将每日数据拆分为每周数据

Question

我正在使用nsepy模块为SBIN共享获取2周的数据。

代码：

from nsepy import get_history
from datetime import date
import pandas as pd

today = date.today()
# print(today)

sbin = get_history(symbol='SBIN', start=date(
    2020, 10, 12), end=date(2020, 10, 25))


print(sbin)
#print(sbin.keys())
#sbinmax= sbin.groupby('Symbol')['High'].max
n_by_state = sbin.groupby("Symbol")["High"].count()

print(n_by_state)
The output of data.
           Symbol Series  Prev Close    Open    High     Low    Last   Close    VWAP    Volume      Turnover  Trades  Deliverable Volume  %Deliverble
Date
2020-10-12   SBIN     EQ      198.30  199.70  205.95  197.25  199.00  198.70  201.34  69125880  1.391764e+15  331018             9531119       0.1379
2020-10-13   SBIN     EQ      198.70  198.65  200.00  195.10  195.50  195.70  197.22  34949604  6.892865e+14  182813             3878144       0.1110
2020-10-14   SBIN     EQ      195.70  194.05  200.90  193.05  199.10  200.05  196.49  40550062  7.967742e+14  198041             6204348       0.1530
2020-10-15   SBIN     EQ      200.05  201.00  202.50  192.00  192.80  192.85  197.72  49184944  9.724680e+14  238796             8926933       0.1815
2020-10-16   SBIN     EQ      192.85  194.00  196.75  191.60  195.70  195.95  194.69  36894938  7.182954e+14  191841             3907003       0.1059
2020-10-19   SBIN     EQ      195.95  196.20  204.60  196.05  204.00  204.00  201.65  60223657  1.214397e+15  323960            18100990       0.3006
2020-10-20   SBIN     EQ      204.00  201.00  204.35  200.70  202.95  203.05  202.74  39317197  7.970975e+14  175146             5620943       0.1430
2020-10-21   SBIN     EQ      203.05  204.70  207.30  198.85  204.00  203.75  204.08  54516482  1.112592e+15  248104            10918958       0.2003
2020-10-22   SBIN     EQ      203.75  201.90  204.60  201.10  203.60  203.30  203.10  33721761  6.849009e+14  156779             4734176       0.1404
2020-10-23   SBIN     EQ      203.30  204.00  205.60  201.55  202.45  202.80  203.20  32708098  6.646186e+14  143175             5408726       0.1654
Symbol
SBIN    10

我想把数据分为两周(12-16(和(19-23(，得到收盘的最高点和最低点。

谁能帮我写代码吗。

Answer 1

您可以为此使用resample。它将分为两周，即10/18和10/25的一周：

sbin.index = pd.to_datetime(sbin.index)
sbin = sbin.resample('W').agg({'High': 'max', 'Low': 'min', 'Close': 'last'})
print(sbin)
              High     Low   Close
Date                              
2020-10-18  205.95  191.60  195.95
2020-10-25  207.30  196.05  202.80