如何在Python中使用yfinance聚合2天酒吧历史股票数据?

Question

我使用下面链接中提供的答案中的代码来汇总2天期间的每日价格(freq='2B');但是，日期戳显示的是聚合周期的开始日期。是否可以显示加盖期间最后日期的结果?

示例:如果在1月16日和17日聚合，日期戳将显示2023-01-17

https://stackoverflow.com/a/74775358/13415270

Answer 1

pd.Grouper()支持convention参数。您可以将此参数设置为"e"或"end"。convention要求有一个周期索引。因此，您应该首先设置索引。把它们放在一起:

import yfinance as yf
import pandas as pd
df = yf.download("AAPL", period="2y", interval="1h")
# set period index
df.index = df.index.to_period(freq="2B")
# use convention
df_agg = df.groupby(pd.Grouper(freq="2B", convention="end")).agg(
{"Open": "first", "High": "max", "Low": "min", "Close": "last", "Adj Close": "last"}
)
df_agg.head()

输出:

Open    High    Low Close   Adj Close
Datetime                    
2021-01-22  133.863998  139.850006  133.789993  138.969894  138.969894
2021-01-26  143.222702  145.080002  136.539993  143.184998  143.184998
2021-01-28  143.429993  144.300003  136.699997  137.089996  137.089996
2021-02-01  136.179993  136.729996  130.210007  134.110001  134.110001
2021-02-03  135.729996  136.309998  133.610001  133.904999  133.904999