This function resamples the entire dataframe by certain time period length.
For example, if the original dataframe has a datetime index at the interval of minutes. If one wish to compute the sum of every five minutes, function should be used as follow:
df.resample('5T').sum()
Special parameters and method:
1. If there are multiple columns required different treatments, we could use .agg() to input a dictionary claiming every method:
df.resample('5T').agg({'成交量':'sum','换手率':'mean'})
2. If indexes are not the datatime data that we wish to resample on, we could claim the target datetime column:
df.resample('5T',on='datetime格式的列').sum()
3. parameter 'label' means use which time point after resample. For financial usage, normally we shall use label='right'
df.resample('5T',on='datetime格式的列',label='right').sum()
Question:
What if I have a long table with columns:['time', 'stockcode', 'volumn']? How do we compute each stock's 5 minutes data？
