官方網(wǎng)址:https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.resample.html
目的
該篇文章主要以resample的作用、參數(shù)配置解釋,以及它能搭配什么參數(shù)進(jìn)行使用的編寫。
會(huì)按照以下進(jìn)行講解
1、resample能實(shí)現(xiàn)什么效果
2、resample有哪些參數(shù)
3、常用的resample分類實(shí)例
1、resample能實(shí)現(xiàn)什么效果
resample能搭配各種不同時(shí)間維度,進(jìn)行分組聚合。針對(duì)分組情況你可以搭配使用max、min、sum、mean等使用。
它可以搭配三種場(chǎng)景使用
Group by mapping, function, label, or list of labels.
Resample a Series.
Resample a DataFrame
實(shí)例
假設(shè)我有一批數(shù)據(jù),有2行,一行時(shí)間序列,一行具體數(shù)字,以DataFrame展示。具體如下。
import pandas as pd
rng = pd.date_range("1/1/2012", periods=100, freq="D")
ts = pd.Series(np.random.randint(0, 500, len(rng)), index=rng)
ts = ts.reset_index(name='num')

注:生成的是2012-01-01 至 2012-04-09年的數(shù)據(jù)。
需求
現(xiàn)在有一個(gè)需求,想要求不同時(shí)間維度下的數(shù)據(jù)之和,例如每周、每月。
完成需求
首先要將日期型字段設(shè)為索引,這一步是為了搭配resample使用,它只能配合datetimeindex
ts = ts.set_index('index')
ts.head()
-----------------------
num
index
2012-01-01 104
2012-01-02 249
2012-01-03 177
2012-01-04 262
2012-01-05 318
-------------------------
ts.index
-------------------------
DatetimeIndex(['2012-01-01', '2012-01-02', '2012-01-03', '2012-01-04',
'2012-01-05', '2012-01-06', '2012-01-07', '2012-01-08',
'2012-01-09', '2012-01-10', '2012-01-11', '2012-01-12',
'2012-01-13', '2012-01-14', '2012-01-15', '2012-01-16',
'2012-01-17', '2012-01-18', '2012-01-19', '2012-01-20',
'2012-01-21', '2012-01-22', '2012-01-23', '2012-01-24',
'2012-01-25', '2012-01-26', '2012-01-27', '2012-01-28',
'2012-01-29', '2012-01-30', '2012-01-31', '2012-02-01',
'2012-02-02', '2012-02-03', '2012-02-04', '2012-02-05',
'2012-02-06', '2012-02-07', '2012-02-08', '2012-02-09',
'2012-02-10', '2012-02-11', '2012-02-12', '2012-02-13',
'2012-02-14', '2012-02-15', '2012-02-16', '2012-02-17',
'2012-02-18', '2012-02-19', '2012-02-20', '2012-02-21',
'2012-02-22', '2012-02-23', '2012-02-24', '2012-02-25',
'2012-02-26', '2012-02-27', '2012-02-28', '2012-02-29',
'2012-03-01', '2012-03-02', '2012-03-03', '2012-03-04',
'2012-03-05', '2012-03-06', '2012-03-07', '2012-03-08',
'2012-03-09', '2012-03-10', '2012-03-11', '2012-03-12',
'2012-03-13', '2012-03-14', '2012-03-15', '2012-03-16',
'2012-03-17', '2012-03-18', '2012-03-19', '2012-03-20',
'2012-03-21', '2012-03-22', '2012-03-23', '2012-03-24',
'2012-03-25', '2012-03-26', '2012-03-27', '2012-03-28',
'2012-03-29', '2012-03-30', '2012-03-31', '2012-04-01',
'2012-04-02', '2012-04-03', '2012-04-04', '2012-04-05',
'2012-04-06', '2012-04-07', '2012-04-08', '2012-04-09'],
dtype='datetime64[ns]', name='index', freq=None)
-
每周
# 按照周進(jìn)行求和 ts.resample('7D').sum() -------------------------- num index 2012-01-01 1817 2012-01-08 2460 2012-01-15 2070 2012-01-22 2104 2012-01-29 1812 2012-02-05 2008 2012-02-12 1949 2012-02-19 2092 2012-02-26 2527 2012-03-04 1934 2012-03-11 1856 2012-03-18 1546 2012-03-25 1206 2012-04-01 1865 2012-04-08 441 -
每月
# 按照月進(jìn)行求和 ts.resample('M').sum() -------------------------- num index 2012-01-31 9552 2012-02-29 8233 2012-03-31 7596 2012-04-30 2306
2、resample有哪些參數(shù)
2.1 resample函數(shù)本身參數(shù)
Signature:
ts.resample(
rule,
axis=0,
closed: Union[str, NoneType] = None,
label: Union[str, NoneType] = None,
convention: str = 'start',
kind: Union[str, NoneType] = None,
loffset=None,
base: int = 0,
on=None,
level=None,
)
Docstring:
Resample time-series data.
| 參數(shù) | 說明 |
|---|---|
| freq | 表示重采樣頻率,例如‘M'、‘5min',Second(15) |
| how='mean' | 用于產(chǎn)生聚合值的函數(shù)名或數(shù)組函數(shù),例如 ‘mean'、‘ohlc'、np.max等,默認(rèn)是‘mean',其他常用的值 有:‘first'、‘last'、‘median'、‘max'、‘min' |
| axis=0 | 默認(rèn)是縱軸,橫軸設(shè)置axis=1 |
| fill_method = None | 升采樣時(shí)如何插值,比如‘ffill'、‘bfill'等 |
| closed = ’right' | 在降采樣時(shí),各時(shí)間段的哪一段是閉合的,‘right'或‘left',默認(rèn)‘right' |
| label= ‘right' | 在降采樣時(shí),如何設(shè)置聚合值的標(biāo)簽,例如,9:30-9:35會(huì)被標(biāo)記成9:30還是9:35, 默認(rèn)9:35 |
| loffset = None | 面元標(biāo)簽的時(shí)間校正值,比如‘-1s'或Second(-1)用于將聚合標(biāo)簽調(diào)早1秒 |
| limit=None | 在向前或向后填充時(shí),允許填充的最大時(shí)期數(shù) |
| kind = None | 聚合到時(shí)期(‘period')或時(shí)間戳(‘timestamp'),默認(rèn)聚合到時(shí)間序列的索引類型 |
| convention = None | 當(dāng)重采樣時(shí)期時(shí),將低頻率轉(zhuǎn)換到高頻率所采用的約定(start或end)。默認(rèn)‘end' |
函數(shù)參數(shù)如果需細(xì)致體會(huì),可以自己敲代碼實(shí)際應(yīng)用體會(huì),也可以按shift+tab看函數(shù)描述當(dāng)中的實(shí)例情況,這兒不過多贅述。
2.2 freq重采樣參數(shù)
freq重采樣頻率有非常多的參數(shù),這兒羅列一些網(wǎng)絡(luò)收集到的。
| 別名 | 偏移量類型 | 說明 |
|---|---|---|
| D | Day | 每日歷日 |
| B | BusinessDay | 每日工作日(去節(jié)假日) |
| H | Hour | 每小時(shí) |
| T/min | Minute | 每分鐘 |
| S | Second | 每秒鐘 |
| M | MonthEnd | 每月最后一個(gè)日歷日 |
| BM | BusinessMonthEnd | 每月最后一個(gè)工作日 |
| Q-JAN、Q-FRB | QuarterEnd | 對(duì)于以指定月份結(jié)束的年度, 每季度最后一月的最后一個(gè)日歷日 |
| A-JAN、A-FEB | YearEnd | 每年指定月份的最后一個(gè)日歷日 |
3、常用的resample分類實(shí)例
重點(diǎn)還是觀察官方示例,簡(jiǎn)單羅列以下覺得比較重要的。
每十年的1月1日
.resample('10AS')
顯示為以每十年的12月31日
.resample('10A')
days = pd.date_range('1/1/2000', periods=4, freq='D')
>>> d2 = {'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