我做了一些测试,很有趣。
示例:
import pandas as pd
import numpy as np
np.random.seed(1)
rng = pd.date_range('1/1/2012', periods=20, freq='S')
df = pd.DataFrame({'a':['a'] * 10 + ['b'] * 10,
'b':np.random.randint(0, 500, len(rng))}, index=rng)
df.b.iloc[3:8] = np.nan
print (df)
a b
2012-01-01 00:00:00 a 37.0
2012-01-01 00:00:01 a 235.0
2012-01-01 00:00:02 a 396.0
2012-01-01 00:00:03 a NaN
2012-01-01 00:00:04 a NaN
2012-01-01 00:00:05 a NaN
2012-01-01 00:00:06 a NaN
2012-01-01 00:00:07 a NaN
2012-01-01 00:00:08 a 335.0
2012-01-01 00:00:09 a 448.0
2012-01-01 00:00:10 b 144.0
2012-01-01 00:00:11 b 129.0
2012-01-01 00:00:12 b 460.0
2012-01-01 00:00:13 b 71.0
2012-01-01 00:00:14 b 237.0
2012-01-01 00:00:15 b 390.0
2012-01-01 00:00:16 b 281.0
2012-01-01 00:00:17 b 178.0
2012-01-01 00:00:18 b 276.0
2012-01-01 00:00:19 b 254.0
下采样:
Resampler.asfreq 的可能解决方案:
如果使用asfreq,行为与first 的聚合相同:
print (df.groupby('a').resample('2S').first())
a b
a
a 2012-01-01 00:00:00 a 37.0
2012-01-01 00:00:02 a 396.0
2012-01-01 00:00:04 a NaN
2012-01-01 00:00:06 a NaN
2012-01-01 00:00:08 a 335.0
b 2012-01-01 00:00:10 b 144.0
2012-01-01 00:00:12 b 460.0
2012-01-01 00:00:14 b 237.0
2012-01-01 00:00:16 b 281.0
2012-01-01 00:00:18 b 276.0
print (df.groupby('a').resample('2S').first().fillna(0))
a b
a
a 2012-01-01 00:00:00 a 37.0
2012-01-01 00:00:02 a 396.0
2012-01-01 00:00:04 a 0.0
2012-01-01 00:00:06 a 0.0
2012-01-01 00:00:08 a 335.0
b 2012-01-01 00:00:10 b 144.0
2012-01-01 00:00:12 b 460.0
2012-01-01 00:00:14 b 237.0
2012-01-01 00:00:16 b 281.0
2012-01-01 00:00:18 b 276.0
print (df.groupby('a').resample('2S').asfreq().fillna(0))
a b
a
a 2012-01-01 00:00:00 a 37.0
2012-01-01 00:00:02 a 396.0
2012-01-01 00:00:04 a 0.0
2012-01-01 00:00:06 a 0.0
2012-01-01 00:00:08 a 335.0
b 2012-01-01 00:00:10 b 144.0
2012-01-01 00:00:12 b 460.0
2012-01-01 00:00:14 b 237.0
2012-01-01 00:00:16 b 281.0
2012-01-01 00:00:18 b 276.0
如果使用replace,另一个值将聚合为mean:
print (df.groupby('a').resample('2S').mean())
b
a
a 2012-01-01 00:00:00 136.0
2012-01-01 00:00:02 396.0
2012-01-01 00:00:04 NaN
2012-01-01 00:00:06 NaN
2012-01-01 00:00:08 391.5
b 2012-01-01 00:00:10 136.5
2012-01-01 00:00:12 265.5
2012-01-01 00:00:14 313.5
2012-01-01 00:00:16 229.5
2012-01-01 00:00:18 265.0
print (df.groupby('a').resample('2S').mean().fillna(0))
b
a
a 2012-01-01 00:00:00 136.0
2012-01-01 00:00:02 396.0
2012-01-01 00:00:04 0.0
2012-01-01 00:00:06 0.0
2012-01-01 00:00:08 391.5
b 2012-01-01 00:00:10 136.5
2012-01-01 00:00:12 265.5
2012-01-01 00:00:14 313.5
2012-01-01 00:00:16 229.5
2012-01-01 00:00:18 265.0
print (df.groupby('a').resample('2S').replace(np.nan,0))
b
a
a 2012-01-01 00:00:00 136.0
2012-01-01 00:00:02 396.0
2012-01-01 00:00:04 0.0
2012-01-01 00:00:06 0.0
2012-01-01 00:00:08 391.5
b 2012-01-01 00:00:10 136.5
2012-01-01 00:00:12 265.5
2012-01-01 00:00:14 313.5
2012-01-01 00:00:16 229.5
2012-01-01 00:00:18 265.0
上采样:
使用asfreq,与replace相同:
print (df.groupby('a').resample('200L').asfreq().fillna(0))
a b
a
a 2012-01-01 00:00:00.000 a 37.0
2012-01-01 00:00:00.200 0 0.0
2012-01-01 00:00:00.400 0 0.0
2012-01-01 00:00:00.600 0 0.0
2012-01-01 00:00:00.800 0 0.0
2012-01-01 00:00:01.000 a 235.0
2012-01-01 00:00:01.200 0 0.0
2012-01-01 00:00:01.400 0 0.0
2012-01-01 00:00:01.600 0 0.0
2012-01-01 00:00:01.800 0 0.0
2012-01-01 00:00:02.000 a 396.0
2012-01-01 00:00:02.200 0 0.0
2012-01-01 00:00:02.400 0 0.0
...
print (df.groupby('a').resample('200L').replace(np.nan,0))
b
a
a 2012-01-01 00:00:00.000 37.0
2012-01-01 00:00:00.200 0.0
2012-01-01 00:00:00.400 0.0
2012-01-01 00:00:00.600 0.0
2012-01-01 00:00:00.800 0.0
2012-01-01 00:00:01.000 235.0
2012-01-01 00:00:01.200 0.0
2012-01-01 00:00:01.400 0.0
2012-01-01 00:00:01.600 0.0
2012-01-01 00:00:01.800 0.0
2012-01-01 00:00:02.000 396.0
2012-01-01 00:00:02.200 0.0
2012-01-01 00:00:02.400 0.0
...
print ((df.groupby('a').resample('200L').replace(np.nan,0).b ==
df.groupby('a').resample('200L').asfreq().fillna(0).b).all())
True
结论:
对于下采样使用相同的聚合函数,例如 sum、first 或 mean,对于上采样 asfreq。