When I query MySQL with Python and the query has datetime fields then I get this list as a result.
[{'_id': 1, 'name': 'index', '_cdate': datetime.datetime(2020, 10, 27, 9, 4, 34), 'title': 'DataExtract'}, {'_id': 2, 'name': 'topmenu', '_cdate': datetime.datetime(2020, 11, 4, 19, 52, 17), 'title': 'topmenu'}, {'_id': 3, 'name': 'functions_common', '_cdate': datetime.datetime(2020, 11, 4, 19, 52, 50), 'title': 'common functions'}, {'_id': 4, 'name': 'leftmenu', '_cdate': datetime.datetime(2020, 11, 4, 19, 53, 56), 'title': 'Left Menu'}, {'_id': 5, 'name': 'todo', '_cdate': datetime.datetime(2020, 11, 7, 8, 49, 38), 'title': 'Todo'}, {'_id': 6, 'name': 'cron_publish', '_cdate': datetime.datetime(2020, 12, 2, 19, 30, 11), 'title': 'Run Publish reports'}, {'_id': 7, 'name': 'test', '_cdate': datetime.datetime(2020, 12, 2, 22, 32, 54), 'title': 'test'}, {'_id': 8, 'name': 'help', '_cdate': datetime.datetime(2020, 12, 5, 7, 12, 44), 'title': 'Help'}, {'_id': 9, 'name': 'api', '_cdate': datetime.datetime(2020, 12, 5, 21, 22, 13), 'title': 'API'}, {'_id': 10, 'name': 'ben', '_cdate': datetime.datetime(2021, 10, 4, 11, 37, 3), 'title': 'List of Reports'}]
How do I either get the query to return the date fields in YYYY-MM-DD HH:MM:SS format? Or how do I convert them in the returned list. When I try to change them by enumerating over the results python throw as error that the dictionary has changed.
The datetime.datetime() objects you're getting are the standard representation of these objects - if you were expecting strings instead, you could simple convert them with datetime.strftime('%Y-%m-%d %H:%M:%S', value) but keep in mind that the datetime object is a more flexible way of keeping the data around. I'd recommend only formatting the date in a specific way if you're writing it to the screen or a file format that expects a string.
Example:
data = [{'_id': 1, 'name': 'index', '_cdate': datetime.datetime(2020, 10, 27, 9, 4, 34), 'title': 'DataExtract'}, {'_id': 2, 'name': 'topmenu', '_cdate': datetime.datetime(2020, 11, 4, 19, 52, 17), 'title': 'topmenu'}, {'_id': 3, 'name': 'functions_common', '_cdate': datetime.datetime(2020, 11, 4, 19, 52, 50), 'title': 'common functions'}, {'_id': 4, 'name': 'leftmenu', '_cdate': datetime.datetime(2020, 11, 4, 19, 53, 56), 'title': 'Left Menu'}, {'_id': 5, 'name': 'todo', '_cdate': datetime.datetime(2020, 11, 7, 8, 49, 38), 'title': 'Todo'}, {'_id': 6, 'name': 'cron_publish', '_cdate': datetime.datetime(2020, 12, 2, 19, 30, 11), 'title': 'Run Publish reports'}, {'_id': 7, 'name': 'test', '_cdate': datetime.datetime(2020, 12, 2, 22, 32, 54), 'title': 'test'}, {'_id': 8, 'name': 'help', '_cdate': datetime.datetime(2020, 12, 5, 7, 12, 44), 'title': 'Help'}, {'_id': 9, 'name': 'api', '_cdate': datetime.datetime(2020, 12, 5, 21, 22, 13), 'title': 'API'}, {'_id': 10, 'name': 'ben', '_cdate': datetime.datetime(2021, 10, 4, 11, 37, 3), 'title': 'List of Reports'}]
for rec in data:
rec['date_str'] = datetime.datetime.strftime('%Y-%m-%d %H:%M:%S', rec['_cdate'])
That would add 'date_str' field to every record with the format you require. Of course, you could also modify it to overwrite the original value.
rows is a list of dict from mysql.
rows example
[{'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605515L, 'price': Decimal('1080.04000000'), 'type': 1, 'amount': Decimal('10.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605549L, 'price': Decimal('1081.55000000'), 'type': 1, 'amount': Decimal('16.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605547L, 'price': Decimal('1081.33000000'), 'type': 1, 'amount': Decimal('20.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605545L, 'price': Decimal('1081.30000000'), 'type': 1, 'amount': Decimal('16.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605543L, 'price': Decimal('1081.29000000'), 'type': 1, 'amount': Decimal('20.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605541L, 'price': Decimal('1080.46000000'), 'type': 1, 'amount': Decimal('26.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 20), 'tid': 648605517L, 'price': Decimal('1080.04000000'), 'type': 1, 'amount': Decimal('8.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 22), 'tid': 648605601L, 'price': Decimal('1079.69000000'), 'type': -1, 'amount': Decimal('70.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 25), 'tid': 648605686L, 'price': Decimal('1079.72000000'), 'type': -1, 'amount': Decimal('4.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 26), 'tid': 648605765L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('6.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 26), 'tid': 648605753L, 'price': Decimal('1079.60000000'), 'type': -1, 'amount': Decimal('106.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 26), 'tid': 648605751L, 'price': Decimal('1079.60000000'), 'type': -1, 'amount': Decimal('80.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 26), 'tid': 648605749L, 'price': Decimal('1079.67000000'), 'type': -1, 'amount': Decimal('430.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 26), 'tid': 648605747L, 'price': Decimal('1079.70000000'), 'type': -1, 'amount': Decimal('66.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 26), 'tid': 648605745L, 'price': Decimal('1079.74000000'), 'type': -1, 'amount': Decimal('12.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 27), 'tid': 648605785L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 27), 'tid': 648605774L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('6.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 27), 'tid': 648605771L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('14.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 28), 'tid': 648605827L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('42.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 28), 'tid': 648605842L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('10.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 32), 'tid': 648605973L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 37), 'tid': 648606114L, 'price': Decimal('1079.44000000'), 'type': 1, 'amount': Decimal('24.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 37), 'tid': 648606116L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('40.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 42), 'tid': 648606258L, 'price': Decimal('1079.45000000'), 'type': 1, 'amount': Decimal('56.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 45), 'tid': 648606345L, 'price': Decimal('1079.46000000'), 'type': -1, 'amount': Decimal('10.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 46), 'tid': 648606392L, 'price': Decimal('1079.69000000'), 'type': 1, 'amount': Decimal('44.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 48), 'tid': 648606418L, 'price': Decimal('1079.60000000'), 'type': -1, 'amount': Decimal('40.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 48), 'tid': 648606420L, 'price': Decimal('1079.46000000'), 'type': -1, 'amount': Decimal('36.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 48), 'tid': 648606422L, 'price': Decimal('1079.46000000'), 'type': -1, 'amount': Decimal('94.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 50), 'tid': 648606499L, 'price': Decimal('1079.31000000'), 'type': 1, 'amount': Decimal('80.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 50), 'tid': 648606478L, 'price': Decimal('1079.31000000'), 'type': -1, 'amount': Decimal('6.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 50), 'tid': 648606476L, 'price': Decimal('1079.31000000'), 'type': -1, 'amount': Decimal('34.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 50), 'tid': 648606474L, 'price': Decimal('1079.55000000'), 'type': -1, 'amount': Decimal('8.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 55), 'tid': 648606666L, 'price': Decimal('1079.31000000'), 'type': 1, 'amount': Decimal('44.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 55), 'tid': 648606650L, 'price': Decimal('1079.17000000'), 'type': 1, 'amount': Decimal('8.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 27, 55), 'tid': 648606648L, 'price': Decimal('1079.17000000'), 'type': 1, 'amount': Decimal('8.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 1), 'tid': 648606820L, 'price': Decimal('1079.03000000'), 'type': -1, 'amount': Decimal('28.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 2), 'tid': 648606825L, 'price': Decimal('1079.03000000'), 'type': 1, 'amount': Decimal('30.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 2), 'tid': 648606836L, 'price': Decimal('1079.02000000'), 'type': -1, 'amount': Decimal('22.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 5), 'tid': 648606945L, 'price': Decimal('1078.58000000'), 'type': -1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 5), 'tid': 648606943L, 'price': Decimal('1078.61000000'), 'type': -1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 5), 'tid': 648606941L, 'price': Decimal('1078.63000000'), 'type': -1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 5), 'tid': 648606939L, 'price': Decimal('1078.88000000'), 'type': -1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 5), 'tid': 648606926L, 'price': Decimal('1078.88000000'), 'type': -1, 'amount': Decimal('428.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606984L, 'price': Decimal('1078.58000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606982L, 'price': Decimal('1078.05000000'), 'type': -1, 'amount': Decimal('10.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606971L, 'price': Decimal('1078.58000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606957L, 'price': Decimal('1078.05000000'), 'type': -1, 'amount': Decimal('74.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606955L, 'price': Decimal('1078.15000000'), 'type': -1, 'amount': Decimal('6.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606953L, 'price': Decimal('1078.15000000'), 'type': -1, 'amount': Decimal('14.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 6), 'tid': 648606951L, 'price': Decimal('1078.42000000'), 'type': -1, 'amount': Decimal('16.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 7), 'tid': 648606992L, 'price': Decimal('1078.05000000'), 'type': -1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 7), 'tid': 648606995L, 'price': Decimal('1078.58000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 7), 'tid': 648607023L, 'price': Decimal('1078.06000000'), 'type': -1, 'amount': Decimal('4.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 8), 'tid': 648607047L, 'price': Decimal('1078.86000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 10), 'tid': 648607113L, 'price': Decimal('1078.06000000'), 'type': -1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 10), 'tid': 648607115L, 'price': Decimal('1078.03000000'), 'type': -1, 'amount': Decimal('148.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 12), 'tid': 648607192L, 'price': Decimal('1079.00000000'), 'type': -1, 'amount': Decimal('10.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 13), 'tid': 648607218L, 'price': Decimal('1078.99000000'), 'type': 1, 'amount': Decimal('98.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 13), 'tid': 648607220L, 'price': Decimal('1079.00000000'), 'type': 1, 'amount': Decimal('42.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 13), 'tid': 648607222L, 'price': Decimal('1079.03000000'), 'type': 1, 'amount': Decimal('342.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 13), 'tid': 648607224L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('512.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 14), 'tid': 648607250L, 'price': Decimal('1078.98000000'), 'type': 1, 'amount': Decimal('44.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 14), 'tid': 648607252L, 'price': Decimal('1078.98000000'), 'type': 1, 'amount': Decimal('12.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 14), 'tid': 648607254L, 'price': Decimal('1079.00000000'), 'type': 1, 'amount': Decimal('106.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 14), 'tid': 648607256L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('40.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 20), 'tid': 648607431L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('28.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 20), 'tid': 648607429L, 'price': Decimal('1079.01000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 20), 'tid': 648607427L, 'price': Decimal('1079.01000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 23), 'tid': 648607518L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('8.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 24), 'tid': 648607544L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('344.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 25), 'tid': 648607593L, 'price': Decimal('1078.79000000'), 'type': -1, 'amount': Decimal('6.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 26), 'tid': 648607631L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('430.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 26), 'tid': 648607623L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('18.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 26), 'tid': 648607621L, 'price': Decimal('1078.79000000'), 'type': 1, 'amount': Decimal('14.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 29), 'tid': 648607695L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('776.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 32), 'tid': 648607803L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 32), 'tid': 648607805L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('10.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 36), 'tid': 648607905L, 'price': Decimal('1079.16000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 37), 'tid': 648607940L, 'price': Decimal('1079.31000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 42), 'tid': 648608110L, 'price': Decimal('1079.46000000'), 'type': -1, 'amount': Decimal('12.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 46), 'tid': 648608211L, 'price': Decimal('1079.88000000'), 'type': -1, 'amount': Decimal('12.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 46), 'tid': 648608213L, 'price': Decimal('1079.88000000'), 'type': -1, 'amount': Decimal('6.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 57), 'tid': 648608534L, 'price': Decimal('1080.29000000'), 'type': 1, 'amount': Decimal('14.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 28, 57), 'tid': 648608536L, 'price': Decimal('1080.30000000'), 'type': 1, 'amount': Decimal('2.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 29, 2), 'tid': 648608683L, 'price': Decimal('1080.59000000'), 'type': 1, 'amount': Decimal('40.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 29, 3), 'tid': 648608733L, 'price': Decimal('1080.59000000'), 'type': 1, 'amount': Decimal('360.00000000')}, {'date': datetime.datetime(2017, 3, 21, 13, 29, 7), 'tid': 648608838L, 'price': Decimal('1080.90000000'), 'type': 1, 'amount': Decimal('82.00000000')}]
if I didn't use set_index ,it will have an TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'
if rows:
df = pd.DataFrame(rows)
print df.head()
# TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'
df = df.set_index("date")
print df.head()
resample_data = df.resample("1min", how={"price": "ohlc", "amount": "sum"})
print resample_data
Result :
Connected to pydev debugger (build 162.1967.10)
amount date price tid type
0 2.00000000 2017-03-21 11:15:12 1075.83000000 648370156 -1
1 10.00000000 2017-03-21 11:15:15 1076.00000000 648370241 -1
2 10.00000000 2017-03-21 11:15:17 1075.83000000 648370297 -1
3 10.00000000 2017-03-21 11:15:17 1075.83000000 648370311 1
4 8.00000000 2017-03-21 11:15:19 1076.13000000 648370370 1
amount price tid type
date
2017-03-21 11:15:12 2.00000000 1075.83000000 648370156 -1
2017-03-21 11:15:15 10.00000000 1076.00000000 648370241 -1
2017-03-21 11:15:17 10.00000000 1075.83000000 648370297 -1
2017-03-21 11:15:17 10.00000000 1075.83000000 648370311 1
2017-03-21 11:15:19 8.00000000 1076.13000000 648370370 1
/Users/wyx/bitcoin_workspace/fibo-strategy/ticker.py:45: FutureWarning: how in .resample() is deprecated
the new syntax is .resample(...)..apply(<func>)
resample_data = df.resample("1min", how={"price": "ohlc", "amount": "sum"})
Traceback (most recent call last):
File "/Applications/PyCharm.app/Contents/helpers/pydev/pydevd.py", line 1580, in <module>
globals = debugger.run(setup['file'], None, None, is_module)
File "/Applications/PyCharm.app/Contents/helpers/pydev/pydevd.py", line 964, in run
pydev_imports.execfile(file, globals, locals) # execute the script
File "/Users/wyx/bitcoin_workspace/fibo-strategy/ticker.py", line 45, in <module>
resample_data = df.resample("1min", how={"price": "ohlc", "amount": "sum"})
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/generic.py", line 4216, in resample
limit=limit)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/tseries/resample.py", line 582, in _maybe_process_deprecations
r = r.aggregate(how)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/tseries/resample.py", line 320, in aggregate
result, how = self._aggregate(arg, *args, **kwargs)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/base.py", line 549, in _aggregate
result = _agg(arg, _agg_1dim)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/base.py", line 500, in _agg
result[fname] = func(fname, agg_how)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/base.py", line 483, in _agg_1dim
return colg.aggregate(how, _level=(_level or 0) + 1)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/groupby.py", line 2652, in aggregate
return getattr(self, func_or_funcs)(*args, **kwargs)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/groupby.py", line 1128, in ohlc
lambda x: x._cython_agg_general('ohlc'))
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/groupby.py", line 3103, in _apply_to_column_groupbys
return func(self)
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/groupby.py", line 1128, in <lambda>
lambda x: x._cython_agg_general('ohlc'))
File "/Users/wyx/bitcoin_workspace/fibo-strategy/.env/lib/python2.7/site-packages/pandas/core/groupby.py", line 808, in _cython_agg_general
raise DataError('No numeric types to aggregate')
pandas.core.base.DataError: No numeric types to aggregate
Process finished with exit code 1
I am a rookie for pandas.
How solve the error?
And if I want to use the last close price to fill the NaN of next
min ohlc. How to do that?
You need to set an index using your dates.
Code:
from io import StringIO
df = pd.read_csv(StringIO(
u"""amount date price tid type
6.00000000 2017-03-21t10:46:32 1059.26000000 648313975 -1
4.00000000 2017-03-21t10:46:37 1059.42000000 648314094 -1
2.00000000 2017-03-21t10:46:37 1059.42000000 648314096 -1
2.00000000 2017-03-21t10:46:41 1059.26000000 648314176 -1
32.00000000 2017-03-21t10:46:41 1059.26000000 648314189 -1
"""), sep='\s+', parse_dates='date'.split())
print(df)
resample_data = df.set_index('date').resample(
"1min", how={"price": "ohlc", "amount": "sum"})
print(resample_data)
Results:
amount date price tid type
0 6.0 2017-03-21 10:46:32 1059.26 648313975 -1
1 4.0 2017-03-21 10:46:37 1059.42 648314094 -1
2 2.0 2017-03-21 10:46:37 1059.42 648314096 -1
3 2.0 2017-03-21 10:46:41 1059.26 648314176 -1
4 32.0 2017-03-21 10:46:41 1059.26 648314189 -1
price amount
open high low close amount
date
2017-03-21 10:46:00 1059.26 1059.42 1059.26 1059.26 46.0
mydata = [{'date': datetime.datetime(2009, 1, 31, 0, 0), 'value': 14, 'year': u'2009'},
{'date': datetime.datetime(2009, 2, 28, 0, 0), 'value': 84, 'year': u'2009'},
{'date': datetime.datetime(2009, 3, 31, 0, 0), 'value': 77, 'year': u'2009'},
{'date': datetime.datetime(2009, 4, 30, 0, 0), 'value': 80, 'year': u'2009'},
{'date': datetime.datetime(2009, 5, 31, 0, 0), 'value': 6, 'year': u'2009'},
{'date': datetime.datetime(2009, 6, 30, 0, 0), 'value': 16, 'year': u'2009'},
{'date': datetime.datetime(2009, 7, 31, 0, 0), 'value': 16, 'year': u'2009'},
{'date': datetime.datetime(2009, 8, 31, 0, 0), 'value': 1, 'year': u'2009'},
{'date': datetime.datetime(2009, 9, 30, 0, 0), 'value': 9, 'year': u'2009'},
{'date': datetime.datetime(2008, 1, 31, 0, 0), 'value': 77, 'year': u'2008'},
{'date': datetime.datetime(2008, 2, 29, 0, 0), 'value': 60, 'year': u'2008'},
{'date': datetime.datetime(2008, 3, 31, 0, 0), 'value': 28, 'year': u'2008'},
{'date': datetime.datetime(2008, 4, 30, 0, 0), 'value': 9, 'year': u'2008'},
{'date': datetime.datetime(2008, 5, 31, 0, 0), 'value': 74, 'year': u'2008'},
{'date': datetime.datetime(2008, 6, 30, 0, 0), 'value': 70, 'year': u'2008'},
{'date': datetime.datetime(2008, 7, 31, 0, 0), 'value': 75, 'year': u'2008'},
{'date': datetime.datetime(2008, 8, 31, 0, 0), 'value': 7, 'year': u'2008'},
{'date': datetime.datetime(2008, 9, 30, 0, 0), 'value': 10, 'year': u'2008'},
{'date': datetime.datetime(2008, 10, 31, 0, 0), 'value': 54, 'year': u'2008'},
{'date': datetime.datetime(2008, 11, 30, 0, 0), 'value': 55, 'year': u'2008'},
{'date': datetime.datetime(2008, 12, 31, 0, 0), 'value': 40, 'year': u'2008'},
{'date': datetime.datetime(2007, 12, 31, 0, 0), 'value': 93, 'year': u'2007'},]
In 'mydata', I get list of sequential monthly data. I wrote some code to group them on year.
partial_req_data = dict([(k,[f for f in v]) for k,v in itertools.groupby(mydata, key=lambda x : x.get('year'))])
Now I further need some efficient code to fill the missing months with {}, i.e. empty dict. There are bad ways to do that, but am looking for good ones.
required_data = {"2009": [{'date': datetime.datetime(2009, 1, 31, 0, 0), 'value': 14, 'year': u'2009' },
{'date': datetime.datetime(2009, 2, 28, 0, 0), 'value': 84, 'year': u'2009'},
{'date': datetime.datetime(2009, 3, 31, 0, 0), 'value': 77, 'year': u'2009'},
{'date': datetime.datetime(2009, 4, 30, 0, 0), 'value': 80, 'year': u'2009'},
{'date': datetime.datetime(2009, 5, 31, 0, 0), 'value': 6, 'year': u'2009'},
{'date': datetime.datetime(2009, 6, 30, 0, 0), 'value': 16, 'year': u'2009'},
{'date': datetime.datetime(2009, 7, 31, 0, 0), 'value': 16, 'year': u'2009'},
{'date': datetime.datetime(2009, 8, 31, 0, 0), 'value': 1, 'year': u'2009'},
{'date': datetime.datetime(2009, 9, 30, 0, 0), 'value': 9, 'year': u'2009'},
{}, {}, {}],
"2008": [{'date': datetime.datetime(2008, 1, 31, 0, 0), 'value': 77, 'year': u'2008'},
{'date': datetime.datetime(2008, 2, 29, 0, 0), 'value': 60, 'year': u'2008'},
{'date': datetime.datetime(2008, 3, 31, 0, 0), 'value': 28, 'year': u'2008'},
{'date': datetime.datetime(2008, 4, 30, 0, 0), 'value': 9, 'year': u'2008'},
{'date': datetime.datetime(2008, 5, 31, 0, 0), 'value': 74, 'year': u'2008'},
{'date': datetime.datetime(2008, 6, 30, 0, 0), 'value': 70, 'year': u'2008'},
{'date': datetime.datetime(2008, 7, 31, 0, 0), 'value': 75, 'year': u'2008'},
{'date': datetime.datetime(2008, 8, 31, 0, 0), 'value': 7, 'year': u'2008'},
{'date': datetime.datetime(2008, 9, 30, 0, 0), 'value': 10, 'year': u'2008'},
{'date': datetime.datetime(2008, 10, 31, 0, 0), 'value': 54, 'year': u'2008'},
{'date': datetime.datetime(2008, 11, 30, 0, 0), 'value': 55, 'year': u'2008'},
{'date': datetime.datetime(2008, 12, 31, 0, 0), 'value': 40, 'year': u'2008'},]
"2007": [{}, {}, {}, {}, {}, {}, {}, {}, {}, {}, {},
{'date': datetime.datetime(2007, 12, 31, 0, 0), 'value': 93, 'year': u'2007'}]
}
import datetime
from itertools import groupby
from pprint import pprint
required_data={}
for k,g in groupby(mydata,key=lambda x: x.get('year')):
partial={}
for datum in g:
partial[datum.get('date').month]=datum
required_data[k]=[partial.get(m,{}) for m in range(1,13)]
pprint(required_data)
For each year k, partial is a dict whose keys are months.
The trick is to use partial.get(m,{}) since this will return the datum when it exists, or {} when it does not.