Book Image

Mastering Pandas for Finance

By : Michael Heydt
Book Image

Mastering Pandas for Finance

By: Michael Heydt

Overview of this book

Table of Contents (16 chapters)
Mastering pandas for Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Creating time-series with specific frequencies


Time-series data in pandas can also be created to represent intervals of time other than daily frequency. Different frequencies can be generated with pd.date_range() by utilizing the freq parameter. This parameter defaults to a value of D, which represents daily frequency.

To introduce the creation of nondaily frequencies, the following command creates a DatetimeIndex with one-minute intervals using freq='T':

In [20]:
   bymin = pd.Series(np.arange(0, 90*60*24),
                     pd.date_range('2014-08-01', 
                                   '2014-10-29 23:59:00',
                                   freq='T'))
   bymin

Out[20]:
   2014-08-01 00:00:00         0
   2014-08-01 00:01:00         1
   2014-08-01 00:02:00         2
                           ...  
   2014-10-29 23:57:00    129597
   2014-10-29 23:58:00    129598
   2014-10-29 23:59:00    129599
   Freq: T, dtype: int64

This time-series allows us to use forms of slicing at finer...