merge rows based on a specific date interval-CodePudding

this data comes from stocks API, but unfortunately the date interval is not consistent i want to combine rows based on a given interval for example 1 hour or 15 minutes, to easily plot points on chart.

for example consider this dataframe, notice the date/time is not consistent, if i want to combine rows based on 30min interval.

                   date   open   high    low  close  volume
0   2022-08-18 15:20:00  48.80  48.80  48.80  48.80     100
1   2022-08-18 15:18:00  48.80  48.80  48.80  48.80    2000
2   2022-08-18 15:16:00  48.80  48.80  48.80  48.80    4221
3   2022-08-18 15:11:00  48.75  48.75  48.75  48.75     275
4   2022-08-18 15:00:00  48.80  48.80  48.80  48.80       2
5   2022-08-18 14:59:00  48.75  48.80  48.75  48.80    1000
6   2022-08-18 14:58:00  48.70  48.70  48.65  48.65     500
7   2022-08-18 14:57:00  48.70  48.70  48.70  48.70    1060
8   2022-08-18 14:56:00  48.65  48.65  48.65  48.65     207
9   2022-08-18 14:55:00  48.70  48.70  48.70  48.70     118
10  2022-08-18 14:53:00  48.70  48.70  48.70  48.70      60
11  2022-08-18 14:51:00  48.55  48.65  48.55  48.65    1937
12  2022-08-18 14:50:00  48.65  48.65  48.65  48.65     120
13  2022-08-18 14:48:00  48.60  48.60  48.55  48.55     880
14  2022-08-18 14:46:00  48.60  48.60  48.60  48.60     270
15  2022-08-18 14:44:00  48.60  48.60  48.60  48.60     300
16  2022-08-18 14:39:00  48.60  48.60  48.60  48.60      40
17  2022-08-18 14:38:00  48.60  48.60  48.60  48.60      30
18  2022-08-18 14:33:00  48.65  48.65  48.65  48.65     297
19  2022-08-18 14:30:00  48.65  48.65  48.65  48.65     345
20  2022-08-18 14:29:00  48.50  48.55  48.45  48.55    1175
21  2022-08-18 14:26:00  48.60  48.60  48.45  48.45    2256
22  2022-08-18 14:25:00  48.60  48.60  48.60  48.60     325
23  2022-08-18 14:20:00  48.60  48.70  48.60  48.70    1834
24  2022-08-18 14:19:00  48.65  48.65  48.55  48.60    3545
25  2022-08-18 14:18:00  48.50  48.65  48.50  48.65     848
26  2022-08-18 14:17:00  48.50  48.55  48.50  48.55    2160
27  2022-08-18 14:16:00  48.65  48.65  48.60  48.60     254

rows 19 should be combine all the values from 19 to 27, low would be the lowest value in these rows and so on.

I need a flexible solution that will work with any interval.

please let me know if my question is not clear, thank you

CodePudding user response：

Use pd.Grouper. Analyzing stock prices with pandas is also common enough that the library includes an Open-High-Low-Close (ohlc) function to deal with it.

df.groupby(pd.Grouper(key="date", freq="15T"))["close"].ohlc()

15T means 15 minutes. You can find other time units in Offset aliases.