熊猫grouper date_time根据市场时间(印度证券交易所)

Question

以下数据间隔为5分钟

数据帧名称为df:

<表类> script_id date_time 打开 高 低 关闭体积tbody><<tr>02012019-02-04 14:55:001408.051408.0514071408238412012019-02-04 15:00:0014081410.61407.21408.851262122012019-02-04 15:05:001408.851410.451407.051407.05388032012019-02-04 15:10:001407.051409.41404.851404.851299242012019-02-04 15:15:001404.851408.71403.51404.253080352012019-02-04 15:20:001404.2514051402.71404.81462462012019-02-04 15:25:001404.814051402.051403.8840772012019-02-05 09:15:0014001416.0514001410.7517473

Maybe:

a = {'script_id': 'first', 'date_time': 'first', 'open': 'first', 'high':'max', 'low':'min', 'close':'last', 'volume':'sum'}
print(df.groupby(df.index // 2).agg(a))
script_id            date_time     open     high      low    close  volume
0        201  2019-02-04 14:55:00  1408.05  1410.60  1407.00  1408.85   15005
1        201  2019-02-04 15:05:00  1408.85  1410.45  1404.85  1404.85   16872
2        201  2019-02-04 15:15:00  1404.85  1408.70  1402.70  1404.80   45427
3        201  2019-02-04 15:25:00  1404.80  1416.05  1400.00  1410.75   25880