Hi Wes – Pandas 0.8 is looking great. Question however – I note you have updated the resample function for ‘ohlc (open high low closes)’. However, I have already have an ohlc DataFrame (using minute data). What can i used to aggregate periods (ie 5 minutes, 10 minutes etc)? Am I incorrect in saying that resample/ohlc wont be able to deal with that? if not, could you suggest something that would?
There’s no specific handling of that right now– you can aggregate one of the OHLC fields but that probably wouldn’t quite be what you want. It would be a nice addition to the library to be able to further downsample OHLC data
HI Wes, loving your book, thank you! I’m a molecular biologist who’s always liked playing with computers, now my job pretty much has me doing data analysis all the time (next gen sequencing). Python has been good to me, but I’m using R more and more, which is fine (its great after all), but its nice to know I can stay in my comfort zone for some of this stuff. Cheers
I'm a NYC-based Python hacker, statistician, entrepreneur, and technology consultant. I love building powerful, intuitive research- and production-worthy tools for data-centric applications, especially in statistics and quantitative finance. I'm also interested in high performance and distributed computing, databases, GPU computing, and data visualization.
I am working on a new project to be unveiled in 2013 sometime. Stay tuned.
Antonio Alvarado Hernández Reply:
June 27th, 2012 at 9:24 am
Interesting question, but may be in a second edition !?
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