【发布时间】:2020-10-09 01:27:08
【问题描述】:
我有以下一天的数据框,其中每一行是一分钟。:
stock,date,open,high,low,close,volume
AACG,202005010928,0.73,0.73,0.73,0.73,200
AACG,202005010929,0.73,0.73,0.73,0.73,100
AACG,202005010930,0.8,0.8,0.8,0.8,1250
AACG,202005010934,0.72,0.72,0.72,0.72,100
AACG,202005010937,0.71,0.71,0.68,0.68,3599
AACG,202005010938,0.65,0.65,0.65,0.65,2200
AACG,202005010947,0.73,0.73,0.73,0.73,125
AACG,202005010955,0.71,0.71,0.71,0.71,300
AACG,202005011002,0.7,0.7,0.7,0.7,10818
AACG,202005011112,0.73,0.73,0.73,0.73,100
AACG,202005011125,0.7,0.7,0.7,0.7,1103
AACG,202005011153,0.7,0.7,0.66,0.66,3334
AACG,202005011223,0.7,0.7,0.7,0.7,100
AACG,202005011234,0.73,0.73,0.73,0.73,250
AACG,202005011258,0.71,0.71,0.71,0.71,100
AACG,202005011321,0.73,0.73,0.72,0.72,1200
AACG,202005011329,0.7,0.7,0.7,0.7,4200
AACG,202005011427,0.73,0.73,0.73,0.73,100
AACG,202005011432,0.65,0.65,0.65,0.65,369
AACG,202005011529,0.66,0.66,0.66,0.66,254
AACG,202005011544,0.73,0.73,0.7,0.73,1397
AACG,202005011545,0.74,0.74,0.74,0.74,100
AACG,202005011548,0.73,0.73,0.73,0.73,100
AACG,202005011549,0.74,0.74,0.74,0.74,100
AAL,202005010900,11.29,11.3,11.29,11.29,8201
AAL,202005010901,11.28,11.31,11.26,11.28,26935
AAL,202005010902,11.3,11.34,11.3,11.33,31958
AAL,202005010903,11.33,11.36,11.31,11.35,44487
AAL,202005010904,11.35,11.35,11.32,11.33,22240
我想使用矢量方法(不是iterrows,因为这需要时间)为每一行添加一个计算迄今为止每日交易量的列。
我怎样才能做到这一点?
谢谢
【问题讨论】:
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cumsum我猜,如果您的数据框只包含一天,那么df['volume'].cumsum()会这样做
标签: python pandas dataframe pandas-groupby pandas-apply