Resample time-series data.
Convenience method for frequency conversion and resampling of time series. The object must have a datetime-like index (DatetimeIndex, PeriodIndex, or TimedeltaIndex), or the caller must pass the label of a datetime-like series/index to the on/level keyword parameter.
The offset string or object representing target conversion.
Which axis to use for up- or down-sampling. For Series this parameter is unused and defaults to 0. Must be DatetimeIndex, TimedeltaIndex or PeriodIndex.
Deprecated since version 2.0.0: Use frame.T.resample(â¦) instead.
Which side of bin interval is closed. The default is âleftâ for all frequency offsets except for âMEâ, âYEâ, âQEâ, âBMEâ, âBAâ, âBQEâ, and âWâ which all have a default of ârightâ.
Which bin edge label to label bucket with. The default is âleftâ for all frequency offsets except for âMEâ, âYEâ, âQEâ, âBMEâ, âBAâ, âBQEâ, and âWâ which all have a default of ârightâ.
For PeriodIndex only, controls whether to use the start or end of rule.
Deprecated since version 2.2.0: Convert PeriodIndex to DatetimeIndex before resampling instead.
Pass âtimestampâ to convert the resulting index to a DateTimeIndex or âperiodâ to convert it to a PeriodIndex. By default the input representation is retained.
Deprecated since version 2.2.0: Convert index to desired type explicitly instead.
For a DataFrame, column to use instead of index for resampling. Column must be datetime-like.
For a MultiIndex, level (name or number) to use for resampling. level must be datetime-like.
The timestamp on which to adjust the grouping. The timezone of origin must match the timezone of the index. If string, must be one of the following:
âepochâ: origin is 1970-01-01
âstartâ: origin is the first value of the timeseries
âstart_dayâ: origin is the first day at midnight of the timeseries
âendâ: origin is the last value of the timeseries
âend_dayâ: origin is the ceiling midnight of the last day
Added in version 1.3.0.
Note
Only takes effect for Tick-frequencies (i.e. fixed frequencies like days, hours, and minutes, rather than months or quarters).
An offset timedelta added to the origin.
Whether to include the group keys in the result index when using .apply() on the resampled object.
Added in version 1.5.0: Not specifying group_keys will retain values-dependent behavior from pandas 1.4 and earlier (see pandas 1.5.0 Release notes for examples).
Changed in version 2.0.0: group_keys now defaults to False.
Resampler object.
See also
Series.resample
Resample a Series.
DataFrame.resample
Resample a DataFrame.
groupby
Group Series/DataFrame by mapping, function, label, or list of labels.
asfreq
Reindex a Series/DataFrame with the given frequency without grouping.
Notes
See the user guide for more.
To learn more about the offset strings, please see this link.
Examples
Start by creating a series with 9 one minute timestamps.
>>> index = pd.date_range('1/1/2000', periods=9, freq='min')
>>> series = pd.Series(range(9), index=index)
>>> series
2000-01-01 00:00:00 0
2000-01-01 00:01:00 1
2000-01-01 00:02:00 2
2000-01-01 00:03:00 3
2000-01-01 00:04:00 4
2000-01-01 00:05:00 5
2000-01-01 00:06:00 6
2000-01-01 00:07:00 7
2000-01-01 00:08:00 8
Freq: min, dtype: int64
Downsample the series into 3 minute bins and sum the values of the timestamps falling into a bin.
>>> series.resample('3min').sum()
2000-01-01 00:00:00 3
2000-01-01 00:03:00 12
2000-01-01 00:06:00 21
Freq: 3min, dtype: int64
Downsample the series into 3 minute bins as above, but label each bin using the right edge instead of the left. Please note that the value in the bucket used as the label is not included in the bucket, which it labels. For example, in the original series the bucket 2000-01-01 00:03:00 contains the value 3, but the summed value in the resampled bucket with the label 2000-01-01 00:03:00 does not include 3 (if it did, the summed value would be 6, not 3).
>>> series.resample('3min', label='right').sum()
2000-01-01 00:03:00 3
2000-01-01 00:06:00 12
2000-01-01 00:09:00 21
Freq: 3min, dtype: int64
To include this value close the right side of the bin interval, as shown below.
>>> series.resample('3min', label='right', closed='right').sum()
2000-01-01 00:00:00 0
2000-01-01 00:03:00 6
2000-01-01 00:06:00 15
2000-01-01 00:09:00 15
Freq: 3min, dtype: int64
Upsample the series into 30 second bins.
>>> series.resample('30s').asfreq()[0:5] # Select first 5 rows
2000-01-01 00:00:00 0.0
2000-01-01 00:00:30 NaN
2000-01-01 00:01:00 1.0
2000-01-01 00:01:30 NaN
2000-01-01 00:02:00 2.0
Freq: 30s, dtype: float64
Upsample the series into 30 second bins and fill the NaN values using the ffill method.
>>> series.resample('30s').ffill()[0:5]
2000-01-01 00:00:00 0
2000-01-01 00:00:30 0
2000-01-01 00:01:00 1
2000-01-01 00:01:30 1
2000-01-01 00:02:00 2
Freq: 30s, dtype: int64
Upsample the series into 30 second bins and fill the NaN values using the bfill method.
>>> series.resample('30s').bfill()[0:5]
2000-01-01 00:00:00 0
2000-01-01 00:00:30 1
2000-01-01 00:01:00 1
2000-01-01 00:01:30 2
2000-01-01 00:02:00 2
Freq: 30s, dtype: int64
Pass a custom function via apply
>>> def custom_resampler(arraylike):
... return np.sum(arraylike) + 5
...
>>> series.resample('3min').apply(custom_resampler)
2000-01-01 00:00:00 8
2000-01-01 00:03:00 17
2000-01-01 00:06:00 26
Freq: 3min, dtype: int64
For DataFrame objects, the keyword on can be used to specify the column instead of the index for resampling.
>>> d = {'price': [10, 11, 9, 13, 14, 18, 17, 19],
... 'volume': [50, 60, 40, 100, 50, 100, 40, 50]}
>>> df = pd.DataFrame(d)
>>> df['week_starting'] = pd.date_range('01/01/2018',
... periods=8,
... freq='W')
>>> df
price volume week_starting
0 10 50 2018-01-07
1 11 60 2018-01-14
2 9 40 2018-01-21
3 13 100 2018-01-28
4 14 50 2018-02-04
5 18 100 2018-02-11
6 17 40 2018-02-18
7 19 50 2018-02-25
>>> df.resample('ME', on='week_starting').mean()
price volume
week_starting
2018-01-31 10.75 62.5
2018-02-28 17.00 60.0
For a DataFrame with MultiIndex, the keyword level can be used to specify on which level the resampling needs to take place.
>>> days = pd.date_range('1/1/2000', periods=4, freq='D')
>>> d2 = {'price': [10, 11, 9, 13, 14, 18, 17, 19],
... 'volume': [50, 60, 40, 100, 50, 100, 40, 50]}
>>> df2 = pd.DataFrame(
... d2,
... index=pd.MultiIndex.from_product(
... [days, ['morning', 'afternoon']]
... )
... )
>>> df2
price volume
2000-01-01 morning 10 50
afternoon 11 60
2000-01-02 morning 9 40
afternoon 13 100
2000-01-03 morning 14 50
afternoon 18 100
2000-01-04 morning 17 40
afternoon 19 50
>>> df2.resample('D', level=0).sum()
price volume
2000-01-01 21 110
2000-01-02 22 140
2000-01-03 32 150
2000-01-04 36 90
If you want to adjust the start of the bins based on a fixed timestamp:
>>> start, end = '2000-10-01 23:30:00', '2000-10-02 00:30:00' >>> rng = pd.date_range(start, end, freq='7min') >>> ts = pd.Series(np.arange(len(rng)) * 3, index=rng) >>> ts 2000-10-01 23:30:00 0 2000-10-01 23:37:00 3 2000-10-01 23:44:00 6 2000-10-01 23:51:00 9 2000-10-01 23:58:00 12 2000-10-02 00:05:00 15 2000-10-02 00:12:00 18 2000-10-02 00:19:00 21 2000-10-02 00:26:00 24 Freq: 7min, dtype: int64
>>> ts.resample('17min').sum()
2000-10-01 23:14:00 0
2000-10-01 23:31:00 9
2000-10-01 23:48:00 21
2000-10-02 00:05:00 54
2000-10-02 00:22:00 24
Freq: 17min, dtype: int64
>>> ts.resample('17min', origin='epoch').sum()
2000-10-01 23:18:00 0
2000-10-01 23:35:00 18
2000-10-01 23:52:00 27
2000-10-02 00:09:00 39
2000-10-02 00:26:00 24
Freq: 17min, dtype: int64
>>> ts.resample('17min', origin='2000-01-01').sum()
2000-10-01 23:24:00 3
2000-10-01 23:41:00 15
2000-10-01 23:58:00 45
2000-10-02 00:15:00 45
Freq: 17min, dtype: int64
If you want to adjust the start of the bins with an offset Timedelta, the two following lines are equivalent:
>>> ts.resample('17min', origin='start').sum()
2000-10-01 23:30:00 9
2000-10-01 23:47:00 21
2000-10-02 00:04:00 54
2000-10-02 00:21:00 24
Freq: 17min, dtype: int64
>>> ts.resample('17min', offset='23h30min').sum()
2000-10-01 23:30:00 9
2000-10-01 23:47:00 21
2000-10-02 00:04:00 54
2000-10-02 00:21:00 24
Freq: 17min, dtype: int64
If you want to take the largest Timestamp as the end of the bins:
>>> ts.resample('17min', origin='end').sum()
2000-10-01 23:35:00 0
2000-10-01 23:52:00 18
2000-10-02 00:09:00 27
2000-10-02 00:26:00 63
Freq: 17min, dtype: int64
In contrast with the start_day, you can use end_day to take the ceiling midnight of the largest Timestamp as the end of the bins and drop the bins not containing data:
>>> ts.resample('17min', origin='end_day').sum()
2000-10-01 23:38:00 3
2000-10-01 23:55:00 15
2000-10-02 00:12:00 45
2000-10-02 00:29:00 45
Freq: 17min, dtype: int64
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