The frequency of the data in a time-series can be converted in pandas using the .asfreq()
method of a Series
or DataFrame
. To demonstrate, we will use the following small subset of the MSFT stock closing values:
In [39]: sample = msftAC[:2] sample Out[39]: Date 2012-01-03 24.42183 2012-01-04 24.99657 Name: Adj Close, dtype: float64
We have extracted the first 2 days of adjusted close values. Let's suppose we want to resample this to have hourly sampling of data in-between the index labels. We can do this with the following command:
In [40]: sample.asfreq("H") Out[40]: 2012-01-03 00:00:00 24.42183 2012-01-03 01:00:00 NaN 2012-01-03 02:00:00 NaN ... 2012-01-03 22:00:00 NaN 2012-01-03 23:00:00 NaN 2012-01-04 00:00:00 24.99657 Freq: H, Name: Adj Close, dtype: float64
A new index with hourly index labels has been created by pandas, but...