In this tutorial, you will learn how to resample time series with pandas.
We will download the daily price time series data for AAPL and resample it into monthly data by computing the mean. We will do this by creating a pandas DataFrame
and calling its resample()
method:
Before we can create a pandas
DataFrame
, we need to create aDatetimeIndex
object to pass to theDataFrame
constructor. Create the index from the downloaded quotes data, as follows:dt_idx = pandas.DatetimeIndex(quotes.date)
Once we have the date-time index, we use it together with the close prices to create a data frame:
df = pandas.DataFrame (quotes.close, index=dt_idx, columns=[symbol])
Resample the time series to monthly frequency by computing the mean:
resampled = df.resample('M', how=numpy.mean) print(resampled)
The resampled time series, as shown in the following lines, has one value for each month:
AAPL 2011-01-31 336.932500 2011-02-28 349.680526 2011-03-31 346...