.resample — pandas 0.24.0rc1 documentation (original) (raw)

Resample time-series data.

Convenience method for frequency conversion and resampling of time series. Object must have a datetime-like index (DatetimeIndex,PeriodIndex, or TimedeltaIndex), or pass datetime-like values to the on or level keyword.

Parameters:	rule : str The offset string or object representing target conversion. how : str Method for down/re-sampling, default to ‘mean’ for downsampling. Deprecated since version 0.18.0: The new syntax is .resample(...).mean(), or.resample(...).apply() axis : {0 or ‘index’, 1 or ‘columns’}, default 0 Which axis to use for up- or down-sampling. For Series this will default to 0, i.e. along the rows. Must beDatetimeIndex, TimedeltaIndex or PeriodIndex. fill_method : str, default None Filling method for upsampling. Deprecated since version 0.18.0: The new syntax is .resample(...).(), e.g. .resample(...).pad() closed : {‘right’, ‘left’}, default None Which side of bin interval is closed. The default is ‘left’ for all frequency offsets except for ‘M’, ‘A’, ‘Q’, ‘BM’, ‘BA’, ‘BQ’, and ‘W’ which all have a default of ‘right’. label : {‘right’, ‘left’}, default None Which bin edge label to label bucket with. The default is ‘left’ for all frequency offsets except for ‘M’, ‘A’, ‘Q’, ‘BM’, ‘BA’, ‘BQ’, and ‘W’ which all have a default of ‘right’. convention : {‘start’, ‘end’, ‘s’, ‘e’}, default ‘start’ For PeriodIndex only, controls whether to use the start or end of rule. kind : {‘timestamp’, ‘period’}, optional, default None Pass ‘timestamp’ to convert the resulting index to aDateTimeIndex or ‘period’ to convert it to a PeriodIndex. By default the input representation is retained. loffset : timedelta, default None Adjust the resampled time labels. limit : int, default None Maximum size gap when reindexing with fill_method. Deprecated since version 0.18.0. base : int, default 0 For frequencies that evenly subdivide 1 day, the “origin” of the aggregated intervals. For example, for ‘5min’ frequency, base could range from 0 through 4. Defaults to 0. on : str, optional For a DataFrame, column to use instead of index for resampling. Column must be datetime-like. New in version 0.19.0. level : str or int, optional For a MultiIndex, level (name or number) to use for resampling. level must be datetime-like. New in version 0.19.0.
Returns:	Resampler object

Parameters:

rule : str The offset string or object representing target conversion. how : str Method for down/re-sampling, default to ‘mean’ for downsampling. Deprecated since version 0.18.0: The new syntax is .resample(...).mean(), or.resample(...).apply() axis : {0 or ‘index’, 1 or ‘columns’}, default 0 Which axis to use for up- or down-sampling. For Series this will default to 0, i.e. along the rows. Must beDatetimeIndex, TimedeltaIndex or PeriodIndex. fill_method : str, default None Filling method for upsampling. Deprecated since version 0.18.0: The new syntax is .resample(...).(), e.g. .resample(...).pad() closed : {‘right’, ‘left’}, default None Which side of bin interval is closed. The default is ‘left’ for all frequency offsets except for ‘M’, ‘A’, ‘Q’, ‘BM’, ‘BA’, ‘BQ’, and ‘W’ which all have a default of ‘right’. label : {‘right’, ‘left’}, default None Which bin edge label to label bucket with. The default is ‘left’ for all frequency offsets except for ‘M’, ‘A’, ‘Q’, ‘BM’, ‘BA’, ‘BQ’, and ‘W’ which all have a default of ‘right’. convention : {‘start’, ‘end’, ‘s’, ‘e’}, default ‘start’ For PeriodIndex only, controls whether to use the start or end of rule. kind : {‘timestamp’, ‘period’}, optional, default None Pass ‘timestamp’ to convert the resulting index to aDateTimeIndex or ‘period’ to convert it to a PeriodIndex. By default the input representation is retained. loffset : timedelta, default None Adjust the resampled time labels. limit : int, default None Maximum size gap when reindexing with fill_method. Deprecated since version 0.18.0. base : int, default 0 For frequencies that evenly subdivide 1 day, the “origin” of the aggregated intervals. For example, for ‘5min’ frequency, base could range from 0 through 4. Defaults to 0. on : str, optional For a DataFrame, column to use instead of index for resampling. Column must be datetime-like. New in version 0.19.0. level : str or int, optional For a MultiIndex, level (name or number) to use for resampling. level must be datetime-like. New in version 0.19.0.

Returns:

Resampler object

See also

groupby

Group by mapping, function, label, or list of labels.

Series.resample

Resample a Series.

DataFrame.resample

Resample a DataFrame.

Notes

See the user guidefor more.

To learn more about the offset strings, please see this link.

Examples

Start by creating a series with 9 one minute timestamps.

index = pd.date_range('1/1/2000', periods=9, freq='T') series = pd.Series(range(9), index=index) series 2000-01-01 00:00:00 0 2000-01-01 00:01:00 1 2000-01-01 00:02:00 2 2000-01-01 00:03:00 3 2000-01-01 00:04:00 4 2000-01-01 00:05:00 5 2000-01-01 00:06:00 6 2000-01-01 00:07:00 7 2000-01-01 00:08:00 8 Freq: T, dtype: int64

Downsample the series into 3 minute bins and sum the values of the timestamps falling into a bin.

series.resample('3T').sum() 2000-01-01 00:00:00 3 2000-01-01 00:03:00 12 2000-01-01 00:06:00 21 Freq: 3T, dtype: int64

Downsample the series into 3 minute bins as above, but label each bin using the right edge instead of the left. Please note that the value in the bucket used as the label is not included in the bucket, which it labels. For example, in the original series the bucket 2000-01-01 00:03:00 contains the value 3, but the summed value in the resampled bucket with the label 2000-01-01 00:03:00does not include 3 (if it did, the summed value would be 6, not 3). To include this value close the right side of the bin interval as illustrated in the example below this one.

series.resample('3T', label='right').sum() 2000-01-01 00:03:00 3 2000-01-01 00:06:00 12 2000-01-01 00:09:00 21 Freq: 3T, dtype: int64

Downsample the series into 3 minute bins as above, but close the right side of the bin interval.

series.resample('3T', label='right', closed='right').sum() 2000-01-01 00:00:00 0 2000-01-01 00:03:00 6 2000-01-01 00:06:00 15 2000-01-01 00:09:00 15 Freq: 3T, dtype: int64

Upsample the series into 30 second bins.

series.resample('30S').asfreq()[0:5] # Select first 5 rows 2000-01-01 00:00:00 0.0 2000-01-01 00:00:30 NaN 2000-01-01 00:01:00 1.0 2000-01-01 00:01:30 NaN 2000-01-01 00:02:00 2.0 Freq: 30S, dtype: float64

Upsample the series into 30 second bins and fill the NaNvalues using the pad method.

series.resample('30S').pad()[0:5] 2000-01-01 00:00:00 0 2000-01-01 00:00:30 0 2000-01-01 00:01:00 1 2000-01-01 00:01:30 1 2000-01-01 00:02:00 2 Freq: 30S, dtype: int64

Upsample the series into 30 second bins and fill theNaN values using the bfill method.

series.resample('30S').bfill()[0:5] 2000-01-01 00:00:00 0 2000-01-01 00:00:30 1 2000-01-01 00:01:00 1 2000-01-01 00:01:30 2 2000-01-01 00:02:00 2 Freq: 30S, dtype: int64

Pass a custom function via apply

def custom_resampler(array_like): ... return np.sum(array_like) + 5 ... series.resample('3T').apply(custom_resampler) 2000-01-01 00:00:00 8 2000-01-01 00:03:00 17 2000-01-01 00:06:00 26 Freq: 3T, dtype: int64

For a Series with a PeriodIndex, the keyword convention can be used to control whether to use the start or end of rule.

Resample a year by quarter using ‘start’ convention. Values are assigned to the first quarter of the period.

s = pd.Series([1, 2], index=pd.period_range('2012-01-01', ... freq='A', ... periods=2)) s 2012 1 2013 2 Freq: A-DEC, dtype: int64 s.resample('Q', convention='start').asfreq() 2012Q1 1.0 2012Q2 NaN 2012Q3 NaN 2012Q4 NaN 2013Q1 2.0 2013Q2 NaN 2013Q3 NaN 2013Q4 NaN Freq: Q-DEC, dtype: float64

Resample quarters by month using ‘end’ convention. Values are assigned to the last month of the period.

q = pd.Series([1, 2, 3, 4], index=pd.period_range('2018-01-01', ... freq='Q', ... periods=4)) q 2018Q1 1 2018Q2 2 2018Q3 3 2018Q4 4 Freq: Q-DEC, dtype: int64 q.resample('M', convention='end').asfreq() 2018-03 1.0 2018-04 NaN 2018-05 NaN 2018-06 2.0 2018-07 NaN 2018-08 NaN 2018-09 3.0 2018-10 NaN 2018-11 NaN 2018-12 4.0 Freq: M, dtype: float64

For DataFrame objects, the keyword on can be used to specify the column instead of the index for resampling.

d = dict({'price': [10, 11, 9, 13, 14, 18, 17, 19], ... 'volume': [50, 60, 40, 100, 50, 100, 40, 50]}) df = pd.DataFrame(d) df['week_starting'] = pd.date_range('01/01/2018', ... periods=8, ... freq='W') df price volume week_starting 0 10 50 2018-01-07 1 11 60 2018-01-14 2 9 40 2018-01-21 3 13 100 2018-01-28 4 14 50 2018-02-04 5 18 100 2018-02-11 6 17 40 2018-02-18 7 19 50 2018-02-25 df.resample('M', on='week_starting').mean() price volume week_starting 2018-01-31 10.75 62.5 2018-02-28 17.00 60.0

For a DataFrame with MultiIndex, the keyword level can be used to specify on which level the resampling needs to take place.

days = pd.date_range('1/1/2000', periods=4, freq='D') d2 = dict({'price': [10, 11, 9, 13, 14, 18, 17, 19], ... 'volume': [50, 60, 40, 100, 50, 100, 40, 50]}) df2 = pd.DataFrame(d2, ... index=pd.MultiIndex.from_product([days, ... ['morning', ... 'afternoon']] ... )) df2 price volume 2000-01-01 morning 10 50 afternoon 11 60 2000-01-02 morning 9 40 afternoon 13 100 2000-01-03 morning 14 50 afternoon 18 100 2000-01-04 morning 17 40 afternoon 19 50 df2.resample('D', level=0).sum() price volume 2000-01-01 21 110 2000-01-02 22 140 2000-01-03 32 150 2000-01-04 36 90