我试图通过熊猫框架提取时差(秒) . 我在via文本文件中读取数据 . 但是在我应用diff函数后对数据进行分组后,我收到了错误 .
#load data
# this format loads file when there is a 'tab' delimiter in the text file
data = pd.read_csv(file, sep='\t', lineterminator='\n')
# filter data by desired field, traded venues are XLON_SET1, _BATE, _CHIX, _TRQX, XOFF_SET1 etc
dataFil = data[data['VENUE'] == "XLON_SET1"]
# then we need to group them by time-stamp to be sure, to clean up the time-series. This will cause TIME_STAMP and PRICE to become index instead of columns with data
dataFil = dataFil.groupby(['TIME_STAMP', 'PRICE']).sum()
#dataFil = dataFil.groupby(['TIME_STAMP']).sum()
dataFil['date'] = dataFil.index.get_level_values('TIME_STAMP')
dataFil['PRICE'] = dataFil.index.get_level_values('PRICE')
dataFil.head() #or dataFil
我得到以下数据
QUANTITY BID询问MKT_BID MKT_ASK日期价格TIME_STAMP价格2018-01-22 08:30:01.306 2.769 3409 0.0 0.0 0.0 0.0 2018-01-22 08:30:01.306 2.769 2018-01-22 08:30:04.306 2.769 2691 0.0 0.0 0.0 0.0 2018-01-22 08:30:04.306 2.769 2018-01-22 08:30:11.306 2.769 2000 0.0 0.0 0.0 0.0 2018-01-22 08:30:11.306 2.769 2018-01-22 08:30: 51.065 2.769 572 0.0 0.0 0.0 0.0 2018-01-22 08:30:51.065 2.769 2018-01-22 08:31:26.068 2.768 649 0.0 0.0 0.0 0.0 2018-01-22 08:31:26.068 2.768
但是当我使用:(检查过这个帖子:Pandas calculate time difference)
df = dataFil
df.assign(seconds=df.date.diff().dt.seconds)
我有以下错误
TypeError Traceback (most recent call last)
<ipython-input-170-3be32e0aad41> in <module>()
1 df = dataFil
----> 2 df.assign(seconds=df.date.diff().dt.seconds)
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\series.py in diff(self, periods)
1525 diffed : Series
1526 """
-> 1527 result = algorithms.diff(_values_from_object(self), periods)
1528 return self._constructor(result, index=self.index).__finalize__(self)
1529
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\algorithms.py in diff(arr, n, axis)
1545 out_arr[res_indexer] = result
1546 else:
-> 1547 out_arr[res_indexer] = arr[res_indexer] - arr[lag_indexer]
1548
1549 if is_timedelta:
TypeError: unsupported operand type(s) for -: 'str' and 'str'
1 回答
我认为需要将
date
转换为datetime
s - 最好在read_csv:或者通过to_datetime转换列: