pandas.Panel.resample
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Panel.resample(rule, how=None, axis=0, fill_method=None, closed=None, label=None, convention='start', kind=None, loffset=None, limit=None, base=0, on=None, level=None)
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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 : string
the offset string or object representing target conversion
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axis : int, optional, default 0
closed : {‘right’, ‘left’}
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’}
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’}
For PeriodIndex only, controls whether to use the start or end of
rule
kind: {‘timestamp’, ‘period’}, optional
Pass ‘timestamp’ to convert the resulting index to a
DateTimeIndex
or ‘period’ to convert it to aPeriodIndex
. By default the input representation is retained.loffset : timedelta
Adjust the resampled time labels
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 : string, optional
For a DataFrame, column to use instead of index for resampling. Column must be datetime-like.
New in version 0.19.0.
level : string 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
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groupby
- Group by mapping, function, label, or list of labels.
Notes
See the user guide for 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 label2000-01-01 00:03:00
does 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
NaN
values using thepad
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 the
NaN
values using thebfill
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 ofrule
.>>> 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
Resample by month using ‘start’
convention
. Values are assigned to the first month of the period.>>> s.resample('M', convention='start').asfreq().head() 2012-01 1.0 2012-02 NaN 2012-03 NaN 2012-04 NaN 2012-05 NaN Freq: M, dtype: float64
Resample by month using ‘end’
convention
. Values are assigned to the last month of the period.>>> s.resample('M', convention='end').asfreq() 2012-12 1.0 2013-01 NaN 2013-02 NaN 2013-03 NaN 2013-04 NaN 2013-05 NaN 2013-06 NaN 2013-07 NaN 2013-08 NaN 2013-09 NaN 2013-10 NaN 2013-11 NaN 2013-12 2.0 Freq: M, dtype: float64
For DataFrame objects, the keyword
on
can be used to specify the column instead of the index for resampling.>>> df = pd.DataFrame(data=9*[range(4)], columns=['a', 'b', 'c', 'd']) >>> df['time'] = pd.date_range('1/1/2000', periods=9, freq='T') >>> df.resample('3T', on='time').sum() a b c d time 2000-01-01 00:00:00 0 3 6 9 2000-01-01 00:03:00 0 3 6 9 2000-01-01 00:06:00 0 3 6 9
For a DataFrame with MultiIndex, the keyword
level
can be used to specify on level the resampling needs to take place.>>> time = pd.date_range('1/1/2000', periods=5, freq='T') >>> df2 = pd.DataFrame(data=10*[range(4)], columns=['a', 'b', 'c', 'd'], index=pd.MultiIndex.from_product([time, [1, 2]]) ) >>> df2.resample('3T', level=0).sum() a b c d 2000-01-01 00:00:00 0 6 12 18 2000-01-01 00:03:00 0 4 8 12
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© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.23.4/generated/pandas.Panel.resample.html