python - Convert DataFrame with index-OHLC data to index-O index-L index-H index-O (flatten OHLC data) -


i have dataframe looks that

                 open       high     low      close   volume (btc)  volume (currency)  weighted price date                                                                                                  2013-05-07  112.25000  114.00000   97.52  109.60013  139626.724860    14898971.673747      106.705731 2013-05-08  109.60013  116.77700  109.50  113.20000   61680.324704     6990518.957611      113.334665 2013-05-09  113.20000  113.71852  108.80  112.79900   26894.458204     3003068.410660      111.661235 2013-05-10  112.79900  122.50000  111.54  117.70000   77443.672681     9140709.083964      118.030418 2013-05-11  117.70000  118.74000  113.00  113.47000   25532.277740     2952016.798507      115.619015

i'm looking way transform kind of data to

index       open index+1     low index+2     high index+3     open index+4     low index+5     high

so in sample should looks like

date 2013-05-07 00:00     112.25000 2013-05-07 08:00     97.52 2013-05-07 16:00     114.00000 2013-05-08 00:00     109.60013 2013-05-08 08:00     109.50 2013-05-08 16:00     116.77700     ...

my first idea resample dataframe

but first problem when i'm doing

df2 = df.resample('8h', how='mean')

i 

                          open       high        low      close   volume (btc)  volume (currency)  weighted price  2013-05-07 00:00:00  112.25000  114.00000   97.52000  109.60013  139626.724860    14898971.673747      106.705731 2013-05-07 08:00:00        nan        nan        nan        nan            nan                nan             nan 2013-05-07 16:00:00        nan        nan        nan        nan            nan                nan             nan 2013-05-08 00:00:00  109.60013  116.77700  109.50000  113.20000   61680.324704     6990518.957611      113.334665 2013-05-08 08:00:00        nan        nan        nan        nan            nan                nan             nan 2013-05-08 16:00:00        nan        nan        nan        nan            nan                nan             nan 2013-05-09 00:00:00  113.20000  113.71852  108.80000  112.79900   26894.458204     3003068.410660      111.661235 ...

i need build column modulo 3 values

like this

                        modcol   2013-05-07 00:00:00          0  2013-05-07 08:00:00          1  2013-05-07 16:00:00          2  2013-05-08 00:00:00          0  2013-05-08 08:00:00          1  2013-05-08 16:00:00          2  2013-05-09 00:00:00          3  ...

so use np.where make price column (open if mod==0, low if mod==1 , high if mod==2)

my problem if don't know how build modcol column

heres how create mod columns

in [1]: series(range(10)) out[1]:  0    0 1    1 2    2 3    3 4    4 5    5 6    6 7    7 8    8 9    9 dtype: int64  in [2]: series(range(10)) % 3 out[2]:  0    0 1    1 2    2 3    0 4    1 5    2 6    0 7    1 8    2 9    0 dtype: int64

Comments

Post a Comment

Popular posts from this blog

php - cannot display multiple markers in google maps v3 from traceroute result -

i'm newbie in php mysql , google maps v3. have problems in google maps v3. made traceroute web based , map traceroute's result in google maps v3 final project of college education. have try many tutorials didn't work. have tried tutorials in forum nothing worked. problem cannot display multiple markers got location data database. maybe because i'm newbie , not know how do. confuse looping show markers. here code <?php error_reporting(e_all ^ (e_notice)); ini_set('max_execution_time', 360); $enable_log_user = false; global $ip, $host_name, $host_ip; $host = @$_post['host']; $trace = @$_post['trace']; $self = $_server['php_self']; include("phpsqlajax_dbinfo.php"); $connection = mysql_connect ('127.0.0.1', $username, $password); if (!$connection) { die('not connected : ' . mysql_error());} $db_selected = mysql_select_db($database, $connection); if (!$db_selected) { die ('can\'t use db : ...
Read more

c# - DetailsView in ASP.Net - How to add another column on the side/add a control in each row? -

i have detailsview control on page used edit various fields of record, works in respect. i looking way add 1 column (and if works, why not more) right, absolutely read-only, show same fields of record comparison purposes. i aware there no obvious way such thing out of box detailsview . have looked other controls (transposed gridview , recommended formview , listview ), nothing satisfies. have special data binding setup using detailsview , can't out of without losing features. anyone on how "hack in" additional columns (for display only) on detailsview ? the solution have now, use second detailsview , visible set false in aspx. in code, make sure databind hidden detailsview hosts data third column first, initial detailsview named itemdetails . and in item created event, pass third column html rendering of hidden controls (in last code block) : protected void itemdetails_itemcreated(object sender, eventargs e) { if (dataite...
Read more

javascript - firefox memory leak -

i have following script (i use raphaeljs also) draws circle, waits 1 second, draws circle again, etc (you can copy paste - functional, need include raphael raphaeljs.com): <div id="holder"> </div> <script src="raphael.js" type="text/javascript"></script> <script> var paper = raphael(10, 50, 320, 200); var rad = math.pi / 180; var finangle = 0; function sector(cx, cy, r, startangle, endangle, params) { var x1 = cx + r * math.cos(-startangle * rad), x2 = cx + r * math.cos(-endangle * rad), y1 = cy + r * math.sin(-startangle * rad), y2 = cy + r * math.sin(-endangle * rad); return ["m", cx, cy, "l", x1, y1, "a", r, r, 0, +(endangle - startangle > 180), 0, x2, y2]; } var path = sector(100,100,50,0,180); var arc = paper.path(path); function draw() { path = sector(100,100,50,0,finangle); ...
Read more