PYTHON

resample ohlc pandas

In [101]: df.resample('1H').agg({'openbid': 'first', 
                                 'highbid': 'max', 
                                 'lowbid': 'min', 
                                 'closebid': 'last'})
Out[101]: 
                      lowbid  highbid  closebid  openbid
ctime                                                   
2015-09-30 23:00:00  1.11687  1.11712   1.11708    1.117

pd series resample

series.resample('3T', label='right', closed='right').sum()

pd df resample

df2.resample('D', level=0).sum()

pd df resample

df.resample('M', on='week_starting').mean()

pd series resample

series.resample('3T').sum()

pd series resample

series.resample('3T', label='right').sum()

pd series resample

series.resample('30S').asfreq()[0:5]   # Select first 5 rows

pd series resample

series.resample('30S').pad()[0:5]

pd series resample

series.resample('30S').bfill()[0:5]