Dataframe可以使用创建:
df = pd.read_excel('2016_forex_daily_returns.xlsx', sheetname='Sheet 1')print (df) Date Time Equity0 2016-01-03 22:16:22 300.381 2016-01-04 22:16:00 300.652 2016-01-05 14:26:02 301.653 2016-01-06 19:08:13 302.104 2016-01-07 18:39:00 302.555 2016-01-08 22:16:04 308.246 2016-01-11 02:49:39 306.697 2016-01-14 15:46:39 307.938 2016-01-19 15:56:31 308.18我认为您可以先转换
to_datetime列
date,然后再使用
resample一些聚合函数,例如
sum或
mean:
df.Date = pd.to_datetime(df.Date)df1 = df.resample('M', on='Date').sum()print (df1) Equity excess_daily_retDate2016-01-31 2738.37 0.024252df2 = df.resample('M', on='Date').mean()print (df2) Equity excess_daily_retDate 2016-01-31 304.263333 0.003032df3 = df.set_index('Date').resample('M').mean()print (df3) Equity excess_daily_retDate 2016-01-31 304.263333 0.003032


